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Continuous Mortality Investigation

CMI Working paper 2. Response to the draft report 'A proposed interim basis for adjusting the 92 Series mortality projections for cohort effects and further commentary thereon

Continuous Mortality Investigation Mortality sub-committee Working Paper 2 Responses to the draft report entitled A proposed interim basis for adjusting the “92” Series mortality projections for cohort effects and further commentary thereon ... read more >>

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Continuous Mortality Investigation

About the Continuous Mortality Investigation working papers

On occasions, the CMI needs to quickly report developments in the experiences it monitors or to report on work in progress. The Executive Committee of the CMI now intends that this should be done via 'Working papers'. These will not necessarily be ... read more >>

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Continuous Mortality Investigation

CMI Working paper 1. An interim basis for adjusting the 92 series mortality projections for cohort effects

The rate of improvement in male pensioner mortality since the publication of the 92 series tables has been significantly faster than anticipated in the projection factors that formed part of those tables. Given this the CMI has further analysed the ... read more >>

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General Insurance Board

GN18: Actuarial reporting for UK general insurance companies writing US regulated business. Version 2.1 [adopted by BAS on 19 May 2006]

This Guidance Note has been adopted by the Board for Actuarial Standards. The latest version is available on the <a href\="http://www.frc.org.uk/bas/actuarial/index.cfm" target\="external">BAS website</a>. MAP/GN18 V2.1 ... read more >>

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Author:
Continuous Mortality Investigation
Source:
CMI Working paper 1

Cohort improvement factors

CMI Working paper 1. An interim basis for adjusting the 92 series mortality projections for cohort effects. Long Cohort Annual Imp Calendar ... read more >>

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Author:
Continuous Mortality Investigation
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CMI Working paper 1

Assured lives spline graduation

CMI Working paper 1. An interim basis for adjusting the 92 series mortality projections for cohort effects. Smooth rates - mx Calendar ... read more >>

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Author:
Continuous Mortality Investigation
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CMI Working paper 1

Assured lives crude rates

CMI Working paper 1. An interim basis for adjusting the 92 series mortality projections for cohort effects. Crude Deaths Cohort analysis - Investigation 01, males, all medical statuses combined, all smoker statuses combined, all durations combined - ... read more >>

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Continuous Mortality Investigation
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CMI Working paper 1

All office male pensioner spline graduation

CMI Working paper 1. An interim basis for adjusting the 92 series mortality projections for cohort effects. Smooth rates - mx Calendar ... read more >>

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Author:
Continuous Mortality Investigation
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CMI Working paper 1

All office male pensioner lives crude rates

CMI Working paper 1. An interim basis for adjusting the 92 series mortality projections for cohort effects.  Crude Deaths Investigation 31 - Life Office Pensioners (normal) - all durations combined, males, ... read more >>

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Continuous Mortality Investigation
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CMI Working paper 1

Loyal office male pensioner lives crude rates

CMI Working paper 1. An interim basis for adjusting the 92 series mortality projections for cohort effects.  Male ... read more >>

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Author:
M A H Dempster; M Germano; E A Medova; M Villaverde
Source:
Sessional Meeting paper

Global asset liability management

Dynamic financial analysis (DFA) is a technique which uses Monte Carlo simulation to investigate the evolution over time of financial models of funds, complex liabilities and entire firms. Although of increasing popularity, the drawback of DFA is the ... read more >>

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Institute of Actuaries Designated Professional Body Committee

Compliance Bulletin 4, November 2002

Contents: Revised annex 8A of DBP handbook INSTITUTE OF ACTUARIES Staple Inn Hall High Holborn London WC1V 7QJ DPB COMPLIANCE BULLETIN NO. 4 (November 2002) Revised annex 8A of DPB Handbook The DPB Handbook requires firms to have ... read more >>

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Author:
General Insurance Professional Standards and Guidance Committee
Source:
Advisory note

Reviewing data for reasonableness

Statements of actuarial opinion ("SAOs") provided in respect of Lloyd's syndicates will, with effect from the 2002 year end, include the statment by the signing actuary that: "I have reviewed all the key data for reasonableness". The purpose of this note ... read more >>

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Author:
Customers' Interests Working Party\; Stuart Thompson (Chairman)

Report of the Customers' Interests Working Party

The Customers' Interests Working Party was established early in 2000 by the Research Committee of the Life Board in response to the FSA principle of business concerning the fair treatment of customers. In November 2002, it produced a report pulling ... read more >>