Document library
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- Author:
- Malcolm Kemp; Martin Cumberworth; Daniel Gardner; Julie Griffiths; Peter Rains; Christopher Sandford
Proposals for a portfolio risk measurement and reporting standard
This note sets out draft proposals for an Industry Standard for portfolio risk measurement and reporting. The proposals are designed to: Improve the standards of portfolio risk measurement and control within the fund management industry, and Provide ... read more >>
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- Author:
- Neil Robjohns
- Source:
- Open forum: Mortality projections - the latest CMI model and discussion of current practice 9 December 2010 and 19 January 2011
Latest CMI mortality projections (Mp3 sound file)
Projections of future mortality improvements continues to be a hot topic. Neil Robjohns presents CMI_2010, an updated projections model to reflect the latest national population data, at the open forum on 9 December 2010. ... read more >>
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- Author:
- Student Consultative Forum
Student Consultative Forum notes. 26 November 2010
Student Consultative Forum notes. 26 November 2010 The Actuarial Profession Notes of the Student Consultative Forum held on Friday 26 November 2010 at Staple Inn Hall Present: Chairman Secretary Registrar Deputy Registrar Exam Board ... read more >>
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- Author:
- Continuous Mortality Investigation
AC04 claim diagnosis rates for accelerated critical illness insurance
This spreadsheet contains claim diagnosis rates for accelerated critical illness insurance, on a 'lives' basis, based on data for claims settled in 2003 to 2006. Four sets of rates are included: for males and females, and for non-smokers and smokers. These ... read more >>
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- Author:
- Continuous Mortality Investigation
CMI Working paper 50. CMI critical illness diagnosis rates for accelerated business, 2003-2006
This paper presents claim diagnosis rates for accelerated critical illness insurance, on a ‘lives’ basis, based on data for nearly 20,000 claims settled in 2003 to 2006 Four sets of rates are included: for males and females, and for non-smokers and ... read more >>
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- Author:
- Cameron Heath; John Campbell; Darren Farr; Gladys Hosken; Andrew Newman; Hannes van Rensburg; David Simmons
- Source:
- General Insurance Convention 2009
What is a 1-in-200? (handout)
10/13/2009 1 What is a 1-in-200? Introduction Who are we? ? John Campbell ? Daniel Clarke ? Darren Farr ? Cameron Heath ? Gladys Hosken ? Gillian James ? Andrew Newman ? David Simmons ? Hannes Van Rensburg Introduction What are we going to talk ... read more >>
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Emerging trends in mortality and longevity; Call for abstracts, presentations and posters
This joint symposium with the International Actuarial Association will be held at Warwick from 13 - 14 September 2011 and aims to build on the success of the Joining Forces conference on mortality and longevity held in Edinburgh in October ... read more >>
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- Author:
- Actuarial Society of South Africa; Peter Doyle (President)
- Source:
- Press release (1 February 2011)
South Africa receives international approval to train actuaries in managing risk
South Africa is in the process of training some of the world’s first actuaries formally qualified to devise and implement effective risk strategies for organisations. This follows the approval earlier this month of South Africa’s Chartered Enterprise Risk ... read more >>
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- Author:
- Ji Yao
- Source:
- General Insurance Convention 2009
Clustering in ratemaking: with application in territories clustering (handout)
10/2/2009 C:\Documents and Settings\pdewin\Desktop\02 Final Draft - 2002 HY Results Presentation.PPT 1 Clustering in Ratemaking: Applications in Territories Clustering Ji Yao, PhD FIA GIRO 2009, Edinburgh 6-9 October 2009 © Zurich - 2009 ... read more >>
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- Author:
- Julian Leigh
- Source:
- General Insurance Convention 2009
Insurance in terms of basic economics (slides)
Insurance in Terms of Basic Economics GIRO 2009, Edinburgh The first thing we learn in economics ... Quantity traded Price Supply The first thing we learn in economics ... Quantity traded Price Demand ... is how a market has an ... read more >>
