Document library
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- Author:
- Economic Capital Subgroup of the Society of Actuaries Risk Management Task Force
Specialty guide on economic capital
At its most basic level Economic Capital can defined as sufficient surplus to cover potential losses, at a given risk tolerance level, over a specified time horizon. This is the working we will use throughout this Specialty Guide, adding details as needed ... read more >>
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- Author:
- Faculty of Actuaries Students Society
Current topics 2004 (FASS)
FASS Current Topics 2004 Ann Liston Colin Black Craig Murison Douglas Grant James Sievewright Kenny Tindall Peter McDade Acknowledgements 1) It should be noted that the views expressed in this paper are those of the ... read more >>
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- Author:
- Institute of Actuaries Designated Professional Body Committee
Compliance Bulletin 9, February 2004
Contents: Compensation scheme\; Professional indemnity insurance INSTITUTE OF ACTUARIES Maclaurin House 18 Dublin Street Edinburgh EH1 3PP DPB COMPLIANCE BULLETIN NO. 9 (February 2004) Compensation Scheme ... read more >>
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- Author:
- Institute and Faculty of Actuaries
Mutual recognition agreements: The Actuarial Society of India
Basis on which the Institute and Faculty of Actuaries will admit members of the Actuarial Society of India. 1 MUTUAL RECOGNITION AGREEMENT BETWEEN: THE INSTITUTE OF ACTUARIES a professional body incorporated in 1884, having its head office and ... read more >>
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- Author:
- T J Sheldon\; A D Smith
- Source:
- Sessional meeting paper
Market consistent valuation of life assurance business [mp3 sound file]
In recent years there has been a trend towards market consistent valuation in those institutions for which actuaries have responsibilities. This paper examines the reasons for the adoption of market consistent valuation and discusses some of the ... read more >>
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- Author:
- T J Sheldon, A D Smith
Market consistent valuation of life assurance business
In recent years there has been a trend towards market consistent valuation in those institutions for which actuaries have responsibilities. This paper examines the reasons for the adoption of market consistent valuation and discusses some of the ... read more >>
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- Author:
- Continuous Mortality Investigation
- Source:
- "92" series of mortality tables
PFA92 - Pensioners, Females, Amounts (C=2010)
PFA92C10 Standard Tables Program Hash 3C9EF7DA/v3.0 ======================= Table x PFA92(C=2010) none Interest 0.00% Date 16-Feb-04 2:57 PM Complete Expectation Age![x] q{x} Age!x+0 of Life (in ... read more >>
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- Author:
- Continuous Mortality Investigation
- Source:
- "92" series of mortality tables
PMA92 - Pensioners, Males, Amounts (C=2010)
PMA92C10 Standard Tables Program Hash DC93DA46/v3.0 ======================= Table x PMA92(C=2010) none Interest 0.00% Date 16-Feb-04 2:57 ... read more >>
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- Author:
- J J Caslin
- Source:
- Sessional meeting paper
Hedge funds
The paper opens by showing how certain types of hedge funds can reduce the risk and increase the return on a traditional balanced managed fund. An outline of the characteristics and risks of three types of hedge funds namely, long-short equity, convertible ... read more >>
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- Pensions Board\; Ronnie Bowie
GN9: Funding defined benefits - actuarial reports. Version 7.0. Covering letter
Faculty of Actuaries Maclaurin House 18 Dublin Street Edinburgh EH1 3PP Tel: +44 (0)131 240 1300 Fax: +44 (0)131 240 1313 e-mail: faculty@actuaries.org.uk www.actuaries.org.uk Institute of Actuaries Staple Inn Hall High Holborn London WC1V ... read more >>
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- Author:
- Pensions Board
GN9: Funding defined benefits - actuarial reports. Version 7.0. Track changes version
This version of GN9 shows the track changes between versions 6.0 and 7.0. It is not part of the Manual of Actuarial Practice. MAP/GN9 V6.0 B9.7 GN9 : Funding Defined Benefits - Actuarial Reports Classification Practice standard. MEMBERS ARE ... read more >>
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- Pensions Board
Statement of funding principles. Supporting paper to GN9: Funding defined benefits - actuarial reports. Version 7.0
The purpose of this note is to remind actuaries, when preparing actuarial reports in accordance with GN9, of the importance of agreeing clear objectives with the client as part of the process involved in preparing the report (as set out in paragraph 2.4.1 ... read more >>
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- Author:
- Pensions Board
GN9: Funding Defined Benefits - Actuarial Reports, v7.0. Basis in Section 2.8. Supporting paper to GN9: Funding defined benefits - actuarial reports. Version 7.0
The Technical Support and Research Committee of the Pensions Board has provided input into the basis outlined in GN9 Version 7.0. This paper gives some of the factors giving rise to the choice of gilts minus 0.5%. PLEASE NOTE THAT THIS DISCUSSION PAPER ... read more >>