Publication archives
Research paper: Pandemic Risk Management: Resources Contingency Planning and Allocation
This paper investigates contingency planning and resources allocation from a risk management perspective, as opposed to the prevailing supply chain perspective. The key idea is that the competition for limited critical resources is not only present in different geographical locations […]
Member’s paper: The Future of COVID-19 in Ontario: Variants, Vaccines, and Avoiding Future Waves
Throughout the COVID-19 pandemic, the one consistent theme has been the constantly changing environment, making it difficult to predict future outcomes. These changes have included new variants that are more infectious, the impact of vaccines, seasonality, and dynamic government intervention […]
Member paper: A Mathematical Model for Assessing the Impacts of Policies Related to the Funding of Pension Plans
The paper demonstrates how the model can be applied to assessing the long-term impacts of the following three funding-related measures on a pension plan: (1) an amortization rule, (2) the design of provision for adverse deviations, and (3) an investment […]
Report on Canadian Economic Statistics 1924–2020 – Tables
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Report on Canadian Economic Statistics 1924–2020
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Research paper: Hedging longevity risk in the Canadian market
We present some of the results developed in the thesis of Giannini (2020), where an extensive study is performed on the effectiveness of several mortality/longevity-linked financial derivatives in hedging annuity portfolios’ longevity risk. We will not treat cashflow hedges like […]
Report 3: Canadian Insurance Industry Monthly Aggregate Data Analysis
As the COVID-19 pandemic continues to run its course throughout the world and in Canada, our collective understanding of the virus and its impact grows. Research projects and data collection efforts are happening on many fronts, and the Canadian Institute […]
C-19 Canadian Mortality Model Report
The C-19 Canadian Mortality Model was developed in Excel after a request for papers (RFP) was put out by the Research Council of the Canadian Institute of Actuaries (CIA) in the spring of 2020. The RFP requested research related to […]
C-19 Canadian Mortality Model Report – Tables
The C-19 Canadian Mortality Model was developed in Excel after a request for papers (RFP) was put out by the Research Council of the Canadian Institute of Actuaries (CIA) in the spring of 2020. The RFP requested research related to […]
Population aging, implications for asset values, and impact for pensions plans: An international study
This is the capstone paper from a multi-year research agenda entitled “Population Aging, Implications for Asset Values, and Impact for Pension Plans: An International Study.” The project was performed in multiple overlapping stages, and a number of papers and presentations […]