Medically underwritten bulk annuities the future?



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Medically underwritten bulk annuities the future? Costas Yiasoumi costas.yiasoumi@partnership.co.uk

A real innovation to bulk annuities 1 1 Medical underwriting is a welcome innovation Medical underwriting can offer significant savings vs traditional bulk annuity pricing 2 Medical underwriting is proven to work Many successful transactions now completed by trustees 3 Bulk annuities will move this way (small/medium schemes) Around 200m of medically underwritten bulk annuities to date 4 The pace of adoption is rapid Medical underwriting may become the norm very quickly

What change has medical underwriting brought to bulk annuities? 2 Bulk annuities the product Insurer Monthly cashflows guaranteed for life which match member benefit payments Up-front premium payment Pension scheme Monthly pensions to scheme members Pensioners On conversion to buyout Individual annuitants Risks priced by insurer Scheme derisked Improved security Bulk annuities pricing The traditional approach Life expectancies estimated using proxy rating factors to allocate pensioners into broad based groupings Rating factors include gender, age, postcode, pension amount and employer industry type Experience data is not credible for smaller pension schemes The medically underwritten innovation Use expertise in medical underwriting to more accurately assess life expectancies This is done by obtaining medical and lifestyle data from selected pensioners This considerably increases the credibility of life expectancy calculations for smaller pension schemes

A wide range of outcomes for lifespans means significant uncertainty 3 Projected Lifespan lifespan at age 65, at frequency 65 (ONS) distribution of responses to survey and projected numbers 20% Source: Projected lifespans are derived from the ONS 2012-based principal projection for the UK population 18% 16% 14% Most likely lifespan 12% 10% 8% 6% 4% 2% 0% Up to 5 years 6-10 years 11-15 years 16-20 years 21-25 years 26-30 years 31-35 years Over 35 years Traditional pricing approaches work well for large pension schemes For smaller pension schemes a lot of uncertainty remains

Medical underwriting the consequences 4 Medically underwritten bulk annuity Traditional bulk annuity (buy-in or buy-out) Members actual medical and lifestyle features captured in the premium By getting detail on members actual health an insurer can be more confident in how long they will live Health and lifestyle data means premiums are more scheme specific Reduces cross subsidies between schemes Asymmetric distribution of outcomes following medical underwriting Increased data means increased confidence Increased confidence means less conservatism Less conservatism means a lower premium Postcode driven longevity assessments for members with large pensions can result in a healthy estimate Using medical and lifestyle data means tailored assessments

The medically underwritten deal process 5 Typically, medical underwriting adds 2 to 4 weeks to a bulk annuity deal The key difference

Medical and lifestyle data collection is proportionate 6 The objective is a meaningful premium reduction in the most effective way Proportion of the impact of medical underwriting captured 80:20 The top 20% of lives might cover 80% of the liability 100% On a member by member basis large pension lives have the greatest impact Low pension lives have more limited impact on total bulk annuity price. Therefore less essential to obtain underwriting data Proportion of members medically underwritten 100%

Schemes of all sizes can benefit from medical underwriting 7 Targets small/medium size plans 1. Complete buy-in or buyout Potential for premium saving Targeted member underwriting Can be applied to whole schemes 2. Top Slicing Pension scheme funding prudent Removes concentration risk Potential for premium saving Can work for all scheme sizes 200 very large pension plans (greater than 1bn GBP) 800 medium/large pension plans (200m-1bn GBP) 5,000 smaller pension plans (up to 100m GBP) 200 small/medium pension plans (100-200m GBP) Medical underwriting is truly individual - trustees can cherry pick 3. Selective risk removal Get quotations for largest lives Only insure those showing the best result of cost vs risk reduction

Take up is accelerating 8 % of bulk annuity transactions in sub 100m market that were medically underwritten Cumulative number of pensioners medically underwritten 15% 10% 5% Source: Partnership analysis FY13: 3% of < 100m deals medically underwritten HY14: 8% of < 100m deals were medically underwritten Source: Morgan Ash 0% 2012 2013 2014 The medically underwritten buy-in market is developing rapidly. We are seeing rapidly growing interest from pension schemes of all sizes, and as a result, we expect medically underwritten buy-ins to reach 500m by the end 2014. James Mullins, Partner and Head of Buy-out Solutions, Hymans Robertson, 11 September 2014

A real innovation to bulk annuities 9 1 Medical underwriting is a welcome innovation Medical underwriting can offer significant savings vs traditional bulk annuity pricing 2 Medical underwriting is proven to work Many successful transactions now completed by trustees 3 Bulk annuities will move this way (small/medium schemes) Around 200m of medically underwritten bulk annuities to date 4 The pace of adoption is rapid Medical underwriting may become the norm very quickly

Thank you 10 Partnership is a trading style of the Partnership group of Companies, which includes; Partnership Life Assurance Company Limited (registered in England and Wales No. 05465261), and Partnership Home Loans Limited (registered in England and Wales No. 05108846). Partnership Life Assurance Company Limited is authorised by the Prudential Regulation Authority and regulated by the Financial Conduct Authority and the Prudential Regulation Authority. Partnership Home Loans Limited is authorised and regulated by the Financial Conduct Authority. The registered office for both companies is Heron Tower, 5 th Floor, 110 Bishopsgate, London, EC2N 4AY.