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Program
Topic A. Investment Strategies and Risk Management (Abstracts for Topic A)
Doug Andrews
A practictioner's observations on some innovative ideas for pension plan investment (Abstract) (Presentation)
Stuart Jarvis
Optimal hedging of liability risk (Abstract)
David Kingston
Report of the Financial Economics Task Force of IAA (Presentation)
Tadashi Nakada
Current situation of pension ALMs in Japanese Corporate Pension Plans (Abstract) (Presentation)
Teemu Pennanen
A stochastic model for assets and liabilities of a pension institution (Abstract) (Presentation)
Thierry Poincelin
Gestion d'un régime de retraite par points (in English)
Eric Ralamiadana
The asset liability management policy of a debt management agency for the French Social Security debt (en Français) (Abstract) (Presentation)
Antero Ranne
The new equity linked buffer in the Finnish occipational pension system (Abstract)
Ken Sugita
Corporate Pension Plans and the Stress Testing in Personal Finance (Abstract) (Presentation)
Andrew Young
Experience with pension guarantee funds (Presentation)
Dave Gustafson
Pension guarantee funds - the US experience (Presentation)
Topic B. Longevity and annuitisation, risk sharing in pension design (Abstracts for Topic B )
Pablo Antolin
Annuities and Longevity Risk (Presentation)
María Del Carmen Boado-Penas, Salvador Valdés-Prieto and Carlos Vidal-Meliá
A balance sheet for Pay-as-you-go finance: Solvency Indicators for Spain (Abstract) (Presentation)
Lans Bovenberg
Towards optimal pension contracts (Presentation)
Rob Brown
Actuarial issues in the design of an optimal social security system (Presentation)
Chris Daykin
The implications of longevity for risk-sharing in public and private pension schemes (Presentation)
Takayuki Igawa
Public sector pension plans in Japan - Changes in plan design, financing and investiment policies (Abstract) (Presentation)
K. Lundberg, D. Mikula and O. Settergren
Balancing distribution of surpluses, and the role of bookkeeping and the balance sheet in the swedish public pay-as-you-go pension scheme (Abstract)
Masaaki Ono
Applying Sweden 'automatic balance mechanism' to Japanese population (Abstract) (Presentation)
Karl-Gustaf Scherman
The Swedish NDC system. A critical assesment (Abstract) (Presentation)
Topic C. Actuarial Valuation Methods and Assumptions (Abstracts for Topic C )
Alvaro Castro-Gutierrez
Actuarial Valuation Methods and Assumptions: Experience from Developing Countries (Abstract) (Presentation)
M. Economou and S. Haberman
Implementing a pension plan along with the age increase of the plan participants (Abstract) (Presentation)
Yosuke Fujisawa
Legal funding rules on DB plans in Japan and in the US (Abstract) (Presentation)
Jean-François Gavanou
Employee’s participation (contributions) to the funding of pension benefits : how to best incorporate it in the actuarial valuation of pension obligations? (Abstract) (Presentation)
H. Izuka and T. Uemura
The consideration of the characteristics of the pension liabilities and measurement methods (Abstract) (Presentation)
David Knox
The mortality experience of Australian superannuation pensioners: Some surprising results
Lasse Koskinen, J Salonen and T Nummi
Modelling and predicting individual salaries (Abstract) (Presentation)
Ryo Matsubara
Funding Standards and Protection of Benefit Rights (Presentation)
Chinu Patel
Security on pension provision (Presentation)
Junichi Sakamoto
Role of the Actuary in the process of unifying the social security pension schemes (Abstract) (Presentation)
Topic D. Projection Methods for Pension and Social Security Financing (Abstracts for Topic D )
Ken Buffin
Stochastic Projection Methods for Social Security Systems (Abstract) (Presentation)
R Hoenevaards and Eduard Ponds
Valuation of intergenerational transfers within funded collective pension schemes (Abstract) (Presentation)
Antti Tanskanen
Fair valuation of a non-statutory participating pension contract in the presence of economic cycles (Abstract)
Bertil Thorslund
Increasing Confidence in Forecasting - an international challenge (Abstract) (Presentation)
