Risk Insight Lab

Catherine Donnelly

Professor Catherine Donnelly FIA

Director of the Risk Insight Lab

Professor of Actuarial Mathematics

Department of Actuarial Mathematics and Statistics
School of Mathematical and Computer Sciences
Heriot-Watt University
Edinburgh EH14 4AS
United Kingdom

E-mail: C.Donnelly(at)hw.ac.uk

Current research interests  |   Papers  |   Degrees  |   Professional affiliations  |  

Current 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.
  • Life-cycle investment (portfolio optimization).
  • Quantitative risk management.
  • Papers

    Published / Accepted (peer-reviewed)

    Technical reports (not peer-reviewed)

    Other reports

    Conference proceedings


    Professional affiliations

    Last upated 14 September 2021.