Document library
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- Author:
- D. Besar, P. Booth, K.K. Chan, A.K.L. MIlne and J. Pickles
- Source:
- Sessional Paper
Systemic risk in financial services
The recent banking crisis has reminded us of how risks materialising in one part of the financial system can have a widespread impact, affecting other financial markets and institutions and the broader economy. This paper, prepared on behalf of the ... read more >>
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- Source:
- Sessional meeting paper
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- Source:
- Sessional meeting paper
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- Source:
- Sessional meeting paper
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- Author:
- Sir Michael Atiyah
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- Author:
- Sir Michael Atiyah
Lessons from the Scottish enlightenment. Biennial Faculty Lecture (presentation)
Lessons from the Scottish Enlightenment Sir Michael Atiyah , November 23rd, 2009 “It was first published in 1768 by a Society of176 ociet Gentlemen in Scotland” Encyclopaedia Britannica S D id HAdam mith av ume J h Bl ... read more >>
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- Author:
- Elliot Varnell
- Source:
- Sessional meeting paper
Economic scenario generators and Solvency II
The Solvency II directive mandates insurance firms to value their assets and liabilities using market consistent valuation. For many types of insurance business Economic Scenario Generators are the only practical way to determine the market consistent ... read more >>
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- Author:
- Peter Tuley
- Source:
- Faculty Sessional Meeting, 2 November 2009
Management actions ina with-profits fund. A discussion paper presented on 2 November 2009
Management Actions in a With-Profits Fund A Discussion Paper presented on the 2nd November 2009 The influence of the profession We are central to management actions Modelled in future scenarios Taken in reality Where are we in defining TCF? ... read more >>
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- Author:
- C Barlow; N A Bruce; K M Felisky; S Fisher; E R Gibson; N G J Hilary; I M Hilder; H Kam; P N Matthews; R Winter
- Source:
- Sessional meeting paper
Reserving and uncertainty.
A meta-study of the General Insurance Reserving Issues Task Force and Reserving Oversight Committee research in this area between 2004 and 2009 The General Insurance Board of the Faculty and Institute of Actuaries responded to some of the criticisms raised ... read more >>
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- Author:
- Ana Madrigal; Fiona Matthews; Deven Patel; Andrew Gaches; Steven Baxter
- Source:
- Sessional meeting paper
What longevity predictors should be allowed for when valuing pension scheme liabilities? (slides)
What longevity predictors should be allowed for when valuing pension scheme liabilities? Institute sessional meeting - September 2009 A M MADRIGAL F E MATTHEWS D D PATEL. . , . . , . . , A. T. GACHES AND S. D. BAXTER 3 Overview ? ... read more >>
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- Author:
- S D Baxter; A T Gaches; A M Madrigal; F E Matthews; D D Patel
- Source:
- Sessional meeting paper
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- Author:
- Ana Madrigal; Fiona Matthews; Deven Patel; Andrew Gaches; Steven Baxter
- Source:
- Sessional meeting paper
What longevity predictors should be allowed for when valuing pension scheme liabilities?
Data held within administration records of occupational pension schemes yield a rich source of information on mortality rates and the statistical predictors (covariates) of longevity. In this paper we provide, for the first time, a multivariable analysis ... read more >>
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- Author:
- Joanne Buckle
- Source:
- Sessional meeting paper
Disease management programmes for major depression: making the financial case
Depression is a significant burden for the United Kingdom economy and despite conclusive evidence on the clinical efficacy of treatments and acknowledgements of the impact on quality of life, a high proportion still goes undiagnosed and untreated. The ... read more >>
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- Author:
- Shayne Deighton\; Roger Dix\; John Graham\; Justin Skinner
- Source:
- Institute Sessional Meeting, 23 March 2009
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- Author:
- S.P. Deighton, R.C. Dix, J.R. Graham and J.M.E. Skinner
- Source:
- Sessional meeting paper
Governance and risk management in UK insurance companies
For some while there has been a growing awareness from both internal and external stakeholders that the governance and risk management in United Kingdom insurance companies needed to be enhanced. The proposed European Union Solvency II Directive makes this ... read more >>
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- Source:
- Sessional meeting paper
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- Author:
- General Insurance Internal Models Working Group
- Source:
- Sessional meeting paper
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- Author:
- General Insurance Internal Models Working Group
- Source:
- Sessional meeting paper
Actuarial aspects of internal models for Solvency II - draft paper (slides)
3/2/2009 1 1 Actuarial Aspects of Internal Models under Solvency II Internal Models Working Group February 2009 Sessional Paper D. BROOKS, R.J. CARE , M. B. CHAPLIN, A. M. KAUFMAN, K. A. MORGAN, D.N. ROBERTS, J. M. E. SKINNER, D.J.K ... read more >>
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- Author:
- General Insurance Internal Models Working Group
- Source:
- Sessional meeting paper
Actuarial aspects of internal models for Solvency II - draft paper
The draft paper sets out the authors’ views of what good practice for the actuarial aspects of internal models will look like in 2012, the year Solvency II is expected to be implemented. Actuaries working on internal models can expect to have to ... read more >>
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- Author:
- Stephen Richards\; Iain Currie
- Source:
- Sessional meeting paper