Document library
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- Author:
- M Cardinale\; G Katz\; J Kumar\; J M Orszag
- Source:
- Sessional meeting paper
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- Author:
- M Cardinale\; G Katz\; J Kumar\; J M Orszag
- Source:
- Sessional meeting paper
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- Author:
- M Cardinale; G Katz; J Kumar; M Orszag
- Source:
- Sessional Meeting Paper
Background risk and pensions
This paper explores the effect of unhedgeable background risks such as mortality and labour risks (such as wages and turnover) on pension funding and finance. We explore the literature on the economics and finance of background risk and discuss its ... read more >>
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- Author:
- S J Richards\; J G Kirkby\; Ian Currie
- Source:
- Sessional Meeting paper
The importance of year of birth in two-dimensional mortality data [part I]
Late life mortality patterns are of crucial interest to actuaries assessing longevity risk. One important explanatory variable is year of birth. We present the results of various analysesdemonstrating this, including a statistical model which lends weight ... read more >>
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The importance of year of birth in two-dimensional mortality data [Part II]
Late life mortality patterns are of crucial interest to actuaries assessing longevity risk. One important explanatory variable is year of birth. We present the results of various analyses demonstrating this, including a statistical model which lends weight ... read more >>
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- Author:
- S J Richards; J G Kirkby; I D Currie
- Source:
- Sessional Meeting Paper
The importance of year of birth in two-dimensional mortality data
Late life mortality patterns are of crucial interest to actuaries assessing longevity risk. One important explanatory variable is year of birth. We present the results of various analyses demonstrating this, including a statistical model which lends ... read more >>
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- Source:
- Sessional meeting
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- Author:
- M H D Kemp
- Source:
- Sessional meeting paper
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- Author:
- M H D Kemp
- Source:
- Sessional meeting paper
Risk management in a fair valuation world
This paper considers the impact that the current trend towards fair valuation of assets and liabilities is likely to have on risk measurement and management practices within the financial services industry. The paper analyses the different sorts of risk ... read more >>
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- Author:
- David Sanders
- Source:
- Sessional meeting paper
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- Author:
- David Sanders
- Source:
- Sessional meeting paper
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- Author:
- D Sanders
- Source:
- Sessional meeting paper
The modelling of extreme events (2005)
The modelling of extreme events is becoming of increased importance to actuaries. This paper oulines the various theories. It outlines the consistent theory underlying many of the differing approaches and gives examples of the analysis of models. A ... read more >>
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- Author:
- P J L O'Keeffe\; A J Desai\; K Foroughi\; G J Hibbett\; A F Maxwell\; A C Sharp\; N H Taverner\; M B Ward\; F J P Willis
- Source:
- Sessional meeting paper
Current developments in embedded value reporting [mp3 sound file]
This paper reviews the developments in reporting of traditional embedded value and summarises some of the reasons why this is now undergoing change. It considers the purpose of an embedded value calculation and the effect of differing attitudes to risk. ... read more >>
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- Author:
- P J L O'Keeffe; A J Desai; K Foroughi; G J Hibbett; A F Maxwell; A C Sharp; N H Taverner; M B Ward; F J P Willis
- Source:
- Sessional meeting paper
Current developments in embedded value reporting
This paper reviews the developments in reporting of traditional embedded value and summarises some of the reasons why this is now undergoing change. It considers the purpose of an embedded value calculation and the effect of differing attitudes to risk. ... read more >>
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- Source:
- Sessional meeting paper
Realistic valuation of life office liabilities
This note sets out possible topics for discussion at the Faculty Sessional Meeting on 21 February 2005 which will take the form of a panel discussion on the realistic valuation of life office liabilities. David Forfar will chair the discussion and panel ... read more >>
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- Author:
- Sir Derek Morris
Morris Review consultation meeting [mp3 sound file]
At this meeting Sir Derek Morris presents the key findings of his interim assessment paper. ... read more >>