Document library
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- Author:
- Paul Sweeting
- Source:
- Institute Sessional Meeting, 30 April 2007
Modelling and managing risk
This paper looks at the risks faced by financial institutions, and how they can be modelled and managed. It compares the way in which each of the risks affect different types of financial institution and looks for similarities (and differences) across ... read more >>
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Consumption processes with local properties (project presentation)
Project Presentation: Consumption Processes with Local Properties a Tom Fischer Heriot-Watt University, Edinburgh March 19, 2007 fischer@ma.hw.ac.uk www.ma.hw.ac.uk/∼fischer aFunded by a research grant from the Actuarial Profession ... read more >>
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- Source:
- Sessional Meeting. Recording of discussion
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- Author:
- Martin Hewitt
- Source:
- Social policy board
Submission by the Actuarial Profession to the DWP consultation personal accounts: a new way to save.
Submission prepared by the Actuarial Profession's social policy board in response to the Department for Work and Pensions consultation on the introduction of personal accounts. consultation response 23 March 2007 White Paper (Cm 6975): Personal ... read more >>
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Briefing note – Solvency II. Institute Sessional Meeting 26 March 2007
1 Institute of Actuaries Sessional Meeting – 26th March 2007 Briefing note – Solvency II Aim of project: Solvency II is the EU project which (quoting from the European Commission’s “Framework for Consultation”) aims to develop “a new ... read more >>
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- Author:
- Costas Yiasoumi\; Chris Watts
- Source:
- Current Issues in Pensions seminar, Spring 2007
Investment banking products
N O V E M B E R 2 0 0 6 S O L V E N T W I N D - U P S Costas Yiasoumi FIA S T R I C T L Y P R I V A T E A N D C O N F I D E N T I A L A C T U A R I A L P R O F E S S I O N - P E N S I O N S B O A R D ... read more >>
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- Author:
- John Ellam\; Jennifer Hubbard\; J L C Lu\; Stephen Makin\; Keith Miller\; Stephen Richards
- Source:
- Spreadsheet used to fit GLMs in Section 17
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- Author:
- John Ellam\; Jennifer Hubbard\; J L C Lu\; Stephen Makin\; Keith Miller\; Stephen Richards
- Source:
- Data files used in paper
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- Author:
- John Ellam\; Jennifer Hubbard\; J L C Lu\; Stephen Makin\; Keith Miller\; Stephen Richards
- Source:
- R source used to create heat maps of mortality improvements
Two dimensional mortality data: patterns and projections
# R code for graphing 2D # As used in "The Importance of Year of Birth in Two-Dimensional Mortality Data", October 2005. # Hacked version of filled.contour() which drops the key and is therefore better able to handle missing values. newcontour ... read more >>
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- Author:
- John Ellam, Jennifer Hubbard, J L C Lu, Stephen Makin, Keith Miller, Stephen Richards
- Source:
- Sessional meeting paper
Two dimensional mortality data: patterns and projections
Patterns and trends in late-life mortality are of growing financial importance. The growth in pension liabilities, both public and private, are of crucial interest to governments, insurers and companies with defined-benefit pension schemes. This paper, ... read more >>
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- Author:
- Faculty of Actuaries Students' Society
- Source:
- Our changing future discussion series
Current topics 2007 (FASS). Life insurance
Our Changing Future discussion series and the Faculty of Actuaries Students’ Society March 2007 Current Topics Life insurance Authors Industry update – Chris Hancorn Corporate finance – Rakesh Tanna and Vishal Desai Regulatory ... read more >>
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- Author:
- Faculty of Actuaries Students Society
- Source:
- Our changing future discussion series
Current topics 2007 (FASS). General insurance
Our Changing Future discussion series and the Faculty of Actuaries Students’ Society March 2007 Current Topics General insurance Authors Fred Duncan Mohammad Khan Colum D’Auria Darren Boland Donald Brignell Luke Thomas Ofir Eyal Peter Yeates ... read more >>
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- Author:
- Faculty of Actuaries Students Society
- Source:
- Our changing future discussion series
Current topics 2007 (FASS). Investment
Our Changing Future discussion series and the Faculty of Actuaries Students’ Society March 2007 Current Topics Investment Authors Steve Catchpole May Lin Shalin Shah Acknowledgements The authors would like to thank Robert McElvanney for ... read more >>
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- Author:
- Faculty of Actuaries Students Society
- Source:
- Our changing future discussion series
Current topics 2007 (FASS). Pensions
Our Changing Future discussion series and the Faculty of Actuaries Students’ Society March 2007 Current Topics Pensions Authors This paper was prepared by Adrian Jones, Paul Johnston, Catherine Hildebrand and Oliver King, with ... read more >>
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- Author:
- Mark Chaplin, Sid Malik
- Source:
- Highlights of the 2006 Life Convention seminar
Risk: Measures in place to manage? (handouts)
1 Critical Illness – MOT or Cosmetic Surgery? Capital & Risk Management Sid Malik Financial Services Authority December 2006 Proportionate regulation – important context Number of firms whose ICAS we have reviewed where the post diversification ... read more >>
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- Author:
- Andrew Stoker, Rachel Vahey
- Source:
- Highlights of the 2006 Life Convention seminar
The impact of A-day and personal accounts on the pensions landscape (handouts)
1 The impact of A-day and personal accounts on the pensions landscape Andrew Stoker, PricewaterhouseCoopers Rachel Vahey, AEGON Scottish Equitable 2 Agenda Background A-day Pensions reform Where are pension markets now? ... read more >>
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- Author:
- General Insurance Board\; Current Issues Committee
General Insurance Current Issues Newsletter. March 2007
The content of this newsletter is a summary of some of the curent issues that might be of interest to UK General Insurance actuaries and that have come to the attention of the Current Issues Committee. Contents include: International issues\; Claims and ... read more >>
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- Author:
- Hans Wagner; Lindsay Smitherman; Ian Farr
- Source:
- Highlights of the 2006 Life Convention seminar
European embedded value - implementing market consistent at AXA (handouts)
1 European Embedded Value Implementing Market Consistent at AXA Hans Wagner, AXA Lindsay Smitherman, AXA UK Ian Farr, Tillinghast 2 European Embedded Value AXA implemented European Embedded Value on a bottoms-up market consistent basis last year. ... read more >>
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Vital to understand that nobody can be sure about future longevity experience
Letter to the Editor of the Financial Times from the Presidents of the Faculty of Actuaries and the Institute of Actuaries Faculty of Actuaries Maclaurin House 18 Dublin Street Edinburgh EH1 3PP Tel: +44 (0)131 240 1300 Fax: +44 (0)131 240 1313 ... read more >>