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] |
|
| 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] |