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Continuous Mortality Investigation

Errata to CMI Working papers 20, 25 and 27 on mortality projections

1 Continuous Mortality Investigation Errata to CMI Working Papers 20, 25 and 27 on Mortality Projections Background After the publication of Working Paper 27 in July 2007, it came to light that the dataset for Permanent Assurances for Male lives ... read more >>

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Author:
Continuous Mortality Investigation

CMI Working paper 20 (revised). Stochastic projection methodologies - Further progress and P-Spline model features, example results and implications.

CMI Working paper 20 (revised). Stochastic projection methodologies - Further progress and P-Spline model features, example results and implications. Continuous Mortality Investigation Mortality Committee Revised Working Paper 20 Stochastic ... read more >>

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Author:
Guildhall Library
Source:
List

Equitable Life Assurance Society (ELAS) Archive 1803 - 1976 at Guildhall Library, London

Descriptive list of archive held at Guildhall library, London. Equitable Life Assurance Society records held at Guildhall Library Manuscripts Section, Aldermanbury, London, EC2V 7HH November 2007 Equitable Life Assurance Society Ms 38646-85 ... read more >>

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Author:
Institute and Faculty of Actuaries

Mutual recognition agreements: Institute of Actuaries of Australia

Basis on which the Institute and Faculty of Actuaries will admit members of the Institute of Actuaries of Australia. MUTUAL RECOGNITION AGREEMENT BETWEEN: THE INSTITUTE OF ACTUARIES a professional body incorporated in 1884, having its head ... read more >>

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Author:
Life Board\; Adrian Eastwood

GN5: The Prudential Supervision outside the UK of Long-term Insurance Business. Version 3.1. Covering letter

Covering letter to GN5 Version 3.1 which comes into effect on 1 December 2007. Faculty of Actuaries Maclaurin House 18 Dublin Street Edinburgh EH1 3PP Tel: +44 (0)131 240 1300 Fax: +44 (0)131 240 1313 e-mail: faculty@actuaries.org.uk ... read more >>

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Author:
Nicola MacKay
Source:
Current issues in funding seminars, Autumn 2007

The role of the Actuary (handouts)

1 Current Issues in Funding The Role of the Actuary Nicola MacKay October 2007 Estimating solvency including the interaction with the PPF Overview of the role of the actuary in the funding process Advising on Schedules of contributions Advising on the ... read more >>

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Author:
Edwin Mustard
Source:
Current issues in funding seminars, Autumn 2007

Scheme funding: legal issues (handouts)

1 Scheme Funding: Legal Issues Edwin Mustard, Shepherd and Wedderburn Scheme Funding: Legal Issues Agenda ? trustee and employer powers ? interaction of legislation with scheme rules ? prudence ? conflicts of interest ? negotiating with the ... read more >>

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Author:
Stephen Rice
Source:
Current issues in funding seminars, Autumn 2007

The PPF in practice (handouts)

1 Current Issues in Funding The PPF in Practice Stephen Rice, PPF Chief Actuary The PPF in Practice ? PPF Levies for 2008/09 and beyond ? Overview of Long Term Risk Model ? Carrying out Section 179 valuations ? Carrying out Section 143 valuations PPF ... read more >>

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Author:
David Unsworth
Source:
Current issues in funding seminars, Autumn 2007

Regulating pension scheme funding (handouts)

1 Regulating Pension Scheme Funding 26 October 2007, Edinburgh David Unsworth Scheme Funding • New scheme funding requirements came into force in December 2005 • DB schemes with deficits required to submit a recovery plan to us • Code of practice ... read more >>

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Author:
David Unsworth
Source:
Current issues in funding seminars, Autumn 2007

Regulating pension scheme funding (handouts)

1 The New Funding Regime David Unsworth 25 October 2006 Agenda • The code of practice on funding • The regulator’s “statement” • Guidance on “contingent assets” • Experience so far • e-learning and the trustee toolkit Code of practice: Funding ... read more >>

