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Paper and presentation archive 2004

2004 General Insurance Convention

UK asbestos - the definitive guide

2004 Younger Members' Conference

ICAS - the way forward (Slides)

CILA Revisited seminar 2004

Peer review and practising certificates (slides)
CP207 - Treating with-profits customers fairly. Aim, subjects covered and implications. (slides)
Modelling corporate bonds (slides)
Realistic balance sheets and implications for the future of with profits (slides)
CP207 - Treating with-profits customers fairly. Aims, subjects covered and implications. (Slides)

CILA Revisted seminar 2004

Role of life actuaries post-Penrose (slides)
Role of life actuaries post Penrose (slides)

Current Issues in Critical Illness seminar, 2 December 2004

The role of the Continuous Mortality Investigation Bureau (the 'CMI')
Critical illness product evolution - what needs to change and why
Critical illness seminar
Well, I wouldn't start from here if I were you ...
Current issues in critical illness
Trends in critical illness risk costs 2004 (slides)
The trouble with CIC!
Critical illness seminar

Current Issues in Critical Illness Seminar, 2 December 2004

Critical illness experience trends

Current Issues in Critical lIlness seminar, 2 December 2004

Reserving for critical illness guarantees

Current Issues in General Insurance 2004

Operational risk (handouts)

Current Issues in General Insurance seminar 2004

Current issues in the Irish insurance market (slide presentation)
Current issues in the Irish insurance market (handouts)
Update from the General Insurance Current Issues Committee (slides)
Update on Certificate in Practical Finanical Economics (slides)
The UK liability crises (handouts)
The London Market pricing cycle (slides)
Current issues at Lloyd's of London (slides)
Latest developments in US and European asbestos claims (slides)
Operational risk (slides)
The London Market Pricing Cycle (handouts)
Latest developments in US and European asbestos claims (handouts)
Update from the General Insurance Current Issues Committee (handouts)
Update on CP 190 (handouts)
International accounting standards and fair values (handouts)
Current issues at Lloyd's of London (slides)
Current issues at Lloyd's of London (slides)
Current issues at Lloyd's of London (handouts)

Current Issues In General Insurance seminar 2004

Update on CP 190 (slide presentation)

Current Issues in Life Assurance seminar 2004

New Guidance Notes for the Integrated Prudential Sourcebook (slides)
Setting benchmarks for asset model percentiles [Draft]
Modelling corporate bonds (slides)
Actuarial Standards Board (handouts)
Actuarial Standards Board (handouts)
Peer review and practising certificates (slides)
New Guidance Notes for the Integrated Prudential Sourcebook (Slides)
Mortality update (handouts - colour)
Modelling property [Draft]
Mortality update (slides)
Realistic balance sheets and implications for the future of with-profits (slides)
Risk free rates and the calculation of realistic balance sheets [Draft]

Current Issues in LIfe Assurance seminar 2004

Actuarial Standards Board (slides)

Finance and Investment Conference 2004

Models of asset pricing - the implications for asset allocation
Institutional demand for investment classes - is there a supply problem?
Demand for DC products (slides)
Mean reversion
Investing to manage liability-related risk. An exploration of commercial property's liability matching qualities
Dynamic asset allocation to hedge cash guarantees using revised option based portfolio insurance
Institutional demand for investment classes - is there a supply problem? (slides)
Demand for DC products
Applications of behavioural finance
Valuing business - the role of the actuary

Financial Risk Seminar, 23 March 2004

Swiss Re's enterprise risk management system
Basel 2 ... Solvency 2 ... A good result? (slides)
Insurance analytics: actuarial methods for financial risk management (slides)
The risks of pension promises and how they might be managed (slides)
Sceptical issues on the way to Basel (slides)

