ICA Modelling seminar 2006

The papers below were presented at the half-day ICA Modelling Seminar held at Staple Inn on Thursday 20 April 2006.

Any queries about the seminar should be adressed to Peter Stirling, Secretary to the General Insurance Board, at e-mail: peter.stirling@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
13.50   Chairman's opening remarks [pdf] 
Andrew Hitchcox, KPMG
Presentation [mp3]

14.00  

Capital modelling for general insurance ICAs [pdf]
Tony Brooke-Taylor; Stefan Claus, FSA
Presentation [mp3]
Questions [mp3]

14.25   Insurance premium risk, competition and the insurance cycle [pdf]
George Maher, Tillinghast
Presentation [mp3]
Questions [mp3]

14.50   Aggregation, correlation, diversification and group issues [pdf]
Annette Olesen, PwC
Presentation [mp3]

15.45   Parameter uncertainty and climate change [pdf]
Peter Tavner, Amlin, Gavin Hill, Deloitte, and Trevor Maynard
Presentation1 [mp3]
Presentation 2 [mp3]
Questions [mp3]

16.30   Reporting to the Board on the results of your ICA work [pdf]
Nylesh Shah, Wellington
Presentation [mp3]
Questions [mp3]

16.55
Chairman's closing remarks. ICA Modelling Working Party next steps [pdf]
Andrew Hitchcox, KPMG
Presentation [mp3]

 
Page updated: 5 January 2009
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