Document library
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- Author:
- David Archer; Chris Netiatis
- Source:
- Actuaries and the Law
Professional Neglience
29/08/2012 1 © 2010 The Actuarial Profession www.actuaries.org.uk Professional Negligence Will it get an easier? Actuaries and the Law 2012 13 September Professional Negligence Will it get any easier? David Archer, Partner Chris ... read more >>
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- Author:
- David Hosford; Symon Rowley
- Source:
- Actuaries and the Law
Statutory Employer
29/08/2012 1 © 2010 The Actuarial Profession www.actuaries.org.uk Statutory Employer When an employer is not a scheme employer - the perils and pitfalls of the statutory employer legislation. Actuaries and the Law 2012 13 September Statutory ... read more >>
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- Author:
- Philip James
- Source:
- Actuaries and the Law
Protecting yourself in Cyber space
29/08/2012 1 © 2010 The Actuarial Profession www.actuaries.org.uk Cyber Asset Protection Actuaries and the Law 2012 13 September Cyber Asset Protection Philip James, Partner Pitmans Sport & Entertainment LLP © 2012 Pitmans LLP ... read more >>
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- Author:
- Denise Fawcett; Julian Richards
- Source:
- Actuaries and the Law
Apportionment arrangements
29/08/2012 1 © 2010 The Actuarial Profession www.actuaries.org.uk Apportionment Arrangements Ways of Dealing with Section 75 Debt Actuaries and the Law 2012 13 September Apportionment Arrangements Ways of Dealing with Section 75 Debt Denise ... read more >>
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- Author:
- Paul Wooley; Dmitri Vayanos
- Source:
- Networking event: Replacing the Theory of Efficient Markets
Networking event: Replacing the Theory of Efficient Markets - Implications for Polciy and practice
REPLACING THE THEORY OF EFFICIENT MARKETS--- IMPLICATIONS FOR THEORY AND PRACTICE Paul Woolley and Dimitri Vayanos London School of Economics Plan of the talk Momentum, reversal and value. Prominent market anomalies. An institutional ... read more >>
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General Counsel Division (2012). Memoranda of Understanding: Working With Our Co-Regulators. Edinburgh: Institute and Faculty of Actuaries
This document provides some quick tips onworking with our co-regulators Memoranda of Understanding: Working with our co-regulators 2012/2013 Quick reference guide Version 1 August 2012 MEMORAND A OF UNDERS T ANDIN G: WORKING ... read more >>
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- Author:
- Institute and Faculty of Actuaries
Subscription notice 2012/2013
August 2012 Your membership subscription 2012/2013 I am delighted to inform you that, for the fifth year in a row, subscription fees are not being increased. We have been working very hard on your behalf to deliver the promises made to you in ... read more >>
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- Author:
- Jessica (Weng Kah) Leong, Shaun Wang and Han Chen
- Source:
- Brian Hey Prize - GIRO 2012
Brian Hey Prize - Back-Testing the ODP Bootstrap of the Paid Chain-Ladder Model with Actual Historical Claims Data
Back-Testing Bootstrapping Method 1 ABSTRACT This paper will back-test the popular over-dispersed Poisson (ODP) bootstrap of the paid chain-ladder model, as detailed in England and Verrall (2002), using real data from hundreds of U.S. companies, ... read more >>
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- Author:
- Donald Mango, John Major, Avraham Adler and Claude Bunick
- Source:
- Brian Hey Prize - GIRO 2012
Brian Hey Prize - Capital Tranching: A RAROC Approach to Assessing Reinsurance Cost Effectiveness
1 Motivation. The current industry standard approach evaluates reinsurance effectiveness by calculating capital cost savings as the product of a fixed capital cost rate and the required capital which is released. Reinsurance is deemed “value-creating” ... read more >>
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- Author:
- Alan Calder, Andrew Couper and Joseph Lo. Foreword by Stephen Postlewhite
- Source:
- Brian Hey Prize - GIRO 2012
Brian Hey Prize - Catastrophe Model Blending
1 Foreword Catastrophe modelling has become a key underwriting and risk management tool over the past 15 years. However with the advent of increasingly complex stochastic catastrophe modelling tools, new risks and dangers appear. The ... read more >>
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- Author:
- Ryan Warren, Ji Yao, Tim Rourke, Jan Iwanik
- Source:
- Brian Hey Prize - GIRO 2012
