Document library
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- Author:
- Myles Pink
- Source:
- Our Changing Future meeting for actuaries in Scotland
Reducing risk in corporate pensions (slides)
P A T E R N O S T E R Reducing risk in corporate pensions Myles Pink, Paternoster Faculty of Actuaries 6 December 2006 Pension Protection Fund Deficit volatility Improving longevity Increasing disclosure obligations Pensions ... read more >>
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- Author:
- Andrew Hitchcox; I A Hinder; A M Kaufman; Trevor Maynard; Andrew Smith; Martin White
- Source:
- Sessional meeting paper
Assessment of target capital for general insurance firms (mp3 sound file)
This paper discusses the concept of target capital, where the firm takes account of three different approaches to risk appetite: regulatory capital plus a buffer; rating agency views; and the views of shareholders where they make commitments to customers ... read more >>
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- Author:
- Andrew Hitchcox; I A Hinder; A M Kaufman; Trevor Maynard; Andrew Smith; Martin White
- Source:
- Sessional meeting paper
Assessment of target capital for general insurance firms
This paper discusses the concept of target capital, where the firm takes account of three different approaches to risk appetite: regulatory capital plus a buffer; rating agency views; and the views of shareholders where they make commitments to customers ... read more >>
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- Author:
- Nick Dumbreck\; Tim Gordon\; Maggie Mills\; Darren Redmayne
- Source:
- Sessional meeting paper
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- Author:
- A C Campbell; D C Grimley; J K Pallister; A M Stoker; Andrew Walton; Costas Yiasoumi
- Source:
- Sessional meeting paper
Lessons from closure: An analysis and comparison of the issues facing closed life funds and closed pension schemes [mp3 sound file]
The last few years have seen a rising number of closed with-profits funds and final salary schemes closed to new entrants. Compared to open funds, the closed variety have different characteristics and their financial management requires different ... read more >>
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- Author:
- A C Campbell; D C Grimley; J K Pallister; A M Stoker; Andrew Walton; Costas Yiasoumi
- Source:
- Sessional meeting paper
Lessons from closure: An analysis and comparison of the issues facing closed life funds and closed pension schemes
The last few years have seen a rising number of closed with-profits funds and final salary schemes closed to new entrants. Compared to open funds, the closed variety have different characteristics and their financial management requires different ... read more >>
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- Source:
- Sessional meeting
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- Author:
- A R Jones; P J Copeman; E R Gibson; N J S Line; J A Lowe; P Martin; P N Matthews; D S Powell
- Source:
- Sessional meeting paper
A change agenda for reserving. Report of the General Insurance Reserving Issues Taskforce (GRIT) [mp3 sound file]
Reserving is important to our profession as it is a core activity for actuaries. The members of the Taskforce have been considering how actuaries can improve the way in which we do reserving in general insurance. Keywords: reserves; best estimate; ranges; ... read more >>
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- Author:
- P J Copeman; E R Gibson; A R Jones; N S Line; J A Lowe; P Martin; P N Matthews; D S Powell
- Source:
- Sessional meeting paper
A change agenda for reserving. Report of the General Insurance Reserving Issues Taskforce (GRIT)
Reserving is important to our profession as it is a core activity for actuaries. The members of the General Insurance Reserving Issues Taskforce (GRIT) have been considering how actuaries can improve the way in which we do reserving in general insurance. ... read more >>
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- Author:
- P J Copeman; E R Gibson; A R Jones; N J S Line; J A Lowe; P Martin; P N Matthews; D W Powell
- Source:
- Sessional meeting paper
A change agenda for reserving. Report of the General Insurance Reserving Issues Taskforce (GRIT). Executive Summary
Reserving is important to our profession as it is a core activity for actuaries. The members of the General Insurance Reseving Issues Taskforce (GRIT) have been considering how actuaries can improve the way in which we do reserving in general insurance. ... 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:
- 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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- Author:
- C J Exley\; A D Smith
- Source:
- Sessional meeting paper
The cost of capital for financial firms [mp3 sound file]
Most businesses have assets financed by capital providers. The cost of capital is a measure of the returns required by those capital providers. Its main use is to set a target for the profits, which must be achieved on the firm's assets in order to ... read more >>
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- Author:
- Jon Exley; Andrew Smith
- Source:
- Sessional meeting paper
The cost of capital for financial firms (paper)
Most businesses have assets financed by capital providers. The cost of capital is a measure of the returns required by those capital providers. Its main use is to set a target for the profits, which must be achieved on the firm's assets in order to satisfy ... read more >>
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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:
- Tushar Chatterjee; Angus Macdonald; Catriona Macdonald; Edward Roche; Howard Waters
- Source:
- Faculty sessional meeting paper, 14 January 2008
The impact of mortality and lifestyle on mortality. Paper to be presented to the Faculty Sessional Meeting on 14 January 2008
Studying trends in mortality and morbidity has been at the core of traditional actuarial science since its beginnings. This paper summarises the research resulting from two initiatives by the profession designed to help actuaries and others gain a better ... read more >>