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Opinion

Signing off

Open-access content Wednesday 1st December 2021
Authors
Dan Georgescu

Welcome to the final 2021 edition of The Actuary. As another year comes to an end, so too does my time as this magazine’s editor. It has been a privilege to lead such a dedicated and talented team of volunteers during the past two years, and to collaborate with the wider team at the IFoA and the publisher, who work with passion and creativity to deliver each month’s issue.

Signing off

During these two years, it has been great to see The Actuary tackle some of the key issues facing our profession, such as expanding into new fields – particularly data science. We have also looked at the big issues affecting society, from the effects of the pandemic on longevity and mental health, to climate change issues.

This edition is no different. Our reporter Chris Seekings provides a round-up of COP26 (p36), Stephen Richards shows how to model the impact of COVID-19 on mortality experience (p24), and we hear from Laurent Dupont, a data scientist working as a regulator, about the latest thinking on what makes a good explanation for ‘black box’ model outputs (p32). We also interview Jørgen Randers about his report The Limits to Growth and where we are 50 years on (p14).

Both the magazine and the website have recently won awards for their content and quality, and I am pleased that we are engaging and communicating successfully beyond our traditional readership.

The key to the magazine’s continued success, and indeed that of the profession, is constant improvement and innovation. This relies on engagement from members who, through contributions or volunteering, really make the magazine what it is.

With that in mind, I look forward to following The Actuary’s development as a reader, and I’m sure that under the leadership of my successor Ruolin Wang it will continue to go from strength to strength.

 

Dan Georgescu Editor [email protected]

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This article appeared in our December 2021 issue of The Actuary .
Click here to view this issue

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