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Models for Retirement Policy Analysis

Report to the Society of Actuaries By Joseph M. Anderson–Capital Research Associates

This draft report describes existing models and data sources for projecting the effect of changes in environment on the design and cost of retirement benefit plans. It is a living document and will keep changing and evolving based on comments sent to the SOA and continuing work of the researcher. In addition, an actuarial critique of each model will be added as they become available.

• Chapter 1 – Modeling for Retirement Policy Analysis
• Chapter 2 – Microsimulation Models
• Chapter 3 – DYNASIM – Dynamic Simulation of Income
• Chapter 4 – PRISM – Pension and Retirement Income Simulation Model
• Chapter 5 – CORSIM – Cornell Microsimulation Model
• Chapter 6 – DYNACAN: A Canadian Microsimulation Model for Public Pension Analysis
• Chapter 7 – U. S. Social Security Administration Office of the Actuary Projections
• Chapter 8 – MINT – Modeling Income in the Near Term: The U.S. Social Security
• Chapter 9 – SSASIM: Social Security Policy Simulation Model
• Chapter 10 – MDM: A Macroeconomic–Demographic Model of the U.S. Retirement
• Chapter 11 – PIMS: Pension Insurance Modeling System
• Appendix A – Glossary of Modeling Terms
• Appendix B – Databases
• Appendix C – Benchmarks: Illustrative Potential Policy Analysis Tasks
• If you have any comments, please feel free to send them to Steve Siegel.