Below are links to published works, some of which are available as free downloads as PDF files. Papers without links are available free to licence-holders of our software: see the Resources tab in mortalityrating.com, Longevitas or the Projections Toolkit. If you do not have a viewer for PDF files, you can get one free from Adobe.
Other publicly available material can be found amongst the papers, presentations and in the gallery. There is also further material specific to managing portfolios of annuities and pensions. Also available are the lecture notes for survival analysis.
Topical items can be found in our blog.
ORCID profile here.
Mortality projections
"A Value-at-Risk Framework for Longevity Trend Risk" (2013) by S. J. Richards, Bloomsbury, London, ISBN 978-1-84930-065-0.
"Longevity trend risk under Solvency II" (2013) by S. J. Richards, I. D. Currie and G. P. Ritchie, Risk.net, August 2013.
"A one-year view of longevity trend risk" (2013) by S. J. Richards, The Actuary magazine, June 2013.
"Determining longevity trend risk under Solvency II" (2012) by Richards, S. J., Currie, I. D. and Ritchie, G. P., InsuranceERM, 28th November 2012.
"Extrapolating Mortality Projections by Age" (2011) by Richards, S. J., Longevitas Ltd, 18th May 2011.
"A Lost Cause?" (2011) by Richards, S. J., Actuarial Post, 16th May 2011.
"International trends in pensioner longevity" (2007) by Richards, S. J., International News, Society of Actuaries, July 2007.
Annuities and pensions
"Risks of mis-estimating mortality" (2014) by S. J. Richards, The Actuary, November 2014, pages 30-32.
"Modern models for longevity risk" (2013) by S. J. Richards, Society of Actuaries Reinsurance News, October 2013, pages 10-12.
"Longevity risk in the UK" (2012) by S. J. Richards, The European Actuary, Volume 2, No. 2, April 2012.
"Investigating parameter risk for Solvency II and ICAs" (2009) by S. J. Richards, Life and Pensions magazine, June 2009. Available to licencees of our software services..
"Improving annuity pricing with address data" (2008) by S. J. Richards, Life and Pensions magazine, September 2008.
"Modelling pensioner longevity" (2007) by Richards, S. J., Life and Pensions magazine, May 2007. Available to licencees of our software services.
"Understanding pensioner longevity" (2007) by Richards, S. J., The Actuary magazine, November 2007. The editorial team of The Actuary chose this as its article of the month in November 2007..
"Pricing demographic risks in bulk buy-outs" (2006) by Richards, S. J., .
"Anti-selection and annuity pricing" (2005) by Robinson, D. and Richards, S. J., The Actuary magazine, May 2005.
"Survey of annuity operations" (2005) by Richards, S. J., Richards Consulting. Available to licencees of our software services..
General mortality
"Gender differentials in mortality" (2004) by Richards, S. J., The Actuary magazine, February 2004. The published article was changed from the original by The Actuary, which introduced the unfortunate error of describing gender differentials as 'sexual'.
"Equal gender access to goods and services" (2004) by Select Sub-Committee G, Appearance before House of Lords Select Sub-Committee G, 5 May 2004.
General actuarial
"Profit testing" (2004) by Richards, S. J., Encyclopaedia of Actuarial Science, John Wiley and Sons. Available to licencees of our software services.
"Unit-linked business" (2004) by Richards, S. J., Encyclopaedia of Actuarial Science, John Wiley and Sons. Available to licencees of our software services.
Germany
"Deja vu in Deutschland" (2003) by Richards, S. J., Stevenson, D. and Ernest, P., The Actuary magazine.