The following papers were presented at the 2002 GIRO Convention. The papers are in Adobe Acrobat format.
Any queries about the Convention should be addressed to the Conference Department at e-mail: conferences@actuaries.org.uk.
Write up of Convention, by Catherine Barton [pdf]
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.
| Pricing excess of loss treaty with loss sensitive features: an exposure rating approach [pdf] Ana J Mata, Brian Fannin, Mark A Verheyen Slides [ppt, 1.3 mb] Paper [pdf] |
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| Insurance World 2: A complex model for managing risk in the age of globalisation [pdf] Gionta Giuseppe |
| Aviation insurance [pdf] Justyn Harding, Chairman |
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Claims Reserving Working Party paper [pdf] Graham Lyons, Chairman Excel models [zip]
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| European weather derivatives [pdf] Nick Ross, Chairman |
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| UK Household: floods, inflation and under insurance [pdf] Rob Cowley, Chairman |
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| Customer Value Measurement Working Party report [pdf] David Brown, Chairman |
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| Investment strategy [pdf] Andrew Smith, Chairman Slides [ppt] Excel models [zip] |
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| Loss portfolio transfers [pdf] Andy Macnair, Chairman |
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| Using the work of other professionals [pdf] Andrew Newman, Chairman Slides [ppt] |
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| Capital allocation in the Lloyd's insurance market [pdf] Andreas Tsanakas, Chairman Slides [ppt, 1.8 mb] |
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| Dependent tails [pdf] Andrew Smith, Chairman |
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| Nash's Nobel [pdf] Andrew Smith, Chairman |
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| Realistic disaster scenarios for Lloyd's (RDS) [ppt, 2.6 mb] Robert Humphreys, Chairman |
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| Insurance related solvency regimes [ppt] Derek Newton, Chairman |
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| Stochastic reserving in general insurance [ppt] Peter England, Chairman |
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| Two approaches to calculating correlated indications across multiple lines of business [pdf] Gerald Kirschner, Chairman |
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| IAS - New actuarial techniques required [pdf] Christian Partrat, Chairman Slides [ppt] |
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| A beginner's guide to Bayesian modelling [ppt] Peter England, Chairman |
Additional workshops, not listed in the programme
| Postcode zoning in personal lines rating [pdf] Duncan Anderson, Chairman |
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| Fair value accounting risk margins [pdf] Catherine Cresswell, Chair |
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| FSA financial resource requirements [pdf] Peter Hinton, Chairman Slides [ppt] Text [pdf] |
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| Managing the operational risks of user-developed software [pdf] Louise Pryor, Chair |
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| Practical stochastic reserving [pdf] Justin Skinner, Chairman |