2nd PBSS Colloquium — Helsinki, Finland — 21-23 May 2007



Papers and Presentations of the 2nd PBSS Section Colloquium


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)