Brian Hey Prize - Game Theory in General Insurance
Institute and Faculty of Actuaries, GIRO, 2012 1 13 August 2012 Game Theory in General Insurance How to outdo your adversaries while they are trying to outdo you Ryan Warren (Chair) Ji Yao Tim Rourke ... read more >>
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- Author:
- Jahan Anzsar, James Armstrong, Roger Austin, Adrian Bartliff, Chris Bird, Martin Cairns, Cherry Chan, Gabriela Chavez-Lopez, Andrew Dee, Gavin Dunkerley, Shane Latchman, David Menezes, Stephen Robertson-Dunn, Melinda Strudwick, Buu Truong
- Source:
- Brian Hey Prize - GIRO 2012
Brian Hey Prize - Practical Issues in the Solvency II Internal Model Approval Process (IMAP) for General Insurance Actuaries 08/2012
GIRO Working Party (2010 -2012) Practical Issues in the Solvency II Internal Model Approval Process (IMAP) for General Insurance Actuaries 08/2012 By Jahan Anzsar, James Armstrong, Roger Austin, Adrian Bartliff, Chris Bird, ... read more >>
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- Author:
- James Karim
- Source:
- Brian Hey Prize - GIRO 2012
Brian Hey Prize - Reinsurance structure and shareholder value
1 Reinsurance Structure and Shareholder Value James Karim August 2012 Introduction 1 Evaluating financing alternatives for an insurance company in a simplified model 2 Equity capital 2 Combination of equ ity and debt capital ... read more >>
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- Author:
- Joe Monk, Peter Brinck, Kathryn Hudson, Katherine Peet, Leith Raw
- Source:
- Brian Hey Prize - GIRO 2012
Brian Hey Prize - Reserving on a contract-by-contract basis
1 Introduction This paper has the basic aim of applying familiar projection methods to a slightly wider set of data in order to add more value from the reserving process. It also neatly avoids some of the complications involved in providing ... read more >>
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- Author:
- Michael Fackler
- Source:
- Brian Hey Prize - GIRO 2012
Brian Hey Paper - The financial crisis
GIRO Conference and Exhibition 2012 1 Abstract The financial crisis of 2007 has triggered various debates, ranging from the stability of the banking system to subtle technical issues regarding the Gaussian and other copulas. All these debates are ... read more >>
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- Author:
- Pietro Parodi
- Source:
- Sessional Research Meeting; Brian Hey Prize - GIRO 2012
Triangle-free reserving : A non-traditional framework for estimating reserves and reserve uncertainty
Paper that won the Brian Hey prize, presented in the Sessional Research Meeting on 4 February 2013. Triangle-free reserving : a non-traditional framework for estimating reserves and reserve uncertainty A discussion paper By Pietro Parodi ... read more >>
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- Author:
- Institute and Faculty of Actuaries
Subscription Notice 2012/2013
The Institute and Faculty of Actuaries Remittance Advice 2012/2013 We appreciate that many employers pay subscriptions, however, it is your responsibility to ensure that the correct subscription is paid. Payment of your subscription entitles you to the ... read more >>
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- Author:
- Institute and Faculty of Actuaries
- Source:
- Core Reading Educational Material SA1
Solvency II - General Insurance
Solvency II - General Insurance Please note - This document is based on excerpts from the Core Reading educational material for subject SA3 (General Insurance). It is therefore intended as a relatively high level introduction to Solvency II, ... read more >>
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- Author:
- Institute and Faculty of Actuaries; Financial Reporting Council
Memorandum of understanding between the Financial Reporting Council and the Institute and Faculty of Actuaries in relation to oversight and technical actuarial standards
This Memorandum of Understanding outlines the respective responsibilities of the Financial Reporting Council ("the FRC") and the Institute and Faculty of Actuaries ("the Institute and Faculty"). ... read more >>
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- Author:
- Sarah Mathieson
- Source:
- Consultation response (2012)
UK Debt Management Office. Super-long and Perpetual Gilts. Consultation response.
Consultation Response UK Debt Management Office Super-long and Perpetual Gilts 17 August 2012 About the Institute and Faculty of Actuaries The Institute and Faculty of Actuaries is the chartered professional body for actuaries in ... read more >>