Mortality and longevity - making financial sense of the highly uncertain. A seminar on the key issues affecting life and pensions actuaries
One-day seminar, Wednesday 28 June 2006, Staple Inn Hall
The papers below were presented at the Mortality and Longevity seminar, to be held at Staple Inn Hall on Wednesday 28 June 2006.
Any queries about the seminar should be addressed to the Conference Department at e-mail: conferences@actuaries.org.uk.
Please note that for this event the advance conference presentations will only be made available 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.
Programme [pdf]
Transcript of proceedings [pdf]
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 |
| 09.45 |
|
CMI mortality experience [pdf, 3 mb] Angus Macdonald, Chairman, CMI Mortality Committee
|
| 09.45 |
|
SAPS investigation [pdf] Brian Wilson, Chairman, SAPS Working Party
|
| 11.05 |
|
Smoothing and forecasting mortality rates with P-splines [pdf] Iain Currie, Heriot-Watt University
|
| 11.05 |
|
Projection of mortality rates as illustrated by Weibull distribution [pdf]
Daniel Ryan, Watson Wyatt
|
| 11.05 |
|
Olivier-Smith model [pdf]
Phillip Oliver and Andrew Smith, Deloitte
|
| 13.30 |
|
Recent developments in mortality [pdf] Richard Willets, Willets Consulting Ltd
|
| 14.15 |
|
Communicating uncertainty to a life company board [pdf] John Lister, Norwich Union
|
| 14.15 |
|
Communicating mortality uncertainty to pension schemes and trustees [pdf] Nigel Bodie, Watson Wyatt
|
| 15.30 |
|
Initial thoughts on mortality [pdf]
Nigel Bankhead, Director, Actuarial Standards Financial Reporting Council
|
| 15.30 |
|
Modelling and measuring uncertainty in mortality forecasts and Lee Carter [pdf, 1.2 mb] Steven Haberman and Richard Verrall, Cass Business School |