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: | ||
|
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Session C1 |
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Session C2 Illustrations - the way forward [pdf] Icki Iqbal, Deloitte MCS Ltd Slides [pdf] |
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Session C3 Mortality update [pdf] Tony Leandro, Barnett Waddingham, and Adrian Gallop, Government Actuary's Department Slides (black & White) [pdf] Slides (colour) [pdf] |
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| Session C3 contd Projecting future mortality. Working Paper 3 [pdf] CMI Bureau Mortality Sub-committee |
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Session C4 Modelling corporate bonds [pdf] Andrew Smith, Deloitte MCS Ltd Slides [pdf] |
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| Session C5 Stochastic modelling David Dullaway, Tillinghast-Towers Perrin, and Mark Chaplin, Watson Wyatt |
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| 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] |
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| 14.30 | Concurrent Sessions: | ||
| Session D1 CP 207: Treating with-profits customers fairly [pdf] Adrian Saunders |
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|
|
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] |