Document library
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QIS3: How will Solvency II change life insurers' balance sheets?
1 Our changing future: QIS3 : How will Solvency II change life insurers' balance sheets? David Comerford & Alan Reed 30 April 2007 2 Solvency II – why it is important now • Solvency II will replace all existing statutory solvency reporting for ... read more >>
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Guide to the specialist applications exams
This document will help you understand: the format of the specialist applications stage examinations; which skills are tested in these exams; how to identify which skills in particular you need to develop in preparation for the exams; how to identify ... read more >>
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Communicating to trustees (handouts)
1 Communicating Mortality Uncertainty to Pension Schemes and Trustees Nigel Bodie The Actuary s Problem What is current mortality Surely that s easy? What about future improvements Why can t you actuaries get it right? Taking a snapshot is ... read more >>
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Communicating to trustees (handouts)
1 CMI – Self-Administered Pension Schemes Investigation Update on the latest work and future plans Nigel Bodie – Credit Suisse Background Published so far ? Self Administered Pension Schemes ? Earlier working papers ? Working Paper 32 To come ? ... read more >>
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CMI mortality projections (handouts)
1 CMI Mortality Projections Dave Grimshaw CMI Mortality Investigations ?Life Office Mortality Investigations ?Self-Administered Pensions Mortality Investigation ?Mortality Projections Mortality Projections ? Background ? Research to date ? What ... read more >>
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CMI mortality investigations (handouts)
1 CMI Mortality Investigations London 26 April 2007 CMI Mortality Investigations ?Life Office Mortality Investigations Dave Grimshaw ?Self-Administered Pensions Mortality Investigation Brian Wilson ?Mortality Projections Dave Grimshaw Life Office ... read more >>
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SAPS investigation
SAPS Investigation Brian Wilson 26 April 2007 Summary of Presentation 1. Changes in organisation and operational changes since last year 2. Highlights of draft WP (March 2007), based on data received to end-June 2006 3. Moving on to ... read more >>
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Communicating to trustees (handouts)
1 CMI – Self-Administered Pension Schemes Investigation Update on the latest work and future plans Nigel Bodie – Credit Suisse Background Published so far ? Self Administered Pension Schemes ? Earlier working papers ? Working Paper 32 To come ? ... read more >>
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Smoothing and forecasting mortality rates with P-splines (slides)
Smoothing and Forecasting Mortality Rates with P-splines Iain Currie Heriot Watt University London, April 2007 Manchester, May 2007 Data and problem • Data: CMI assured lives – Age: 20 to 90 – Year: 1947 to 2002 • Problem: ... read more >>
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Population mortality and projections (handouts)
1 Population mortality and projections Adrian Gallop ONS/GAD Population mortality and projections ? Historical data ? Mortality projection methodology ? Assumptions ? Results from 2004-based population projections ? Comparison with CMI tables ? ... read more >>
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CMI Mortality investigations
Life office mortality investigations, by Dave Grimshaw; Self-administered pensions mortality investigation, by Brian Wilson; Mortality projections, by Dave Grimshaw CMI Mortality Investigations London 26 April 2007 CMI Mortality Investigations ?Life ... read more >>
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Mortality and longevity securitisation (handouts)
1 Mortality and Longevity Securitisation Albert Shamash Insurance and Pensions Solutions Group Dresdner Kleinwort Agenda I. Securitisation II. Mortality cat bonds III. Longevity securitisation IV. Annuity securitisation V. The future… What is ... read more >>
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CMI Working paper 26. Proposed extensions to younger ages of the mortality rates for the 00 series life office pensioner tables
CMI Working paper 26. Proposed extensions to younger ages of the mortality rates for the 00 series life office pensioner tables, based on data for 1999-2002 collected by the CMI NOTES IMPORTANT NOTES 1 This spreadsheet contains proposed extensions to ... read more >>
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CMI Working paper 26. Extensions to younger ages of the 00 series pensioner tables of mortality
CMI Working paper 26. Extensions to younger ages of the 00 series pensioner tables of mortality Continuous Mortality Investigation Life Office Mortality Committee Working Paper 26 Extensions to Younger Ages of the “00” Series Pensioner Tables of ... read more >>
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Developing the profession's risk management vision
Risk Management Special Interest Group Developing the Profession’s Risk Management Vision Tuesday, 17th April 2007 Overview Introductions and Overview Purpose of This Evening Guest Speaker RMSIG Questionnaire Feedback The Big Question (Hopefully) The ... read more >>
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The convergence of regulation and risk management
The Convergence of Regulation and Risk Management Peter Vipond – Director, Financial Regulation and Taxation Financial Regulation is moving to a risk-based approach- converging with Supervision ICAS has been key to this approach in the UK. Solvency II ... read more >>
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Self-administered pension scheme (SAPS) investigation (handouts)
1 SAPS Investigation History 1 A pilot investigation was conducted in the period 1998-2000 to determine whether it was worthwhile to establish a working party to start an ongoing investigation. This work showed that there were significant ... read more >>
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Equitable Life (ELAS) archive. Catalogue of launch display, 3 April 2007
THE ARCHIVE OF THE EQUITABLE LIFE ASSURANCE SOCIETY acquired by The Actuarial Profession and preserved for research 2 The Actuarial Profession warmly thanks all those contributors who ... read more >>