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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.

Fingerprint Dive into the research topics where Catherine Donnelly is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

Annuities Business & Economics
Costs Business & Economics
Wealth Business & Economics
Pensions Business & Economics
Pricing Business & Economics
Mortality risk Business & Economics
Regime switching Business & Economics
Retirement Business & Economics

Co Author Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Research Output 2010 2019

  • 17 Article
  • 1 Conference contribution
  • 1 Chapter (peer-reviewed)

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 journalArticle

Pensions
Bequests
Innovation
Proportion
Annuities

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. 111-137

Research output: Contribution to journalArticle

Retirement
Pensions
Wealth
Savings
Wealth distribution

A discussion of a risk-sharing pension plan

Donnelly, C., 14 Feb 2017, In : Risks. 5, 1, 12.

Research output: Contribution to journalArticle

Open Access
File
Pension plans
Risk sharing
Defined contribution plan
Investment strategy
Disappointment

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 journalArticle

Open Access
File
Income
Retirement income
Assets
Mortality risk
Smoothing

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 proceedingChapter (peer-reviewed)

Pensions
Costs
Investors
Wealth
Expected returns

Prizes

The Bob Alting von Geusau Memorial Prize

Catherine Donnelly (Recipient) & Paul Embrechts (Recipient), 2015

Prize: Prize (including medals and awards)

Activities 2018 2019

  • 2 Editorial activity
  • 2 Other

ASTIN Bulletin: The Journal of the IAA (Journal)

Catherine Donnelly (Editorial board member)
1 Jan 2019

Activity: Publication peer-review and editorial workEditorial activity

Insurance: Mathematics and Economics (Journal)

Catherine Donnelly (Editorial board member)
1 Mar 2019

Activity: Publication peer-review and editorial workEditorial 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