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Paper and presentation archive 2009

The CMI Mortality projections model
Launch of the new CMI mortality projections model

Joining forces on mortality and longevity conference

Prospective longevity risk analysis

A CEO's perspective of pension risk. Open Forum 5 October 2009

A CEO's perspective of pension risk, part 2 (mp3 sound file)

Buyouts and beyond seminar, 12 June 2009

The buy-out market: the perspective of the scheme
The buy-out market: the perspective of the scheme
Reducing pension scheme risk in the current environment. Impact on the market of the credit crunch with focus on longevity risk

CILA II 2009

Solvency II and issues for small firms

Current Issues in General Insurance Seminar, 6 May 2009

Coming soon to an examination centre near you: the new GI exams

Current issues in general insurance seminar, 6 May 2009

General Insurance Practice Executive Committee (GI PEC) Update
Current issues at Lloyd's

Current issues in health & care 2009

An update from the CMI on IP and CI

Current issues in health and care seminar, 28 October 2009

Solvency II and its implications for health and protection business

Current issues in Health and Care seminar, 28 October 2009

Solvency II and its implications for Protection Business. Calculation of the Solvency Capital Requirement (SCR)

Current issues in life assurance seminar, 11 May 2009

Lessons from the global financial crisis

Current issues in life assurance seminar, 30 May 2008

Managing closed funds (handouts)

Current issues in life assurance seminar, October 2009

The CMI Mortality projections model

Current issues in life assurance, 11 May 2009

Influenza pandemics
Influenza pandemics

Current issues in pensions seminar, November 2009

The SAPS mortality investigation: the CMI mortality projections model

Developments and challenges in the variable annuity market seminar, 15 May 2009

How can a VA writer react to today's challenging market conditions?
How can a VA writer react to today's challenging market conditions?

General Insurance Convention 2009

The debate - this house believes that deterministic reserving methods should no longer be used (slides)
B12: UK Asbestos Working Party update 2009 (5Mb)
Winner's curse. The unmodelled impact of competition. Report of the Winner's Curse GIRO Working Party.
Winner's curse. The unmodelled impact of competition. Report of the Winner's Curse GIRO Working Party. Appendices
What is a 1-in-200?
Is actuarial demand cyclical? (slides)
Lessons learned from the financial crisis (slides)
Managing business in a capital constrained era (slides)
How to keep your supervisor happy (handout)
Risk modelling and management: lessons from life (handout)
Will Solvency II deliver for insurance what Basel II delivered for banks? (handout)
Managing underwriting in the London market (slides)
All's well that ends (handout)
Pricing optimisation issues and challenges (slides)
How to thrive in a recession and recovery (handout)
Challenging times (slides)
Solvency II (slides)
Are the upper tails of predictive distributions of outstanding liabilities underestimated when using bootstrapping? (slides)
Non-parametric IBNER projection (slides)
Lloyd's issues. IT projects and how to survive them (handout)
How to price in a recession (handout)
Using analytics beyond price optimisation (handout)
Implementing audit safe actuarial practices. Examples from reserving (handouts)
One-year reserve and premium risk (handout)
The use of econometric time series modelling techniques in ERM (slides)
Going global. The IFRS journey continues (slides)
Reserve variability and Solvency II (slides)
UK tax legislation for GI reserves (slides)
UK tax legislation for general insurance technical provisions
Schemes of arrangement and business transfers
Bayesian approach for prediction error in chain-ladder claims reserving (handout)
Performance testing: are you using the best reserving methods? (slides)
Effect of the credit crunch on non-life insurance (slides)
Effect of the credit crunch on non-life insurance. Outline of talk (handout)
Solvency II: Internal model approval process (IMAP) - making it simple (slides)
Directors and officers: Current headlines (slides)
Innovation (slides)
Winner's curse (slides)
The Actuaries' Code (handout)
A rating agency's view of risk management (handout)
IFRS v Solvency II (handout)
London market pricing framework (slides)
Outwitting the fraudsters. The story so far (slides)
ERM: Qualitative implementation guide for insurers
ERM: Qualitative implementation guide for insurers (handout)
Optimisation in a capital scarce world (slides)
Correlations and dependencies in economic capital models
Correlations and dependencies in economic capital models (slides)
The ultimate and one-year views of reserving risk with respect to solvency and risk Margins (slides)
Extracting value from Solvency II preparation (slides)
The myths about Solvency II (handout)
Effectiveness of reserving methods (slides)
Would the last insured please turn out the lights? Exit strategies for insurers and reinsurers (handout)
The insurability of the impacts of climate change
The insurability of the impacts of climate change (handout)
An introduction to R (handout)
Best practice in technical pricing (slides)
What is the appropriate framework to describe and understand risk? (handout)
Solvency II non-life modelling issues. Calculating economic capital under solvency II (slides)
Theoretical and practical aspects of parameter and model uncertainty (slides)
Changing your ICA model to a Solvency II internal model. How hard can it be!? (slides)
Schemes of arrangement and business transfers (slides)
Regulatory prudential versus shareholder IFRSA reporting (handout)
Practical implementation of granular reserving (slides)
Casualty catastrophes
Casualty catastrophes (handout)
Solvency II and technical provisions. What will UK actuaries do differently? (handout)
Talent management within the actuarial sector (handout)
Clustering in ratemaking: with application in territories clustering (handout)
Insurance in terms of basic economics (slides)
Model validation and monitoring in personal lines pricing (handout)
Report of the Model Validation and Monitoring in Personal Lines Pricing Working Party
Modelling with PillarOne. Risk management meets open source (slides)
Befriend a risk manager today! (slides)
UK flood and storm catastrophe modelling (slides)
The impact of Solvency II on reserving (slides)
Current issues at BAS (handout)
What is a 1-in-200? (handout)
The particular problems with periodical payments (handout)
Understanding the business better for reserving (handout)
The impact of the current financial crisis on the run-off market (handout)

General Insurance Pricing Seminar, 24 Jun 2009

Predictive modelling techniques in commercial lines classes: just hype or do they really work?
Predictive modelling techniques in commercial lines classes: just hype or do they really work?

