Document library
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- Author:
- Ian Naismith
- Source:
- Our Changing Future meeting, 6 November 2007
Current issues in retail pensions
Our Changing Future – Current Issues in Retail Pensions Ian Naismith Agenda Legislative landscape The impact of A-Day & NPSS Regulatory landscape The challenges of TCF & RDR Economic landscape The search for secure growth Demographic ... 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:
- Karel Van Hulle
- Source:
- Sessional meeting paper
The challenge of Solvency II
Faculty of Actuaries Edinburgh, 1 October 2007 The Challenge of Solvency II Karel VAN HULLE Head of Unit, Insurance and Pensions, DG Markt, European Commission <#> « Not everything what can be counted counts – and not everything what counts can ... read more >>
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- Author:
- Karel van Hulle
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- Source:
- Sessional Meeting. Recording of discussion
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- Author:
- J D Anderson; C G Bolton; G L Callan; M Cross; S K Howard; G R J Mitchell; K P Murphy; J C Rakow; P A Stirling; G E Walsh
- Source:
- Sessional meeting paper
General insurance premium rating - the way forward. Summary of the recommendations of the General Insurance Premium Rating Working Party (GRIP)
The General Insurance Premium Rating Issues Working Party (GRIP) was established by the General Insurance Board of the Faculty and Institute of Actuaries in 2005 to review actuarial involvement in premium rating issues, pricing being one of the key areas ... read more >>
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General insurance premium rating - the way forward. Notice of the Institute Sessional Meeting to be held on 21 May 2007 at Staple Inn Hall
The General Insurance Premium Rating Issues Working Party (GRIP) was established by the General Insurance Board in 2005 to review actuarial involvement in premium rating issues, pricing being one of the key areas in which actuaries work. GRIP published a ... read more >>
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- Author:
- Peter McDade; Neil Meldrum; David Stevenson
- Source:
- Our changing future meeting in Scotland
Individual Capital Assessment (ICA)
Our Changing Future - ICA Peter McDade Neil Meldrum David Stevenson All views are those of the authors and do not necessarily represent the views of their employers Agenda Background to ICA Main challenges ICG Process Operational Risk Using the ... read more >>
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- Source:
- Sessional Meeting. Recording of discussion
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- Author:
- David Comerford and Alan Reed
- Source:
- Our changing future meeting in Scotland
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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- 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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- Source:
- Sessional Meeting. Recording of discussion
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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:
- 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:
- Steven Baxter
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- Author:
- Steven Baxter
- Source:
- Institute Sessional Meeting, 26 February 2007
Should projections of mortality improvements be subject to a minimum value?
Should projections of mortality improvements be subject to a minimum value? Steven Baxter, 26 February 2007 1 Should projections of mortality improvements be subject to a minimum value? 1, ,1 − − tx tx q q 2 Should projections of mortality ... read more >>