Models for Retirement Policy Analysis
Research Projects in Pension
Report to the Society of Actuaries By Joseph M. Anderson–Capital Research Associates
This draft report describes existing models and data sources for projecting the effect of changes in environment on the design and cost of retirement benefit plans. It is a living document and will keep changing and evolving based on comments sent to the SOA and continuing work of the researcher. In addition, an actuarial critique of each model will be added as they become available.
Materials
Chapter 1 - Modeling for Retirement Policy Analysis
Chapter 2 - Microanalytic Simulation Models
Chapter 6 - DYNACAN: Canadian Microsimulation Model for Public Pension Analysis
Chapter 7 - U.S. Social Security Administration Office of the Actuary Projections Methodology
Chapter 9 - SSASIM Social Security Policy Simulation Model
Chapter 10 - Macroeconomic-Demographic Model of the U.S. Retirement Income System
Chapter 11 PIMS Pension Insurance Modeling System
Databases Useful for Retirement Analysis
Benchmarks: Illustrative Potential Policy Analysis Tasks
Questions Or Comments?
If you have comments or questions, please send an email to research@soa.org.