Document library
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- Author:
- Chris Lewin
- Source:
- Enterprise Risk Management 2006
RAMP - Analysis and Management for Projects (Handout)
1 RAMP Risk Analysis and Management for Projects By Chris Lewin Agenda How RAMP came about Purpose and scope of RAMP The RAMP process RAMP and financial services RAMP within ERM How actuaries can help RAMP users How RAMP came about Collaboration between ... read more >>
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- Author:
- A C Campbell; D C Grimley; J K Pallister; A M Stoker; Andrew Walton; Costas Yiasoumi
- Source:
- British Actuarial Journal [BAJ] (2006) 12(3): 639-727
Lessons from closure : an analysis and comparison of the issues facing closed life funds and closed pension schemes
LESSONS FROM CLOSURE: AN ANALYSIS AND COMPARISON OF THE ISSUES FACING CLOSED LIFE FUNDS AND CLOSED PENSION SCHEMES By A. C. Campbell, D. C. Grimley, J. K. Pallister, A. M. Stoker, A. R. Walton and C. A. Yiasoumi ... read more >>
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- Author:
- D Blake; A J G Cairns; K Dowd
- Source:
- British Actuarial Journal [BAJ] (2006) 12(1): 153-228
Living with mortality: longevity bonds and other mortality-linked securities
This paper addresses the problem of longevity risk — the risk of uncertain aggregate mortality — and discusses the ways in which life assurers, annuity providers and pension plans can manage their exposure to this risk. In particular, it focuses on how ... read more >>
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- Author:
- Scott Reid
- Source:
- Life Convention 2005
Early warning signals from critical illness claims data (Handout)
1 2005 Life Convention 20-22 November Cardiff International Arena, Cardiff A04 Early Warning Signals from Critical Illness Claims Data Scott Reid Revios Reinsurance UK Ltd. Agenda Objective Big Picture Current Process Experience Analysis ... read more >>
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- Author:
- Paul Turnbull; Matthew Taylor; Andrew Rendell
- Source:
- Life Office Tax Institute Working Party
Life Office Tax. Institute Working Party
1 2005 Life Convention 20-22 November Cardiff International Arena, Cardiff Life Office Tax Institute Working Party Paul Turnbull Matthew Taylor Andrew Rendell Agenda Latest tax changes including: sub fund recognition and taxation of surplus with-profits ... read more >>
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Collaboration with the EPSRC - Quantitative Finance Initiative. Projects funded in the fourth round of grants
Collaboration with the EPSRC Quantitative Finance Initiative Projects funded in the fourth round of grants A co-funding partnership between the Actuarial Profession and the Engineering and Physical Sciences Research Council (EPSRC) has been formed ... read more >>
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Quantitative Financial Risk Management Centre. Outcome of call for proposals
Quantitative Financial Risk Management Centre Outcome of Call for Proposals The EPSRC Mathematical Sciences Programme wishes to establish a research centre or consortium that will develop and apply novel mathematical and statistical techniques for ... read more >>
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Collaboration with the EPSRC - Quantitative Finance Initiative. Projects funded in the third round of grants
Collaboration with the EPSRC Quantitative Finance Initiative Projects funded in the third round of grants A co-funding partnership between the Actuarial Profession and the Engineering and Physical Sciences Research Council (EPSRC) has been formed ... read more >>
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- Author:
- Michael Hardman
- Source:
- Damages working party conference
Periodical payments. A defendant's lawyer's perspective.
Paper presented to lump sums to periodic payments and beyond. Damages working party conference, 7 March 2005. Quantum Periodical Payments A Defendant’s Lawyer’s Perspective MICHAEL HARDMAN PARTNER BERRYMANS LACE MAWER ... read more >>
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- Author:
- The Actuarial Profession
Annual research report 2004
This document summarises the research work undertaken in the Actuarial Profession during 2004. A high importance is placed on research, as is demonstrated both through the activities of volunteers in working parties and through grants awarded to outside ... read more >>
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- Author:
- Charles Cowling
- Source:
- Pensions Convention 2005
The top ten papers every scheme actuary should know 2005 (handout)
1 abcd 2005 Pensions Convention The top 10 papers every scheme actuary should know about Charles Cowling 5 – 7 June Grand Hotel, Brighton Top 10 Papers? ? Actuaries, pension funds and investment– Arthur, Randall (1989) ? The financial theory of ... read more >>
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- Author:
- David Marshall
- Source:
- Damages working party conference 2005
Periodical payments: a look at the new rules (Handout)
Presentation slides from lump sums to periodic payments and beyond. Damages working party conference, Staple Inn, 7 March 2007. 05/08/2010 1 Periodical Payments: A look at the new Rules David Marshall Partner, Anthony Gold Solicitors Immediate Past ... read more >>
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- Author:
- David Marshall
- Source:
- Damages working party conference 2005
Periodical payment orders. Claimant lawyer's view.
Presentation by David Marshall to: lump sums to periodic payments and beyond. Damages working party conference, 7 March 2005. 05/08/2010 1 Periodical Payment Orders Claimant Lawyer’s view David Marshall Partner, Anthony ... read more >>
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- Author:
- Michael Hardman
- Source:
- Damages working party conference, 2005.
Periodical payments. A lawyer's perspective.
Presentation to lump sums to periodic payments and beyond. Damages working party conference, 2005. 1 Mi h l H d Periodical Payments c ae ar man Partner, BLM, Liverpool Case Study 1: Jimmy ?Life Expectancy ?Funding ?Contributory ... read more >>
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- Author:
- Chris Daykin
- Source:
- Damages working party conference
How to allow for future inflation and mortality in determining lump sum awards.
Presentation to lump sums to periodic payments and beyond. Damages working party conference, 2005. 1 FROM LUMP SUMS TO PERIODICAL PAYMENTS AND BEYOND Chris Daykin, UK Government Actuary FULL COMPENSATION Victims who have future loss as a result ... read more >>
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- Author:
- Michael Brockman
- Source:
- Damages working party conference, 2005.
The financial impact of periodic payments and the challenges of indemnity awards.
Presentation to lump sums to periodic payments and beyond. Damages working party conference, 2005. 8/5/2010 1 From Lump Sums to Periodic Payments and 7th March 2005 Institute of Actuaries, Staple Inn Hall, London Beyond The Financial Impact of ... read more >>
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- Author:
- Chris Daykin
- Source:
- Damages working party conference 2005
How to allow for future inflation and mortality in determining lump sum awards.
Presentation to lump sums to periodic payments and beyond. Damages working party conference, 2005. 1 FROM LUMP SUMS TO PERIODICAL PAYMENTS AND BEYOND Chris Daykin, UK Government Actuary FULL COMPENSATION Victims who have future loss as a result ... 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:
- British Actuarial Journal [BAJ] (2005) 11(3): 407-496
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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- Author:
- A D Wilkie; M P Owen; H R Waters
- Source:
- British Actuarial Journal [BAJ] (2005) 11(2): 199-312
Notes on options, hedging, prudential reserves and fair values
In this paper we present many investigations into the results of simulating the process of hedging a vanilla option at discrete times. We consider mainly a `maxi' option (paying Max(A, B)), though calls, puts and `minis' are also considered. We show the ... read more >>
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- Author:
- I Iqbal
- Source:
- British Actuarial Journal [BAJ] (2005) 11(1): 133-182
Effective decision making in a life company
In the recent past life companies have made many decisions which they have had cause to deeply regret. This paper looks at the range of decision making theories available. It then examines recent examples of decisions that had unfavourable consequences ... read more >>