Document library
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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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- Source:
- Institute Sessional meeting, 28 October 2002
Creating the conditions for the United Kingdom life market to flourish. Discussion meeting. Abstract of the discussion
CREATING THE CONDITIONS FOR THE UNITED KINGDOM LIFE MARKET TO FLOURISH A Discussion Meeting [Held by the Institute of Actuaries, 28 October 2002] Introduction The United Kingdom life industry is going through a period of ... read more >>
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- Author:
- Deborah Cooper
- Source:
- Sessional Meeting paper
Family fortunes - a guide to saving for retirement
Financial Institutions are increasingly faced with the problems of persuading individuals to save. Saving for retirement is paramount (though repayment of a mortgage is a high priority for some people). Government, too, is concerned with liabilities on the ... read more >>
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- Author:
- M Shelley; M Arnold; P Needleman
- Source:
- Sessional Meeting paper
A review of policyholders' reasonable expectations
In the light of recent judgments by the courts, there are areas where the range of acceptable interpretation of Policyholders' Reasonable Expectations (PRE) by actuaries may need to be reassessed. Furthermore, the discussion paper on the exercise of ... read more >>
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- Author:
- P Guijarro; D Hare
- Source:
- Sessional Meeting paper
Corporate diversity and the provision of financial services
The corporate landscape of United Kingdom financial services has changed considerably in the last fifteen years with virtually all the main players now shareholder-owned. The dominance of shareholder ownership may not last for ever and the pendulum could ... read more >>
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- Author:
- P England; R Verrall
- Source:
- Sessional Meeting paper
Stochastic claims reserving in general insurance
This paper considers a wide range of stochastic reserving models for use in general insurance, beginning with stochastic models which reproduce the traditional chain-ladder reserve estimates. The models are extended to consider parametric curves and ... read more >>
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- Author:
- Deborah Cooper
- Source:
- Ageing Population Conference 2002
Family fortunes - a guide to saving for retirement. Spreadsheet
Saving v41.xls introduction Instructions list of names as at 31 October 2000 All parameters are controlled on the input sheet - it covers family type, start age, retirement age and age at death. family income ... read more >>