Document library
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- Author:
- Gareth Colgan
Analysis of the costs of medical interventions in Alzheimer’s disease as they affect long-term care
I update a previously used Markov model for Alzheimer’s Disease (AD) using a new data set. This model is then used to estimate both long-term care (LTC) costs of AD and also how these costs will vary with the effectiveness of treatments for AD. Finally a ... read more >>
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- Author:
- A J G Cairns\; K Dowd
- Source:
- Sessional meeting paper
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- Author:
- D Blake; A J G Cairns; K Dowd
- Source:
- Sessional meeting paper
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:
- Rob Green, Hilary Johnson
- Source:
- Highlights of the 2005 Life Convention seminar
Leadership (handouts)
1 2 3 4 5 6 7 ... read more >>
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- Author:
- Nick Forrester
- Source:
- Current Issues in Pensions seminar, Spring 2006
Sponsor covenant risk and actuarial advice (handouts)
1 Sponsor Covenant Risk and Actuarial Advice Nick Forrester 24.02.06 Incorporating sponsor covenant risk How do traditional methodologies fit? Disclosure & advice Effect on management of schemes Different points of reference Trustee concerns Ensure ... read more >>
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- Author:
- Steve Nuttall, Perry Thomas
- Source:
- Highlights of the 2005 Life Convention seminar
Corporate governance and risk management: ticking boxes or creating value? (handouts)
1 Corporate Governance and Risk Management: Ticking Boxes or Creating Value? 2005 Life Convention 20-22 November Perry Thomas & Steve Nuttall Unexpected Things Appear On the Horizon Risk management must be forward looking People don t like ... read more >>
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- Author:
- Paul Stanworth
- Source:
- Highlights of the 2005 Life Convention seminar
Life securitisation (handouts)
1 Life Securitisation Paul Stanworth, RBS Highlights of the 2005 Life Convention London 20 February, Edinburgh 1 March What is securitisation? Securitisation is the process of converting illiquid assets into asset-backed instruments which can be sold in ... read more >>
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- Author:
- Angus Macdonald; Jennifer Straughn; Matt Sutton
- Source:
- Sessional meetings paper
Healthy life expectancy measurement in Scotland
Research paper commissioned to celebrate the 150th anniversary of the Faculty of Actuaries. Health expectancy (HE) was only recently estimated for the Scottish population. The estimates were based on Sullivan's method, applying the morbidity prevalence in ... read more >>
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- Source:
- Finance, Investment & Risk Management Board Networking Evening, 13 February 2006
What do actuaries need to do to become serious broad financial service risk managers? Transcript of discussion
[Transcribed by: G & I Goodbarne - Tel. 01277-210553] 1 FINANCE, INVESTMENT & RISK MANAGEMENT BOARD Networking Evening Monday 13 February 2006 Speaker: Mr John Hele -------- The Chairman (Mr Colin Wilson): The President of the ... read more >>
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- Source:
- General Insurance Convention 2006
Solvency II: Risk Margin Comparison. Letter from Annette Olesen, Groupe Consultatif, to Paul Sharma and Sam McAuliffe, Financial Services Authority
GROUPE CONSULTATIF ACTUARIEL EUROPEEN EUROPEAN ACTUARIAL CONSULTATIVE GROUP SECRETARIAT, NAPIER HOUSE, 4 WORCESTER STREET OXFORD OX1 2AW, UK TELEPHONE: (+44) 1865 268 218 FAX: (+44) 1865 268 233 E-MAIL: groupe@gcactuaries.org WEB: ... read more >>
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- Author:
- Sally Collier
- Source:
- Current issues in investment for pensions actuaries seminar, 13 February 2006
Private equity: the proposition and practical considerations (handouts)
1 Private Equity The Proposition and Practical Considerations Sally Collier, Partner, Pantheon This document and the information contained herein: (1) is provided by Pantheon Ventures Limited ( Pantheon ) solely to such persons indicated in the ... read more >>
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- Author:
- Kamakshya Trivedi, Gary Young
- Source:
- Pension finance and economics seminar, 10 February 2006
