Pensions/Annuities
Yes, they have been penalising you women since the 90's in this respect.
The actuarial tables used to calculate the cost of your pensions/annuities showed you lived longer than men and worked(paid in contributions) less. Therefore your Final Salary pensions were comparitively more expensive than men's. (Commutation factors were always higher to reflect this, too, so you got a good deal when commuting pension to a lump sum).
By then women had become more commonplace in the workplace than ever so a greater burden on the Pensions for less contributions than envisaged 20 or 30 years previously.
Net result is the 'need' to take away that privileged position to save money (as always) : a levelling down to the same situation as men wil happen (eventually).
As for Annuities, I reckon it was always more expensive to purchase one for a woman, so that will have to change. (No prizes for guessing that the price of a man's Annuity will go up to compensate and pay for it...)
Pension: probably the most expensive and valuable thing you will ever purchase . Keep an eye on it.. :)