Document library
-
- Author:
- David Walsh; Colin Wilson
- Source:
- Life Convention 2006
Assessing multi-asset investment strategies for annuity funds (handout)
1 Assessing Multi-Asset Investment Strategies for Annuity Funds David Walsh / Colin Wilson 7th November 2007 Introduction This session: ?Introduce market leading tools for risk and capital analysis in annuity funds ?Illustrate with the use of a model ... read more >>
-
- Author:
- Richard Winter
- Source:
- General Insurance Convention 2006
The Actuarial Prediction Survey (Handout)
1 33rd ANNUAL GIRO CONVENTION Hilton Vienna Hotel, Am Stadtpark The Actuarial Prediction Survey Why? ?What have we learnt from it ?What were we trying to achieve? So are we doing any better than guessing? ? Prior to historic data being provided, 16% ... read more >>
-
- Author:
- John Charles; Ming Roest
- Source:
- General Insurance Convention 2006
Solvency II - Recent developments and implications (Slides)
33rd ANNUAL GIRO CONVENTION Solvency II – Recent Developments and Implications Hilton Vienna Hotel, Am Stadtpark John Charles Ming Roest 2 Agenda ? Solvency II introduction ? Solvency II concepts ? Quantitative Impact Studies ? Impact Assessment ... read more >>
-
- Author:
- Lis Gibson
- Source:
- General Insurance Convention 2006
A practical and quantitative approach to describing reserving uncertainty (Handout)
1 33rd ANNUAL GIRO CONVENTION Hilton Vienna Hotel, Am Stadtpark A Practical and Quantitative Approach to Describing Reserving Uncertainty A Point of Pedantry A Quantum Interlude The Tale of the Actuary s Cat Remember those big storms we used to ... read more >>
-
Quantitative Finance Network (QFN) event discussion question outcomes
Quantitative Finance Network (QFN) event discussion questions What are the key research opportunities and challenges facing: you? your organisation? the UK? Research (knowledge development) subjects Data gathering, management, ... read more >>
-
- 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 >>
-
- 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 >>
-
- 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 >>
-
- 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 >>