Here are some pieces of research and other documents that we hope visitors to our website will find interesting. Please also see our blog.
Pensions
A (UK) Pensions Data Format Standard – let’s make it happen! (Part 2)
The valuation food chain for DB pension plans. (This explains the thinking behind the development of our Pensions Concerto product).
Some of the published papers contributed to by David Wilkie and Patrick Lee
A General Framework for Stochastic Mortality and Investment Risks (PJLee, 20Mar2000, WilkieFest)
A Comparison of Asset Models (ADWilkie and PJLee, AFIR 2000)
Maximising LongTerm Return (PJLee, AFIR 1994)
Portfolio Selection In The Presence Of Options(PJLee, AFIR 1993)
Just How Risky Are Equities Over The Long Term? (PJLee, SIAS 1991)
Blog posts by Patrick Lee
A (UK) Pensions Data Format Standard – let’s make it happen! (Part 2)
Moving pensions and insurance towards Web 3.0
Useful charts for business/data analysis in Excel 2016
Migrating to the cloud (Microsoft Azure and Office 365)
Building a corporate dashboard so that you have key management information at a glance
How corporate pension liabilities could vary by 10% or more, even on an agreed set of assumptions
VBA Course
Here we provide, for those interested in learning or improving their VBA (Visual Basic for Applications) programming, on an “AS IS” basis with no warranties or rights, a course we developed in 2003, but which remains largely valid (since Microsoft has made few changes to VBA since then).InQA Two day VBA Course parts 1 to 5 (zip file, 2MB).
InQA Two day VBA Course parts 6 to 10 (zip file, 1MB).
Note: we write our production code mainly in C# and other Microsoft .NET languages, but we still use VBA for some purposes including for some aspects of testing and for developing quick prototypes.
The course includes the following sections:
- why you should use VBA as opposed to pure Excel
- how to structure your VBA applications
- VBA fundamentals (the basics that every VBA programmer needs to know – plus a few extras)
- Visual Beartraps : top 10 VB/VBA “gotchas” or pitfalls for the unwary
- How to read and write from different sources: Excel, text files, Access, Word
- Debugging: how to find and squash those bugs quickly
- How to produce management reports in Excel/Access/Word
- How to make your code as reusable as possible
- Pushing the envelope with VBA
- Going Global: introduction to object oriented design, class modules and COM.