Corporate cross-holdings of equity, leverage and pensions: simulation and empirical evidence from the UK (handouts)
1 Corporate Cross-holdings of Equity, Leverage and Pensions: Simulation and Empirical Evidence from the UK. Kamakshya Trivedi and Garry Young Institute of Actuaries Presentation 10th February 2006. This Paper Investigates the role of defined benefit ... read more >>
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- Author:
- Kamakshya Trivedi, Gary Young
- Source:
- Pension finance and economics seminar, 10 February 2006
Corporate cross-holdings of equity, leverage and pensions: simulation and empirical evidence from the UK (handouts)
1 Duties and role of a non-executive director from a legal standpoint John Young Senior Partner and Head of Financial Institutions Group Lovells 18 October 2005 Introduction The amazing case of the Marquis of Bute and the Cardiff Savings Bank [1892] ... read more >>
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- Author:
- Kamakshya Trivedi, Gary Young
- Source:
- Pension finance and economics seminar, 10 February 2006
Corporate cross-holdings of equity, leverage and pensions: simulation and empirical evidence from the UK (handouts)
1 Duties and role of a non-executive director from a legal standpoint John Young Senior Partner and Head of Financial Institutions Group Lovells 18 October 2005 Introduction The amazing case of the Marquis of Bute and the Cardiff Savings Bank [1892] ... read more >>
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- Author:
- Alicia H Munnell
- Source:
- Pension finance and economics seminar, 10 February 2006
DC investment and choice: lessons from US 401(k) plans (handouts)
1 DC Investment and Choice: Lessons from U.S. 401(k) Plans Alicia H. Munnell Pension Finance and Economics Seminar Institute of Actuaries, London February 10, 2006 Pay-as-you-go pension costs are rising everywhere. 1 0% 10% 20% 30% 40% 50% 60% 70% 80% ... read more >>
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- Author:
- Joaco F Cocco\; Paolo F Volpin
- Source:
- Pension finance and economics seminar, 10 February 2006
The corporate governance of defined benefit pension plans: evidence from the United Kingdom (handouts)
1 The Corporate Governance of Defined Benefit Pension Plans: Evidence from the United Kingdom João F. Cocco London Business School and CEPR Paolo F. Volpin London Business School and CEPR Introduction Corporate Defined Benefit (DB) pension ... read more >>
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- Author:
- Mirko Cardinale
- Source:
- Pension finance and economics seminar, 10 February 2006
Corporate pension funding and credit spreads (handouts)
1 Corporate Pension Funding and Credit Spreads Mirko Cardinale, Watson Wyatt Ltd Pension Finance and Economics seminar London, 10 February 2006 Corporate pension liabilities and the bond market Rating agencies now explicitly recognise the underfunded ... read more >>
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- Author:
- Life Board
GN37: The Financial Services and Markets Act 2000 (Communications by Actuaries) Regulations 2003. Version 2.0
This life insurance Guidance Note has been retained by the Actuarial Profession. MAP/GN37 V2.0 B37.1 GN37: The Financial Services and Markets Act 2000 (Communications by Actuaries) Regulations 2003 Classification Paragraphs marked (M) and in bold ... read more >>
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- Author:
- Life Board
GN39: General responsibilities of and relationships between actuarial function holders, with-profits actuaries, appropriate actuaries, and reviewing actuaries, of UK life insurance firms and friendly societies. Version 2.1 [adopted by BAS on 19 May 2006]
This life insurance 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/GN39 V2.1 B39.1 ... read more >>
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- Author:
- Life Board
GN39: General responsibilities of and relationships between actuarial function holders, with-profits actuaries, appropriate actuaries, and reviewing actuaries, of UK life insurance firms and friendly societies. Version 2.0
This life insurance Guidance Note has been adopted by the Board for Actuarial Standards. MAP/GN39 V2.0 B39.1 GN39: General Responsibilities of and Relationships between Actuarial Function Holders, With-Profits Actuaries, Appropriate Actuaries, and ... read more >>