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- Author:
- John Berry; Owen Morris
- Source:
- General Insurance Convention 2009
Model validation and monitoring in personal lines pricing (handout)
1 Model validation and monitoring in personal lines pricing Summary of the GIRO working party John Berry and Owen Morris Edinburgh, 8th October 2009 Motivation ?Sophisticated insurers can have dozens of models… ?Aggregators are increasing our reliance ... read more >>
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- Author:
- John Berry (Chair); Gary Hemming; Georgy Matov; Owen Morris
- Source:
- General Insurance Convention 2009
Report of the Model Validation and Monitoring in Personal Lines Pricing Working Party
Report of the Model Validation and Monitoring in Personal Lines Pricing Working Party John Berry (Chair) Gary Hemming Georgy Matov Owen Morris October 2009 The members of the working party would like to thank David Brown, ... read more >>
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- Author:
- Markus Stricker; Stefan Kunz
- Source:
- General Insurance Convention 2009
Modelling with PillarOne. Risk management meets open source (slides)
Modelling with PillarOne Risk Management Meets Open Source Markus Stricker and Stefan Kunz, Intuitive Collaboration GIRO 2009, Edinburgh PillarOne Driven by a community with dedicated resources – open source An Enterprise software suite ... read more >>
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- Author:
- Paul Cook; Stephen Kelly
- Source:
- General Insurance Convention 2009
Befriend a risk manager today! (slides)
1 Solvency II: Befriend a risk manager today! Paul Cook and Stephen Kelly Grant Thornton UK LLP Agenda Basel II: lessons and comparison What can risk managers learn from actuaries? What can actuaries learn from risk managers? Benefits of an ... read more >>
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- Author:
- Davide Sanders
- Source:
- General Insurance Convention 2009
UK flood and storm catastrophe modelling (slides)
UK Flood and Storm Catastrophe Modelling David Sanders – Milliman Agenda ?Introduction to the model – David Sanders ?Description of the Process – Neil Fleming ?Conclusions, Discussion and Questions Introduction What we are going to describe is not ... read more >>
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- Author:
- Annette Olesen; David Paul
- Source:
- General Insurance Convention 2009
The impact of Solvency II on reserving (slides)
1 The impact of Solvency II on reserving GIRO – Edinburgh – 8 October 2009 Annette Olesen David Paul 2 • Introduction to Groupe Consultatif and its Solvency II project • Work to date 2005 to 2009 • Why harmonisation of technical provisions across ... read more >>
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- Author:
- Louise Pryor
- Source:
- General Insurance Convention 2009
Current issues at BAS (handout)
10/2/2009 1 Current issues at the BAS Louise Pryor GIRO October 2009 2 Agenda TAS R has been issued TAS D and TAS M are expected before year end CP on insurance has been issued Consultation closes on 20 November 2009 GIRO October 2009 3 The new ... read more >>
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- Author:
- Tony Jordan; Mark Rothwell
- Source:
- General Insurance Convention 2009
Winner's curse. The unmodelled impact of competition. Report of the Winner's Curse GIRO Working Party. Appendices
Winner’s Curse - Appendices WINNER’S CURSE August 2009 The Unmodelled Impact of Competition Report of the Winner’s Curse GIRO Working Party APPENDICES Winner’s Curse - Appendices Page 1 Table of Contents ... read more >>
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- Author:
- Dimitris Papachristou
- Source:
- General Insurance Convention 2009
Theoretical and practical aspects of parameter and model uncertainty (slides)
36th ANNUAL GIRO CONVENTION Theoretical and Practical Aspects of Parameter and Model Uncertainty Edinburgh October 2009 Dimitris Papachristou AON BENFIELD Topics ? Sources of parameter uncertainty ? Diversifiable and non diversifiable parameter ... read more >>
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- Author:
- Schemes of Arrangement and Business Transfers Working Party; Darren Michaels; David Hindley; Kate Angell; Helen Wilkinson
- Source:
- General Insurance Convention 2009
Schemes of arrangement and business transfers (slides)
1 GIRO Conference 6-9 October 2010 Edinburgh International Conference Centre Schemes of Arrangement and Business Transfers Working Party David Hindley, Kate Angell, Helen Wilkinson and Darren Michaels and members of the working party 2 Schemes of ... read more >>