27-29 June 2004, Royal Windsor Hotel, Brussels
The papers listed below were presented at the 2004 Finance & Investment Conference.
Any queries about the Conference should be addressed to the Conference Department at e-mail: conferences@actuaries.org.uk.
The copyright in the content of the conference and seminar papers on this site may rest either with the authors or with the profession. Single copies may be downloaded for private study or research but more extensive copying requires the permission of the copyright owner. Should you wish to make multiple copies of any material please contact the Conference Department.
| SESSION | TITLE/SPEAKER |
| Session A (Plenary) |
Demand for investment classes [pdf] Hemal Popat, Watson Wyatt Paper [pdf]
|
| Session B1 |
Demand for DC products [pdf] Philip Garcia, Towers Perrin Paper [pdf]
|
| Session B2 |
Models of asset pricing: estimating the cost of capital [pdf] Tim Giles, Charles River Associates Paper [pdf]
|
| Session C1 |
Valuing business - the role of the actuary [ppt] Richard Jones Paper [pdf]
|
| Session C2 |
Property's liability matching qualities [ppt] Guy Morrell, HSBC Paper [pdf] Note: Delegates are invited to send any feedback on this paper direct to the author at: guy.d.morrell@hsbcib.com
|
| Session E (Plenary) |
Applications of behavioural finance [ppt] Ian Sykes, KPMG LLP Paper [pdf]
|
| SESSION | TITLE/SPEAKER |
| Session F (Plenary) |
Mean reversion [ppt] Andrew Smith, Deloitte, John Exley, Mercer Investment Consulting, Shyam Mehta Paper [pdf]
|
| Session G1 |
Fixed interest investment for life insurers - driven by investment principles or regulation? FIB Working Party 3 [ppt] David Dyer, Axa Investment Managers UK Ltd; Scott Eason, Watson Wyatt Paper [pdf]
|
| Session G2 |
Measurement of performance [pdf] Con Keating, Finance Development Centre Slides [ppt, 5.5 mb]
|
| Session H1 |
An analysis and critique of the methods used by rating agencies [ppt] Paul Sweeting Paper [pdf]
|
| Session H2 |
Dynamic hedging of cash guarantees [ppt] Rachid Bouchaib, Norwich Union Life Paper [pdf]
|