Document library
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- Source:
- The Actuary, December 2007
News from the industry and from the world of general insurance - December 2007
NEWS FROM THE INDUSTRY – DECEMBER 2007 FROM THE WORLD OF GENERAL INSURANCE Asbestos and pollution developments Federal-Mogul Corp., the automobile parts maker and asbestos defendant, is attempting to finalise its Chapter 11 bankruptcy ... read more >>
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- Author:
- Life Board
GN5: The Prudential Supervision outside the UK of Long-term Insurance Business. Version 3.1
This life insurance Guidance Note has been retained by the Actuarial Profession. PSD/GN5 V3.1 ... read more >>
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- Author:
- Anders Jessen, Richard Verrall, Jens Perch Nielsen
Including count data in claims reserving
A so-called paid run-off triangle is considered and it is assumed that also the numbers of reported claims (in a similar triangular array) are observable. In this paper only these two triangular arrays are used as data for the model we go on to set up. The ... read more >>
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- Author:
- Vernon Holgate
- Source:
- Pension scheme termination - PPF and wind-up seminar, November/December 2007
Current issues in wind-ups (handouts)
1 Pension Scheme Terminations – PPF and Wind Up Vernon Holgate Director Capital Cranfield Trustees Limited Who is Capital Cranfield? ? Largest Independent UK Trustee Company ? Only provides Trusteeship Services ? Independently Owned ? Specialist Wind ... read more >>
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- Author:
- Robin Houghton
- Source:
- Pension scheme termination - PPF and wind-up seminar, November/December 2007
Current buyout market (handouts)
Background Bespoke solutions and pricing Impact of Insurance environment and issues Agenda – The Current Buyout Market Liability management A G E N D A Activity in 2007 Robin.Houghton@SynesisLife.com “I advise you to go on living solely to ... read more >>
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- Author:
- Stephen Rice
- Source:
- Pension scheme termination - PPF and wind-up seminar, November/December 2007
How to calculate PPF compensation (handouts)
1 Pension Scheme Termination – PPF and Wind-Up How to calculate PPF Compensation Stephen Rice – Chief Actuary, PPF Agenda ? Admissible Rules ? What is Compensation? ? Compensation Levels ? Compensation Cap ? Worked examples Agenda Worked ... read more >>
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- Author:
- Stephen Rice
- Source:
- Pension scheme termination - PPF and wind-up seminar, November/December 2007
S143: what are actuaries doing wrong (handouts)
1 Pension Scheme Termination – PPF and Wind Up S143: What Actuaries Are Doing Wrong S143: What Actuaries Are Doing Wrong ?Overview of validation process ?Important documentation ?Actuarial review process ?Top 10 tips ?Key points Overview of Validation ... read more >>
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- Author:
- Peter Shellswell
- Source:
- Pension scheme termination - PPF and wind-up seminar, November/December 2007
How to do a S143 valuation (handouts)
1 How to do a S143 valuation Peter Shellswell, First Actuarial plc S143 Valuation ? Guidance ? Data/Benefits/Compensation ? Assumptions ? Assets ? Report ? Member Communications 2 Guidance ? Guidance for undertaking a valuation in accordance ... read more >>
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- Author:
- Samantha Tandy
- Source:
- Pension scheme termination - PPF and wind-up seminar, November/December 2007
PPF overview. Step by step guide to the PPF assessment period (handouts)
1 PPF Overview Step by Step Guide to the PPF Assessment Period Pensions Act 2004 - S120/S122 Notices – PPF entry Process to enter into an Assessment Period: ? S120 Notice IP notifies TPR/PPF/Trustees of insolvency event within 14 days of being aware ... read more >>
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Assessment criteria (Subject CA2)
The pass criterion for this module is that the audit trail and summary give, overall, a reasonable overview of the model and the results which could be followed by a senior colleague and could be corrected and worked on by a fellow student. Formerly known ... read more >>
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- Author:
- The Institute and Faculty of Actuaries
Alternative Specialist Applications Stage subject (SA0) - more information
Subject SA0 is awarded when a student is given an exemption from a Specialist Application examination by virtue of undertaking a research dissertation. Alternative Specialist Applications Stage subject (SA0) Criteria for project The project • The ... read more >>
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- Author:
- Continuous Mortality Investigation
CMI Working paper 30. The CMI library of mortality projections
1 Continuous Mortality Investigation Working Paper 30 The CMI Library of Mortality Projections November 2007 © 2007 Institute of Actuaries and Faculty of Actuaries The ... read more >>
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- Author:
- Continuous Mortality Investigation
CMI library of mortality projections. Version 1.0 of the library of projections
Notes IMPORTANT NOTES REGARDING THE CMI LIBRARY OF MORTALITY PROJECTIONS 1 This is version 1.1 of the library issued in draft form for consultation alongside Working Paper 27 in June 2007 2 Each sheet within the spreadsheet contains a different ... read more >>
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- Author:
- Continuous Mortality Investigation
CMI library of mortality projections. Previously-published tables of projections
Volume 1 of the CMI library of mortality projections Projections library - version 1.0 1.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 November ... read more >>
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- Author:
- Continuous Mortality Investigation
CMI library of mortality projections. Specimen adjusted interim cohort projections
Volume 2 of the CMI library of mortality projections. Projections library - version 1.0 2.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:
- Continuous Mortality Investigation
CMI library of mortality projections. Specimen P-Spline age-cohort projections
Volume 4 of the CMI library of mortality projections. Projections library - version 1.0 4.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:
- Continuous Mortality Investigation
CMI library of mortality projections. Specimen Lee-Carter projections
Volume 5 of the CMI library of mortality projections. Projections library - version 1.0 5.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:
- Continuous Mortality Investigation
CMI Working paper 25 (revised). Stochastic projection methodologies: Lee-Carter model features, example results and implications
CMI Working paper 25 (revised). Stochastic projection methodologies: Lee-Carter model features, example results and implications Continuous Mortality Investigation Life Office Mortality Committee Revised Working Paper 25 Stochastic projection ... read more >>
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- Author:
- The Actuarial Profession
Subject CA2. Sample project: Assurance premiums. Summary
Model documentation, analysis and reporting (Subject CA2). Sample project: Assurance premiums. Summary CA2: Project L3 – Summary Page 1 Summary 1 PROJECT L3: CALCULATION OF LIFE INSURANCE PREMIUMS Overall Purpose:- Calculation of pure net ... read more >>
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- Author:
- The Actuarial Profession
Subject CA2. Sample project: Assurance premiums. Spreadsheet of data
Model documentation, analysis and reporting (Subject CA2). Sample project: Assurance premiums. Spreadsheet of data Sheet1 Project L3 Data Values of lx for the mortality table AM92 ... read more >>