Current Issues in Life Assurance (CILA)

One-day seminar, Wednesday 28 April 2004 at the Barbican Centre

The papers below were presented at the one-day Current Issues in Life Assurance seminar to be held on Wednesday 28 April 2004 at the Barbican Centre, London.

Any queries about the seminar 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.

Time Title and speaker
10.10

 

Plenary: New Guidance Notes for the Integrated Prudential Sourcebook [pdf]
Mike Kipling, Royal Sun Alliance Insurance Group
Slides [pdf]

11.35

 

Plenary: Actuarial Standards Board [pdf]
Harvie Brown, Mercer Oliver Wyman
Slides [pdf]

11.55

 

Peer review and practising certificates [pdf]
Mike Shelley, Watson Wyatt
Slides [ppt]

12.30 Concurrent Sessions:

 

Session C1
CP 207: Treating with-profits customers fairly [pdf]
Adrian Saunders
Slides [pdf]

 

Session C2
Illustrations - the way forward [pdf]
Icki Iqbal, Deloitte MCS Ltd
Slides [pdf]

 

Session C3
Mortality update [pdf]
Tony Leandro, Barnett Waddingham, and Adrian Gallop, Government Actuary's Department
Slides (black & White) [pdf]
Slides (colour) [pdf]

Session C3 contd
Projecting future mortality. Working Paper 3 [pdf]
CMI Bureau Mortality Sub-committee

 

Session C4
Modelling corporate bonds [pdf]
Andrew Smith, Deloitte MCS Ltd
Slides [pdf]

Session C5
Stochastic modelling

David Dullaway, Tillinghast-Towers Perrin, and
Mark Chaplin, Watson Wyatt
Stochastic modelling - modelling property [pdf, Draft]
Stochastic modelling - risk free rates and the calculation of realistic balance sheets [pdf, Draft]
Stochastic modelling - setting benchmarks for asset model percentiles [pdf, Draft, 1.3 mb]

14.30 Concurrent Sessions:
Session D1
CP 207: Treating with-profits customers fairly [pdf]

Adrian Saunders

 

Session D2
Illustrations - the way forward [pdf]
Icki Iqbal, Deloitte MCS Ltd
Slides [pdf]

 

Session D3
Mortality update [pdf]
Tony Leandro, Barnett Waddingham, and Adrian Gallop, Government Actuary's Department
Slides (black & white) [pdf]
Handouts (colour) [pdf]

Session D3 contd
Projecting future mortality. Working Paper 3 [pdf]
CMI Bureau Mortality Sub-committee

 

Session D4
Modelling corporate bonds [pdf]
Andrew Smith, Deloitte MCS Ltd
Slides [pdf]

Session D5
Stochastic modelling

David Dullaway, Tillinghast-Towers Perrin, and
Mark Chaplin, Watson Wyatt
Stochastic modelling - modelling property [pdf, Draft]
Stochastic modelling - risk free rates and the calculation of realistic balance sheets [pdf, Draft]
Stochastic modelling - setting benchmarks for asset model percentiles [pdf, Draft, 1.3 mb]

15.20

 

Role of life actuaries post-Penrose [pdf]
Jeremy Goford, Tillinghast-Towers Perrin
Slides [pdf]

16.30

 

Plenary: Realistic balance sheets and implications for the future of with profits [pdf]
Mike Urmston, Norwich Union
Slides [pdf]


 
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