Research Output per year
Personal profile
Research interests
Can we improve pensions savings outcomes for our society? Can a group of people be financially better off in retirement by pooling their savings together and sharing their risks, rather than individually investing their money? Can this be done in a transparent way, so that it is understood by the people in the group? My current interests are to propose and analyse ways in which a group of people can share their risks, with a focus on sharing their investment and mortality risks. Other interests of mine, which are closely related to this topic, are
- Annuities.
- Life insurance.
- Pension funds.
- Portfolio optimization.
- Quantitative risk management.
Biography
After my undergraduate degree at the University of Cambridge, I worked for several years in the pensions industry in the U.K. in both pensions and investment consultancy roles. I returned to university to do a Masters degree at the University of Oxford, followed by a PhD at the University Of Waterloo, Canada. After a couple of years as a postdoctoral researcher at RiskLab, ETH Zurich, Switzerland, I took up a lecturing position at Heriot-Watt in 2011.
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Co Author Network
Recent external collaboration on country level. Dive into details by clicking on the dots.
Research Output
Modern tontine with bequest: Innovation in pooled annuity products
Bernhardt, T. & Donnelly, C., May 2019, In : Insurance: Mathematics and Economics. 86, p. 168-188 21 p.Research output: Contribution to journal › Article
Implementing individual savings decisions for retirement with bounds on wealth
Donnelly, C., Guillen, M., Nielsen, J. P. & Pérez-Marín, A. M., Jan 2018, In : ASTIN Bulletin: The Journal of the IAA. 48, 1, p. 111-137Research output: Contribution to journal › Article
A discussion of a risk-sharing pension plan
Donnelly, C., 14 Feb 2017, In : Risks. 5, 1, 12.Research output: Contribution to journal › Article
Open Access
File
Product options for enhanced retirement income
Donnelly, C. & Young, J., 2017, In : British Actuarial Journal. 22, 3, p. 636-656 21 p.Research output: Contribution to journal › Article
Open Access
File
Fundamentals of cost and risk that matter to pension savers and life annuitants
Donnelly, C., Guillen, M. & Nielsen, J. P., 2016, Retirement system risk management: Implications of the New Regulatory Order. Mitchell, O. S., Maurer, R. & Orszag, J. M. (eds.). 1 ed. Oxford University Press, p. 171-185 15 p.Research output: Chapter in Book/Report/Conference proceeding › Chapter (peer-reviewed)
Prizes
The Bob Alting von Geusau Memorial Prize
Catherine Donnelly (Recipient), 2019
Prize: Prize (including medals and awards)
The Bob Alting von Geusau Memorial Prize
Catherine Donnelly (Recipient) & Paul Embrechts (Recipient), 2015
Prize: Prize (including medals and awards)
Activities
ASTIN Bulletin: The Journal of the IAA (Journal)
Catherine Donnelly (Editorial board member)1 Jan 2019
Activity: Publication peer-review and editorial work › Editorial activity
Insurance: Mathematics and Economics (Journal)
Catherine Donnelly (Editorial board member)1 Mar 2019
Activity: Publication peer-review and editorial work › Editorial activity
Pension decumulation strategies: a state-of-the-art report
Catherine Donnelly (Contributor), Thomas Bernhardt (Contributor)30 Apr 2018
Activity: Other
Investment risk-sharing: a state-of-the-art report
Catherine Donnelly (Contributor), Rami Chehab (Contributor)29 May 2018
Activity: Other