General Insurance Convention 2004

UK Asbestos Working Party. Zipped file of spreadsheets to accompany the paper presented to the 2004 GIRO Convention
Doing an ICA [slides]
Bayesian credibility for excess of loss reinsurance rating
Update from the IAS Working Party
General Insurance Professional Issues update [slides]
Exits from run-off
Pricing long-tail excess of loss reinsurance (slides)
A view from Down Under. Recent developments in general insurance actuarial work in Australia [slides]
Report of the 2004 Reinsurance Pricing GIRO Working Party : Rating long-tail excess of loss reinsurance
Cycle survival kit II (slides)
DLA's experience in connection with solvent schemes for pools
M&A in the insurance market - a revivial?
Update on CP190
Actuarial Opinion Survey 2002. The final results [slides]
Solvency II - The potential impact ... and how actuaries can contibute to the new European regime
The Irish perspective
Closing the captives
Valuing reinsurance from a buyers' perspective [slides]
That was the year that was [handouts]
A- Could do better: managing the rating process (slides)
Run-off scheming
Norwich Union flood project (slides)
Lloyd's market result forecasts, or who needs actuaries? [slides]
Solvency II - The potential impact ... and how actuaries can contibute to the new European regime
M&A in the insurance market - a revival? (slides)
Solvency II - The potential impact ... and how actuaries can contribute to the new European regime [slides]
Franchise performance directorate - an overview [slides]
Stress testing and scenario analysis. Risk assessment and quantification and use in the determination of capital (slides)
Statutory actuarial involvement in non-life reserving
General insurance actuaries: a reserved role? (slides)
International accounting standards for general insurance
Morris Review and other challenges (Slides)
General Insurance Board Update (Slides)
Individual large claims reserving (Slides)
The Bermudian (Re)Insurance Market: beach or business? [slides]
More on stochastic reserving in general insurance (Slides)
Emerging market practice for ICAs (Slides)
Knotty DFA/ICA issues at Lloyd's (Slides)
Risk Measures: beyond coherence? (Slides)
Wall Street Banks - Reserving Issues [slides]
How to believe your models (Slides)
Lloyd's realistic disaster scenarios (Slides)
CAS Update. Where we've been, where we are, and where we're going (Slides)
Solvency II - The potential impact ... and how actuaries can contribute to the new European regulation (Slides)
Current developments in the Irish insurance market (Slides)
Managing overconfidence
Managing overconfidence (Slides)
The best workshop for 200 years (slides)
Report of the Professional Issues Working Party (slides)
UK asbestos - the definitive guide
Statutory actuarial involvement in non-life reserving - everything you ever wanted to know but were afraid to ask.
Support grows for solvency schemes

General Insurance Spring Seminar 2004

Coping with domestic problems. Household help

Healthcare Conference 2004

Credit assessment and insurance rating process (slides)
Critical illness insurance. Past, present and future
Justice for damages (slides)
IFAs and expert underwriting systems - a match made in heaven or a recipe for disaster? (slides)
Skeletons in the cupboard - Latent claims in general insurance: why they happened and possible inferences for healthcare (slides)
Managing the product development risk (slides)
Private Medical Insurance - risk based capital (slides)
Irish critical illness experience, 1995-2000 (slides)
Credit assessment and insurance rating process (slides)
Current issues in genetics affecting health insurance (slides)
A major study into insured critical illness rates. (How does CIBT compare with industry experience?) (slides)
What do consumers really want? What do distributors really want? What I would do if I ran an insurance company (slides)
Evaluating mortality and disease risk in the individual (slides)
The work of the Financial Ombudsman Service
The importance of investment in claims management (slides)
An introduction to risk based capital (slides)
Disease management (slides)
Evaluating a new approach for improving care in an accident and emergency department. The NU-Care project (slides)
Brief update on the CMI critical illness investigation (slides)
A new world of protection?
Insurance should be meeting needs (slides)

Impact of the Pensions Bill seminar, November 2004

Legal issues - Section 67, conflicts of interest (slides)
The Pensions Regulator - a new approach to regulation (slides)
The Pensions Regulator: its structure and powers (slides)
The Pensions Regulator: its structure and powers
The Pension Protection Fund (PPF) (slides)
The Pension Protection Fund (PPF) and the Fraud Protection Fund (FPF)
The Pensions Regulator. Codes of practice (slides)
The Pension Protection Fund (PPF) and the Fraud Protection Fund (FPF)
Legal issues - Section 67, conflicts of interest (handouts)
Scheme-specific funding - nice idea but ...
Scheme-specific funding - nice idea but .... (handouts)
Legal issues. Section 67, conflicts of interest
The Pensions Regulator. A new approach to regulation
Scheme-specific funding - nice idea but .... (slides)
The Pensions Regulator: its structure and powers
The Pensions Regulator: its structure and powers (handouts)
The Pensions Regulator. Codes of practice (handouts)
The Pensions Regulator. Codes of practice
The Pensions Regulator. A new approach to regulation (handouts)
The Pension Protection Fund (PPF)
Legal issues. Section 67, conflicts of interest
The Pensions Regulator. Codes of practice

