Collaborative Research

Research on the Club Vita dataset by our team and collaborative partners

  • COVID-19 longevity scenarios: a bump in the road or a catalyst for change?

    March, 2021

    This paper discusses how the lingering after-effects of the global COVID-19 pandemic could affect longevity. We introduce four longevity scenarios that pension plans can use to help understand the increased longevity risk introduced by the pandemic and to stress test their funding strategies. These scenarios, together with consideration of other risks such as the strength of the sponsor and investment risk, can help pension plans quantify and communicate the potential ramifications of the coronavirus pandemic as part of their risk management framework.

    20210313

  • Public vs Private

    May, 2020

    There is significant diversity of longevity experience for pension plans within both the public and private sectors in both the UK and Canada. By interrogating large datasets of pension plan mortality data, we can identify data fields which predict very different longevity outcomes for individuals within pension plans. It is better to use these predictors to set a tailored assumption for a plan than to assume the same experience as the sector average.

    20171213