26-29 September 2006, Hilton Vienna
All available papers presented at the 2006 General Insurance Convention are listed on this page.
Any queries about the Convention should be addressed to the Conference Department at e-mail: conferences@actuaries.org.uk.
Please note that for this event the conference presentations are available only in Adobe pdf "handout" format, displaying three slides to a page. If you require the papers in any other format, please contact the Conference Officer. If you need advice on viewing and printing the paper, please refer to the Help page.
Programme [pdf, 2.7 mb]
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.
Wednesday 27 September 2006
| Time |
Title and Speaker |
| 9.00-10.15 |
Plenary 1
Address by the Institute President, Nick Dumbreck [pdf]
|
| 9.00-10.15 |
Plenary 1
The Austrian Perspective [pdf]
Klaus Wegenkittl, President of the AVO, Austrian Actuarial Association
|
| 10.15-11.15 |
Workshop A03
Catastrophe risk aggregation [slides, pdf]
J B Crozet and Reeken Patel
|
| 10.15-11.15 |
Workshop A04
Do non-life insurers treat customers fairly? [slides, pdf]
Camilla Bennett, Chair of GI TCF Working Party
|
| 10.15-11.15 |
Workshop A05
Time horizon solved! [pdf]
Stefan Claus and Roger Jackson
|
| 10.15-11.15 |
Workshop A08
Solvency II - Recent developments and implications [slides, pdf]
John Charles, Ming Roest
|
| 10.15-11.15 |
Workshop A09
Large loss energy analysis [pdf]
Tom Jowett
|
| 11.45-13.00 |
Plenary 2:
GRIT [pdf]
Tony Jones
|
| 11.45-13.00 |
Plenary 2:
A practical and quantitative approach to describing reserving uncertainty [pdf]
Lis Gibson
|
| 11.45-13.00 |
Plenary 2:
Reserve ranges - the Australian experience [pdf]
Scott Collings
|
| 14.00-15.00 |
Workshop B01
ERM in general insurance [pdf]
Donald Mango, Brian Doyle and Dix Roberts
|
| 14.00-15.00 |
Workshop B03
Managing for profit and effective pricing governance in the London Market [pdf]
Fiachra McLoughlin and Simon O'Shea
|
| 14.00-15.00 |
Workshop B04
D&O pricing, not as easy as ABC [pdf]
Anup Seth
|
| 14.00-15.00 |
Workshop B06
Actuaries excel: but what about their software [paper, pdf]
Louise Pryor
|
|
14.00-15.00
|
Workshop B07
Using the work of other professionals [pdf]
Andrew Newman
Case studies [pdf]
|
|
15.00-16.00
|
Plenary 3
Report of the Catastrophe Modelling Working Party [paper, pdf]
Graham Fulcher
Paper [pdf]
|
| 15.00-16.00 |
Plenary 4
GRIP - General insurance premium Rating Issues working Party [paper 2.2mb, pdf]
Duncan Anderson
(See also the GRIP webpages on the profession's website)
|
Thursday 28 September 2006
| Time |
Title and Speaker |
| 9.00-10.00 |
Workshop C01
GRIP - General insurance premium Rating Issues working Party [paper 2.2mb, pdf]
Duncan Anderson
(See also the GRIP webpages on the profession's website)
|
| 9.00-10.00 |
Workshop C02
The power of group thinking and its impact on actuariess [pdf]
Stuart Brown and Philip Tippin
|
|
9.00-10.00
|
Workshop C03
Lloyd's issues [slides, pdf]
Henry Johnson, Jerome Kirk, Veekash Badal
Paper [pdf]
|
|
9.00-10.00
|
Workshop C04
Embedding capital models in the business [pdf]
Alex Marcuson
Paper [pdf]
|
| 9.00-10.00 |
Workshop C05
Reserving for Solvency II. What might we reasonably expect? [pdf]
Kathryn Morgan and James Rakow
|
| 9.00-10.00 |
Workshop C07
Optimizing groupings of classes of business. Triangle segmentation [pdf]
Simon Margetts; Sergio Pezzulli
|
| 9.00-10.00 |
Workshop C08
Part VII transfers involving APH - a case study [slides, pdf]
Lis Gibson and Darren Michaels
|
| 10.30-12.00 |
Plenary 5
Solvency II [pdf]
Kathryn Morgan and Annette Olesen
|
| 10.30-12.00 |
Plenary 5
UK domestic update and Solvency 2 - Pillar 3 [pdf]
Rob Curtis
|
|
10.30-12.00
|
Plenary 5
Reinsurance pricing: practical issues and considerations ; and A review of papers relevant to non-life reinsurance (with a liability focus) [pdf]
Mark Flower, Chairman, Reinsurance Matters Working Party
Paper [pdf]
|
|
12.00-13.00
|
Workshop D01
Reinsurance matters! [paper, pdf]
Mark Flower, Gillian James and Ian Cook
Questions [pdf]
Feedback [pdf]
|
|
12.00-13.00
|
Workshop D02
Report of the Data Quality Working Party [pdf]
Mark Rothwell
Paper [pdf]
|
| 12.00-13.00 |
Workshop D03
Working Parties in the CAS [pdf]
Mark R Shapland |
|
Why run-off companies should take DFA seriously [slides, pdf]
Jonathan Broughton
|
| 12.00-13.00 |
Workshop D09
Top down/bottom up correlation [pdf]
Colin Kerley and Simon Margetts
|
|
14.00-15.30
|
Plenary 6
General Insurance Board Report [pdf]
Derek Newton
Additional handouts [pdf]
|
|
14.00-15.30
|
Plenary 6
Joined-up risk management - linking pricing, reserving and capitalisation [pdf]
James Orr
|
|
14.00-15.30
|
Plenary 6
Recommendations for general insurer risk management [pdf]
Don Mango and Guy Carpenter
|
|
14.00-15.30
|
Plenary 6
A postcode from the industry [pdf]
Andrew Pryde and James Toller
|
|
16.00-17.00
|
Workshop E01
GRIP - General insurance premium Rating Issues working Party [paper 1.3mb, pdf]
Duncan Anderson
(See also the GRIP webpages on the profession's website)
|
| 16.00-17.00 |
Workshop E02
Understanding the customer value chain [slides,pdf]
Michael Brockman
|
|
16.00-17.00
|
Workshop E03
An actuarial toolkit. Introducing "The Toolkit Manifesto" [paper, pdf]
Trevor Maynard
Slides [ppt]
Paper [pdf]
|
| 16.00-17.00 |
Workshop E04
Need to measure the uncertainty in your reserves? How are you going to do that? [slides, pdf]
Kendra Felisky, Phil Hobbs and Craig Martindale
|
| 16.00-17.00 |
Workshop E05
Can one use the same model for pricing, budgetting and reserving? [pdf]
Jens Perch Nielsen
|
| 16.00-17.00 |
Workshop E06
Capital structures in insurance [pdf]
Paul Mumford
|
| 16.00-17.00 |
Workshop E08
Solvency II and Basel II - What can actuaries learn? [slides, pdf]
Martin Noble
|
| 16.00-17.00 |
Workshop E09
Challenges for Australian GI actuaries this summer (apart from fitting in watching The Ashes) [pdf]
Estelle Pearson |
Friday 29 September 2006