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Webinar: Auto-Enrolment: Actuarial Learning Three Years On This webinar is available to watch on: actuview YouTube   In January 2021, the Society discussed a paper “ A New Approach to Auto-Enrolment. Higher pensions for half the cost ” by Colm Fagan. The …

Mathematical and Statistical Methods for Actuarial Sciences and Finance *** AIM *** The main aim of the Conference is to present new theoretical and methodological results, and significant applications in Actuarial Sciences, Insurance and Finance by means …

Webinar: Property Market Update and Outlook This webinar is available to watch on: actuview Mike Barnes and Natasha Browne Ring from Savills Research will provide an update and outlook on Irish and European commercial property markets, discussing some of …

In-person: Finance & Investments Forum 2024: The Future of Defined Contribution Investment The Finance and Investment Committee are hosting their first in-person Forum in several years.  The theme for the Forum will be The Future of Defined Contribution …

The Debt Crisis in Europe, plus a Preview of the SAI's new Financial, Economic & Investment Dataset   Debt Crisis in Europe Colm will briefly discuss the current debt crisis in Europe from a number of perspectives, including briefly discussing European …

Discount Rates The Actuarial Profession has published a new framework for use of discount rates in actuarial work.  The Summary by the Discount Rates Steering Committee (DRSC) and their final recommendations and way forward is attached.  The DRSC's final …

Trends in Asset Allocation The market turmoil of the past decade has made it difficult for investors to meet their objectives.  The basics of asset allocation have been questioned and some have moved towards alternative approaches to help meet their …

The Future European Actuary The Groupe Consultatif's first European Congress of Actuaries - ECA 2012 - will take place in Brussels on 7/8 June 2012. The theme is The Future European Actuary. This Congress aims to attract actuaries working in industry, …