Papers intended for academic journals.

 Are investment guarantees a cost-effective way to manage retirement investment risk? 

A distribution-based stochastic model of cohort life expectancy (data and routines here)

First estimates of UK National Transfer Accounts (with James Sefton)

Optimal portfolio allocation for corporate pension funds (with David Miles)

September 2011 

July 2011

November 2010

March 2010

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Shaping returns in DC pension accounts: examining rate-of-return guarantees

July 2009
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The rationale for occupational pensions

March 2006
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Pricing pension insurance (with Anthony Neuberger)

December 2005
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The pension protection fund (with Anthony Neuberger)

March 2005
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Decaying asymmetric information and adverse selection in annuities

June 2004
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A lifecycle analysis of DB pension plans February 2003
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Asset rich and cash poor: retirement provision and housing policy in Singapore (with Olivia Mitchell and John Piggott)
November 2002
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Estimating international adverse selection in annuities (with Olivia Mitchell)
October 2002
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