General Insurance Convention 2004

12-15 October 2004, Killarney, Ireland

All available papers presented at the 2004 GIRO Convention in Killarney, Ireland are listed on this page. Where possible the papers have been made available in two formats - as the original Powerpoint presentation, and in Adobe Acrobat format displaying three slides to a page.

Any queries about the Convention should be addressed to the Conference Department at e-mail: conferences@actuaries.org.uk.

Write up of Convention, by Wendy Hawes [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.

Plenary Sessions

 
PLENARY 1
The Irish perspective [pdf]
Pat Healy
Slides [ppt]

That was the year that was [pdf]
James McPherson and Mohammed Armoghan 
Slides [ppt]

PLENARY 3
Report of the Professional Issues Working Party [pdf]
Andrew Newman
Slides [ppt]

PLENARY 4:
Cycle survival kit II [pdf]
Kevin Wenzel
Slides [ppt]

PLENARY 5:
UK asbestos - the definitive guide [pdf]
UK Asbestos Working Party
Slides [ppt, 3.1 mb]
Paper [pdf, 1.5 mb]
Zipped file of accompanying spreadsheets, 1.6 mb
PLENARY 6:
Statutory actuarial involvement in non-life reserving [pdf]
Derek Newton
Slides [ppt]

General insurance actuaries: a reserved role? [pdf]
David Hindley and Derek Newton
Slides [ppt]

PLENARY 7:
International accounting standards for general insurance [pdf]
Martin White (Chairman)

Update on CP190 [pdf]
Alan Spence, Stefan Claus
Slides [ppt]

Report of the IAS Working Party 2004 [pdf]
IAS Working Party
Slides [ppt]

Stress testing and scenario analysis. Risk assessment and quantification and use in the determination of capital [pdf]
Members of the Stress Testing and Scenario Analysis Working Party
Slides [ppt]

PLENARY 8:
Morris Review and other challenges [pdf]
Michael Pomery
Slides [ppt]

General Insurance Board Update [pdf]
David Hindley, Chairman, General Insurance Board
Slides [ppt]

Report of the Professional Issues Working Party [pdf]
Andrew Newman
Slides [ppt]

Actuarial Opinion Survey 2002. The final results [pdf]
Slides [ppt]


Workshops

WORKSHOP A1:
Rating long-tail excess of loss reinsurance [pdf]
Mark Cockroft

Pricing long-tail excess of loss reinsurance [pdf]
Mark Cockroft
Slides [ppt]

Bayesian credibility for excess of loss reinsurance rating [pdf]
Mark Cockroft

WORKSHOP A2:
Individual large claims reserving [pdf]
Karl Murphy, Andrew McLennan
Slides [ppt]

WORKSHOP A4:
A-Could do better: managing the rating process [pdf]
Cormac Bradley, Chris Waites

WORKSHOP A5:
The Bermudian (Re)Insurance Market: beach or business? [pdf]
Anup Seth
Slides [ppt]

WORKSHOP A6:
Lloyd's market result forecasts, or who needs actuaries [pdf]

Mark Graham
Slides [ppt]

WORKSHOP A7:
M&A in the insurance market - a revival? [pdf]
James McPherson, Andrew Pryde

WORKSHOP B1:
More on stochastic reserving in general insurance [pdf]
Peter England, Richard Verrall
Slides [ppt]

WORKSHOP B2:
Norwich Union flood project [pdf, 8.6 mb]
Laurence Loughnane
Slides [ppt, 2.5 mb]

WORKSHOP B4:
Emerging market practice for ICAs [pdf]
Nigel Gillott

WORKSHOP B5:
Knotty DFA/ICA issues at Lloyd's [pdf]
Phil Ellis
Slides [ppt]

WORKSHOP B6:
Risk Measures: beyond coherence? [pdf]
Andreas Tsanakas

WORKSHOP B7:
DLA's experience in connection with solvent schemes for pools [pdf]
Nigel Montgomery. See also:
WORKSHOP C1:
Wall Street Banks - Reserving Issues [pdf]
John Charles, Tony Hartington
Slides [ppt]

WORKSHOP C2:
Stress and scenario analysis - risk assessment and quantification and use in the determination of capital [pdf]

Richard Shaw

WORKSHOP C3:
How to believe your models [pdf]
Louise Pryor

WORKSHOP C4:
International accounting standards for general insurance [pdf]
Martin White (Chairman)

WORKSHOP C5:
Lloyd's realistic disaster scenarios [pdf]
James Orr
Slides [ppt]

WORKSHOP C6:
CAS Update. Where we've been, where we are, and where we're going [pdf]

Mary Frances Miller
Slides [ppt]

WORKSHOP C7:
A view from "Down Under". Recent developments in general insurance actuarial work in Australia [pdf]
Dave Finnis
Slides [ppt]

WORKSHOP D1:
Valuing reinsurance from a buyer's perspective [pdf]
Dean Dwonczyk and Simon Pollack
Slides [ppt]

WORKSHOP D2:
Doing an ICA [pdf]

Laurence Lee-Tsang-Tan, Julian Leigh and John Rowland

WORKSHOP D4:
Solvency II - The potential impact ... and how actuaries can contribute to the new European regulation [pdf]

Annette Olesen

WORKSHOP D5:
Current developments in the Irish insurance market [pdf, 1.1 mb]
Gerard Bradley, Joe Kennedy, David Costello
Slides [ppt]

WORKSHOP D6:
Franchise performance directorate (FPD) - an overview [pdf]
Robert Humphreys
Slides [ppt]

WORKSHOP D7:
Managing overconfidence [pdf]
Douglas Collins
Slides [ppt]

WORKSHOP:
The best workshop for 200 years [pdf]
Andrew Smith
Slides [ppt]


 
Page updated: 3 December 2008
Contact: Web editor