Document library
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- Author:
- Trevor Fannin, Matthew Little, Matthew Taylor
- Source:
- 2008 Life Convention
Life isn’t meant to be taxing : Update from Tax Working Party [copies of slides]
1 Life isn’t meant to be taxing Update from Tax Working Party Trevor Fannin Matthew Little Matthew Taylor 2008 Life Convention 9-11 November 2008 Agenda ? Reprise of life office taxation ? Why do HMRC not respect the matching of assets and liabilities? ... read more >>
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- Author:
- Continuous Mortality Investigation
CMI technical note: Comparison of approaches for calculating initial exposure
Working Paper 34 describes the methodology and assumptions used for CMI Self-Administered Pension Schemes (SAPS) mortality experience analyses. Whilst it gives an overview of the changes that have recently been made, the paper provides little detail on the ... read more >>
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- Author:
- Matthew Taylor
Life Office Tax Overview
Taxation of long-term business (November 2010) Introduction This paper seeks to provide a high level description of the taxation of long-term business in the United Kingdom. Long-term business Categories of business Long-term business is defined as ... read more >>
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- Author:
- Christian Mumenthaler
- Source:
- Ageing population interest group and ILC UK conference
Choosing population projections for public policy conference. Welcome address.
Presentation given to a joint Actuarial Profession and ILC UK conference, 29 October 2008. Choosing Population Projections for Public Policy Wednesday October 29th, 2008 Kindly Supported By: Welcome address Christian Mumenthaler Head of Life & ... read more >>
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- Author:
- Martin Lunnon
- Source:
- Ageing population interest group and ILC UK conference
Communicating uncertainty. How policymakers can have a range of uncertainty explained to them.
Presentation from joint Actuarial Profession and ILC UK conference: choosing population projections for public policy, 29 October 2008. Communicating uncertainty How policymakers can have a range of uncertainty explained to them ... read more >>
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- Author:
- Peter Goldblatt
- Source:
- Ageing population member interest group and ILC UK conference
Coping with uncertainty and disagreement when projections are used for decision making.
Presentation from joint Actuarial Profession and ILC UK conference, 29 October 2008: choosing population projections for public policy. Coping with uncertainty and disagreement when projections are used for decision making Peter Goldblatt ... read more >>
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- Author:
- Guy Coughlan
- Source:
- Ageing population member interest group and ILC UK conference.
Forecasting mortality using the market
Presentation from joint Actuarial Profession and ILC UK conference, 29 October 2008: choosing population projections for public policy. Forecasting mortality using the market Guy Coughlan, J.P. Morgan The market for longevity and mortality risk transfer ... read more >>
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- Author:
- Richard Willets
- Source:
- Ageing population member interest group and ILC UK conference
Future mortality improvement: an actuary's perspective
Presentation from joint Actuarial Profession and ILC UK conference, 29 October 2008: choosing population projections for public policy. Future mortality improvement: an actuary’s perspective Richard Willets Paternoster , Future mortality ... read more >>
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- Author:
- Chris Shaw
- Source:
- Ageing population member interest group and ILC UK conference
Life expectancy: how certain are we about future trends and what is driving them?
Presentation from joint Actuarial Profession and ILC UK conference, 29 October 2008, choosing population projections for public policy. Life expectancy: how certain are we about future trends and what is driving them? Chris Shaw Offi f N ti l ... read more >>
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- Author:
- Julian Leigh
- Source:
- General Insurance Convention 2008
General Insurance Practice Executive Committee Report (handout)
1 GIRO Convention 23-26 September 2008 Hilton Sorrento Palace GI Practice Executive Committee Report GI Board Report 2007-2008 Who was on the Board: ? Philip Archer-Lock ? Rodney Bonnard ? Peter Copeman ? Lis Gibson ? Justyn Harding ? Andrew ... read more >>
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- Author:
- Graham Fulcher; Alex Marcuson
- Source:
- General Insurance Convention 2008
Lime Street, Wall Street and Main Street. (Slides)
Lime Street, Wall Street and Main Street Graham Fulcher and the Securitisation Working Party Alex Marcuson and the Sub-Prime Working Party Securitisation Working Party Graham Fulcher Esmee Robinson Mohamed Afify Cormac Bradley JB Crozet David ... read more >>
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- Author:
- Di Kuang; Bent Nielsen; Jens Perch Nielsen
Forecasting with the age-period-cohort model and the extended chain-ladder model
We consider forecasting from age-period-cohort models, as well as from the extended chain-ladder model. The parameters of these models are known only to be identified up to linear trends. Forecasts from such models may therefore depend on arbitrary linear ... read more >>
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- Author:
- Jim Gustafsson
- Source:
- General Insurance Convention 2008
A mixing severity model incorporating three sources of data for operational risk quantification
To meet the new Solvency II Directive for operational risk capital assessment, an insurance company’s internal model should make use of internal data and relevant external information. One of the unresolved challenges with operational risk quantification ... read more >>