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General Insurance Board\; Current Issues Committee

General Insurance Current Issues Newsletter. October 2007

The content of this newsletter is a summary of some of the current issues that might be of interest to UK General Insurance actuaries and that have come to the attention of the Current Issues Committee Page 1 Current Issues Committee Newsletter October ... read more >>

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Author:
Matt Gosden
Source:
The next big thing\; Variable annuities and guaranteed minimum benefit options? One-day seminar, 28 September 2007

International products: experiences and successes

International Products: Experiences & Successes Matt Gosden – Oliver Wyman Objectives of this session ? Evolution of variable annuities ? Three lessons drawn from international experience: ? The right proposition ? The right risk management / ... read more >>

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Author:
Bruce Porteous
Source:
Risk Management Special Interest Group (RMSIG) networking evening, 24 January 2007

How the integration of insurance and banking techniques and thinking can add real commercial value

How the Integration of Insurance and Banking Techniques and Thinking Can Add Real Commercial Value. Bruce Porteous Head of UK Risk Capital Development Standard Life UK Financial Services AGB Networking Evening Agenda. Action Group for Banking (Bruce ... read more >>

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Author:
Continuous Mortality Investigation

CMI library of mortality projections. Specimen P-Spline age-period projections

Volume 3 of the CMI library of mortality projections. Projections library - version 1.0 3.xls Notes IMPORTANT NOTES REGARDING VERSION 1.0 OF THE CMI LIBRARY OF MORTALITY PROJECTIONS 1 This is version 1.0 of the library issued in ... read more >>

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Author:
Carol Perry
Source:
Pensions M&A seminar, 17 October 2007

The role of the professional trustee in corporate transactions (handouts)

Reinventing Analysis of Surplus Simon Perry Ernst & Young Jon Fletcher HBoS plc Angela Tatarow Ernst & Young Reinventing Analysis of Surplus � Why is Analysis of Surplus key to a successful finance function? � The Vision – what ... read more >>

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Author:
Ian Goodwin
Source:
Pensions M&A seminar, 17 October 2007

The clearance process and guidance (handouts)

1 Ian Goodwin Business and Financial Analyst, the Pensions Regulator Agenda • Clearance process • Headlines from revisions to Clearance Guidance • Q & As Background to the Clearance process • Asked for by industry • Optional • Guidance issued ... read more >>

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Author:
Christopher Fisher
Source:
Pensions M&A seminar, 17 October 2007

Advising trustees in M&A situations (handouts)

1 Advising Trustees in M&A Situations Christopher Fisher, Penfida Partners LLP ?Penfida is an independent corporate finance advisory firm focused exclusively on assisting and advising pension fund trustees ?Since Penfida started in January 2006, we ... read more >>

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Author:
Christopher Fisher
Source:
Pensions M&A seminar, 17 October 2007

Advising trustees in M&A situations (handouts)

1 Advising Trustees in M&A Situations Christopher Fisher, Penfida Partners LLP ?Penfida is an independent corporate finance advisory firm focused exclusively on assisting and advising pension fund trustees ?Since Penfida started in January 2006, we ... read more >>

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Author:
G M Hosty; S J Groves; C A Murray; M Shah
Source:
Sessional meeeting paper

Pricing and risk capital in the equity release market

One of the purposes of this paper is to investigate the profitability of typical equity release schemes in the market at present and so to address the question of whether competition has forced the market to function at non-profitable levels. PRICING AND ... read more >>

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Author:
Tim Bateman
Source:
Derivatives seminar, 15 October 2007

Hedging case study - interest rate risk in Equitable Life (handouts)

1 Hedging case study – interest rate risk in Equitable Life Tim Bateman, Equitable Life & Richard Waller, Watson Wyatt Derivatives Seminar, 15 October 2007 Overview ? Motivation for hedging ? The initial proposal ? Clarification of objectives ... read more >>