General Insurance Pricing seminar, 24 June 2009

Age discrimination reloaded

General Insurance Pricing Seminar, 24 June 2009

What's the right price? Underwriting support with multiple indications

GIRO Conference 2009

General Insurance Convention 2009: papers
General insurance actuaries at the crossroads
UK tax legislation for general insurance technical provisions
International diversity in measuring the fair value of general insurance contracts
Schemes of arrangement and business transfers

GIRO Conference and Exhibition 6 - 9 October 2009

Practical aspects of Part VII transfers (slides)

GIRO Convention, 6 - 9 October 2009

B12: UK Asbestos Working Party update 2009. Spreadsheet models (9.4Mb)
Introduction to catastrophe models and working with their output (slides)

Glasgow Actuarial Students' Society meeting

Current issues in mortality

Highlights of the 2008 Life Convention seminar, 12 March 2009

Liquidity premia in the current market environment
What is the risk-free rate?

Highlights of the 2009 Pensions Conference

Financial modelling needs to change in light of the credit crunch
The downturn: legal issues - trustees and employers
Case for pension risk transfer
Case for pension risk transfer

Joining forces on mortality and longevity conference, 21-22 October 2009

Joining forces on mortality and longevity. A multidisciplinary conference, 21-22 October 2009, Edinburgh. List of delegates' session choices

Joining Forces on Mortality and Longevity, October 2009

Connections between causes of diseases. Influenza and Sutherland's 'epidemiology of constitutions' (slides)
Adjusting for bias in mortality forecasts (slides)
Forecasting mortality, different approaches for different cause of deaths? (slides)
Uncovering scheme-specific mortality (slides)
A new model of ageing and mortality (slides)
Modelling multi-population mortality with cohort effects (slides)
Introduction to cohorts theme (slides)
Mortality: drivers of change (slides)
Are we ageing better at the highest ages? (slides)
Future British mortality prospects (slides)
Genetic predisposition for a healthy long life (slides)
Lifetime body size, physical function and mortality risk (slides)
Prospective longevity risk analysis (slides)
Do cohort mortality trends emigrate? (slides)
Condition-based survival models (slides)
Forecasting of U.K. population mortality (slides)
Life time vascular and metabolic traits and mortality risk (slides)
The healthy ageing phenotype: a meeting, a concept and its application (slides)
Which emerging treatments have the greatest potential to improve longevity? (slides)
An important step closer to the Sicilian Actuary (slides)
Longevity: a 'simple' stochastic modelling of mortality (slides)
Socio-economic status and the UK cohort effect (slides)
The role of lifetime lifestyle on mortality and longevity (slides)

Life conference 2009

Will my re-insurer be there when I need them most – Life Convention 2009 – Chris Barker and Jules Constantinou

Life Convention 2008

Nowich Union inherited estate reattribution. Issues for the independent expert (key topics workshop)

Life insurer taxation seminar, 11 June 2009

Life insurer taxation seminar. Case Studies: Questions
Life insurer taxation semianr. Case studies: Answers

Mortality and Longevity one-day seminars 2009

CMI update

Mortality and longevity seminar, 23 March 2009

Understanding the interactions between causes of death - Mortality projections, by the Cause Research Group

Open Forum, 12 October 2009

The Actuarial Profession's response to the global financial crisis
The Actuarial Profession's response to the global financial crisis

Open Forum: Capital adequacy - Is VaR the best approach. 25 March 2009

The VaR vs Tail VaR mindsets

Open Forum: Capital adequcy - Is VaR the best approach? 25 March 2009

Capital adequacy - Is VaR the best approach? (mp3 sound file)

Open Forum: In-solvency too? 11 December 2009

In-solvency too?
In-solvency too?

Open Forum: Underwriting in a soft market, 8 January 2008

Underwriting in a soft market: An actuary's perspective

Open Forum: Underwriting in a soft market, 8 January 2009

Underwriting in a soft market: An actuary's perspective

Our Changing Future Open Forum: Corporate bonds - as good as they look? 2 April 2009

Corporate bonds - as good as they look? Maybe - but some are better than others

Pensions and the law, seminar 6 October 2009

Insolvency related risks – how to help protect a scheme

Pensions Conference presentation 2009

Pensions Conference presentation 2009

Reinert Azambuja, M.I. (2009) Influenza recycling and secular trends in mortality and natality. British Actuarial Journal, 15 (Supplement): 123-150

Influenza recycling and secular trends in mortality and natality

Risk and Investment Conference 2009

Lessons from the credit and liquidity crunch
Lessons from the credit and liquidity crunch
Implications of divergence between gilt and swap curves
Chasing the tail. Modelling of correlations and dependencies in economic capital models
The carbon market - A primer for actuaries

Risk and Investment Conference, 2009

Update from investment and hedging practice area of VA Members Interest Group (slides)