Insurer Solvency Seminar, 24 March 2004

Insurer solvency assessment - towards a global framework (slides)
The business implications of Solvency II (slides)

Joint UK Actuarial Profession/UKSIP/INQUIRE Seminar 27 July 2004

Measuring investment risk in defined benefit pension funds

Life Convention 2004

Acquisition and management of blocks of closed business (handout)
Using derivatives to manage Pillar 2 capital in life assurance companies (slides)
Credit risk and reinsurers (handout)
Paper on With-profits investment strategy
Product Reviews Working Party: Policy reviews and treating non profit policyholders fairly (slides)
Fixed interest investment for life insurers - driven by investment principles or regulation? (handout)
Practical implications of implementing IAS in a life insurance company (slides)
Achieving excellence in the actuarial function (slides)
Life in China (slides)
Life Office Taxation Working Party Report (handout)
Changing mortality trends and risk factors (handout)
Wrap accounts (slides)
European regulatory developments - driving further change (handout)
Quantifying operational risk in life insurance companies (handout)
The good, the bad and the outsourced (handout)
Solvency II developments in selected European countries (slides)
Projecting a realistic balance sheet (slides)
Structured products: another mis-selling scandal? (slides)
One company's journey to realistic reporting (handout)
With profits actuary - a necessary role? (handout)
Enhanced embedded values (slides)
Actuarial reforms from a legal standpoint (handout)
Capital market implications of the new reporting requirements in the UK life industry (handout)

Management of Closed Schemes seminar 2004

Management of Closed Schemes: Trustee issues
Management of closed schemes: legal issues
Managment of closed schemes: investment issues
Managment of closed schemes: investment issues

Pension finance and economics seminar, 15 November 2004

Equity vs bonds: reasonable expectations for the first half of the 21st century
The Pension Protection Fund
Pension funds and corporate governance
Pensions, labour markets and early retirement

Pensions Convention 2004

Setting briefs for investment managers (Handout)
Discrimination - where are we now? (Handout)
Assessing company solvency from a trustee's perspective (slides)
Accounting for employee pensions (slides)
Setting valuation bases: the role of professional guidance (slides)
What will the 5,000 (sic!) do after 6th April 2005 (sic!)? Pension taxation simplification - the issues and implications for senior executives (slides)
Winding-up - practical issues and concerns for trustees (slides)
Employer debt payments - past, present and future (slides)
Professionalism (handout)
Cash equivalent transfers. The story continues (handout)
Developments in pension accounting standards - the path to convergence (handout)
Defined contribution (handout)
Current issues in mortality (handout)
Reporting to the Occupational Pensions Regulatory Authority (OPRA) (handout)
Occupational Pensions Regulatory Authority (handout)
The importance of professionalism in globally interdependent markets
Compliance review (handout)
Pension Protection Fund (PPF): Iceberg or lifeboat? Will the PPF sink or save defined benefit (DB) pensions? (handout)
The post-Pensions Act scheme actuary (handout)
Setting briefs for investment managers - Ian Lewis (handout)
Professional negligence claims against actuaries (handout)
Bulk transfers and GN16: considerations in scheme mergers (handout)
Liability driven investment and the role of swaps (handout)
State pension provision - a suitable case for treatment? (handout)
Investment strategies for closed defined benefit (DB) schemes (handout)
Tax simplification: new ideas in scheme design (handout)
The EU Directive and other key European trends (handout)
Should pension funds invest in equities? (handout)

Pensions, finance and economics seminar, 11 June 2004

Pensions: A corporate finance perspective (slides)
The economics and finance of pensions scheme design (handouts)
Pensions: A corporate finance perspective (handouts)
Pensions and financial engineering (handouts)
The economics and finance of pension scheme design (slides)
Pensions and corporate finance: an empirical perspective (handouts)

Younger Members' Convention 2004

Buying out pensions liabilites - theory vs practice (Slides)
Diversifying with commodities (Slides)
Individual capital assessments (ICA) - so what? (slides)
Presentation on communications with the press (Slides)