Papers intended for academic journals.
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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 |
PDF File |
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The rationale for occupational pensions |
March 2006 |
PDF File |
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Pricing pension insurance (with Anthony Neuberger) |
December 2005 |
PDF File |
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The pension protection fund (with Anthony Neuberger) |
March 2005 |
PDF File |
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Decaying asymmetric information and adverse selection in annuities |
June 2004 |
PDF File |
| A lifecycle analysis of DB pension plans | February 2003 |
PDF File |
| Asset rich and cash poor: retirement provision and housing policy in Singapore (with Olivia Mitchell and John Piggott) |
November 2002 |
PDF File |
| Estimating international adverse selection in annuities (with Olivia Mitchell) |
October 2002 |
PDF File |