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Payouts from Defined Contribution Plans: A Collective Risk-Sharing Framework
distribution in a way that provides an income stream for life. Re- tail annuity products are available, but rarely ... lifetime income. In the framework described here, mortality risk is pooled and the investments would be ...- Authors: Rowland Davis
- Date: Jan 2014
- Competency: Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: Pension Section News
- Topics: Annuities>Investment strategy - Annuities; Annuities>Payout annuities
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Immunization And Dedicated Portfolios For Pension Funds
and has had experience in Scotland working as a life company actuary and as an investment manager. _e ... Actuaries to write a paper on the "Principles of Life Office Valuations" for presentation in April, 1952 ...- Authors: Rowland Davis, William A Farquhar, Andrew F Shewan, T Thomas Simester
- Date: Oct 1982
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Pensions & Retirement
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A Middle Ground for Public Plans
pricing includes a 5% loading factor to approximate group product pricing. The Social Security benefit used ... sponsor and representatives of the participant group. The design parameters used for the earlier paper ...- Authors: Rowland Davis
- Date: Jun 2018
- Topics: Pensions & Retirement
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Background Document: Quantitative Evaluation Framework for Retirement Benefit Systems
like to thank the members of the Project Oversight Group (POG) for their feedback and guidance. The POG ... traditional DB and DC structures as benchmarks. This report summarizes work to date on a framework that would ...- Authors: Rowland Davis
- Date: Jun 2019
- Competency: External Forces & Industry Knowledge
- Topics: Pensions & Retirement>Defined benefit plans; Pensions & Retirement>Defined contribution and 401k plans; Pensions & Retirement>Plan design
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The Tracker Plan: A Controlled Risk Defined-Contribution Retirement Program
specific formula, and that benefit is payable for life. The financial obligation, and risks, of meeting ... levels. Based on the 2008 Current Population Survey information from the Census Bureau, the median ...- Authors: Rowland Davis
- Date: Dec 2012
- Competency: Strategic Insight and Integration>Big picture view
- Topics: Pensions & Retirement>Plan design; Pensions & Retirement>Retirement risks; Public Policy
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Author’s Response to Comments by Faisal Siddiqi
Author’s Response to Comments by Faisal Siddiqi This paper is a response to the comments ... implement some version of the Tracker Plan to cover a group of employees in a select situation. In the United ...- Authors: Rowland Davis
- Date: Dec 2012
- Competency: Strategic Insight and Integration>Big picture view
- Topics: Pensions & Retirement>Plan design; Pensions & Retirement>Retirement risks; Public Policy
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Investment Fallacies e-book
Investment Fallacies e-book Investment Fallacies: Simulation of Long-Term Stock Returns: Fat-Tails ... a strong enough case for mean reversion. In a survey by Ivo Welch (UCLA and Yale) in 2000, only 36 ...- Authors: Rowland Davis, Society of Actuaries
- Date: Sep 2014
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>Actuarial theory in business context; External Forces & Industry Knowledge>External forces and business performance
- Topics: Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Investment policy; Finance & Investments>Investments; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments; Finance & Investments>Value at risk - Finance & Investments
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Investment Fallacies e-book
the same logic be applied? Is it wrong for a group of investors saving for retirement to collectively ... utility function that reflects an investor (or a group of stakeholders in a collective plan) with a 3% ...- Authors: Rowland Davis, Society of Actuaries
- Date: Sep 2014
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>Actuarial theory in business context; External Forces & Industry Knowledge>External forces and business performance
- Topics: Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Investment policy; Finance & Investments>Investments; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments; Finance & Investments>Value at risk - Finance & Investments
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The Myth of "The Myth of Time Diversification"
can the same logic be applied? Is it wrong for a group of investors saving for retirement to collectively ... utility function that reflects an investor (or a group of stake- holders in a collective plan) with a 3 ...- Authors: Rowland Davis
- Date: Aug 2014
- Publication Name: Risks & Rewards