Document library
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- Author:
- Richard Care; Jacqueline Fenech
- Source:
- Life Convention 2006
Solvency II. Challenges and industry impact (handout)
1 Solvency II Challenges and industry impact Richard Care Jacqueline Fenech Solvency II Agenda: ?What is Solvency II and where is it up to ?Quantitative Impact Study II (QISII) ?Assessment of Impact ?Future Challenges ?Timetable Background: Solvency I ... read more >>
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- Author:
- A C Campbell; D C Grimley; J K Pallister; A M Stoker; Andrew Walton; Costas Yiasoumi
- Source:
- British Actuarial Journal [BAJ] (2006) 12(3): 639-727
Lessons from closure : an analysis and comparison of the issues facing closed life funds and closed pension schemes
LESSONS FROM CLOSURE: AN ANALYSIS AND COMPARISON OF THE ISSUES FACING CLOSED LIFE FUNDS AND CLOSED PENSION SCHEMES By A. C. Campbell, D. C. Grimley, J. K. Pallister, A. M. Stoker, A. R. Walton and C. A. Yiasoumi ... read more >>
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- Author:
- D Blake; A J G Cairns; K Dowd
- Source:
- British Actuarial Journal [BAJ] (2006) 12(1): 153-228
Living with mortality: longevity bonds and other mortality-linked securities
This paper addresses the problem of longevity risk — the risk of uncertain aggregate mortality — and discusses the ways in which life assurers, annuity providers and pension plans can manage their exposure to this risk. In particular, it focuses on how ... read more >>
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- Author:
- Life Board
GN44: Mathematical reserves and resilience capital requirement. Version 2.0 [adopted by BAS on 19 May 2006]
This life insurance Guidance Note has been adopted by the Board for Actuarial Standards. The latest version is available on the <a href\="http://www.frc.org.uk/bas/actuarial/index.cfm" target\="external">BAS website</a>. MAP/GN44 V2.0 B44.1 ... read more >>
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- Author:
- Life Board
GN45: Determining the with-profits insurance capital component. Version 2.0 [adopted by BAS on 19 May 2006]
This life insurance Guidance Note has been adopted by the Board for Actuarial Standards. The latest version is available on the <a href="http://www.frc.org.uk/bas/actuarial/index.cfm" target="external">BAS website</a>. MAP/GN45 V2.0 B45.1 ... read more >>
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- Author:
- David Bartlett\; Mark Chaplin\; Kevin Dowd\; Patrick Kelliher\; Chris O'Brien
- Source:
- Working Party on Risk Management in UK life assurers
Risk management by UK life assurers. A survey
This paper reports the results of a questionnaire survey sent to actuaries in UK life assurers in autumn 2005. It describes how enterprise risk management is carried out in UK life assurers, and the processes used for identifying, measuring and managing ... read more >>
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- Author:
- Continuous Mortality Investigation
CMI Working paper 19. Per-policy mortality investigation (including revised coding guide)
CMI Working paper 19. Per-policy mortality investigation (including revised coding guide) Continuous Mortality Investigation WORKING PAPER 19 Per Policy Mortality Investigation (including revised Coding Guide) CONTENTS Executive ... read more >>
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- Author:
- Continuous Mortality Investigation
CMI Working paper 19. Per-policy data submission - revised coding guide (1.0)
CMI Working paper 19. Per-policy data submission - revised coding guide (1.0) 1 Continuous Mortality Investigation ‘Per Policy’ Coding Guide for Mortality and Critical Illness Investigations Version 1.0 – issued to data contributors ... read more >>
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- Author:
- Dave Grimshaw
- Source:
- Current Issues in Critical Illness seminar, December 2005
CMI Critical illness update
CMI Critical Illness Update “Current Issues in Critical Illness” 7 December 2005 Dave Grimshaw Chairman, CMI Critical Illness Committee CMI CI Investigation • Investigation started with 1998 data • Published results to members for 1998, 1999 & ... read more >>
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- Author:
- Continuous Mortality Investigation
CMI Per-policy coding guide for mortality and critical illness investigations, version 1.2
CMI Per-policy coding guide for mortality and critical illness investigations, version 1.2 1 Continuous Mortality Investigation ‘Per Policy’ Coding Guide for Mortality and Critical Illness Investigations Version 1.2 – including updates to ... read more >>
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- Author:
- Continuous Mortality Investigation
CMI Per-policy coding guide for mortality and critical illness investigations, version 1.1
CMI Per-policy coding guide for mortality and critical illness investigations, version 1.1 1 Continuous Mortality Investigation ‘Per Policy’ Coding Guide for Mortality and Critical Illness Investigations Version 1.1 – includes Update 1 to ... read more >>
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- Author:
- Continuous Mortality Investigation
CMI Working paper 18. 1999-2002 critical illness experience: Feedback on WP14 and future work
Continuous Mortality Investigation Critical Illness Committee WORKING PAPER 18 1999-2002 Critical Illness experience: Feedback on Working Paper 14 and Future Work CONTENTS 1. INTRODUCTION 2 2. FEEDBACK RECEIVED ON ... read more >>
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- Author:
- Scott Reid
- Source:
- Life Convention 2005
Early warning signals from critical illness claims data (Handout)
1 2005 Life Convention 20-22 November Cardiff International Arena, Cardiff A04 Early Warning Signals from Critical Illness Claims Data Scott Reid Revios Reinsurance UK Ltd. Agenda Objective Big Picture Current Process Experience Analysis ... read more >>
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- Author:
- Paul Turnbull; Matthew Taylor; Andrew Rendell
- Source:
- Life Office Tax Institute Working Party
Life Office Tax. Institute Working Party
1 2005 Life Convention 20-22 November Cardiff International Arena, Cardiff Life Office Tax Institute Working Party Paul Turnbull Matthew Taylor Andrew Rendell Agenda Latest tax changes including: sub fund recognition and taxation of surplus with-profits ... read more >>
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- Author:
- Continuous Mortality Investigation
CMI Report 22. Whole volume
Sickness experience 1999-2002 for individual income protection policies ISSN 0954-2388 C M I R 22 (2005) Continuous Mortality Investigation Reports Number 22 Published by the Institute of Actuaries ... read more >>
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- Author:
- Don Mango
- Source:
- General Insurance Convention 2005
Insurance capital as a shared asset - theory and practice (Handout)
1 Insurance Capital As A Shared Asset Theory and Practice Don Mango Director of R&D, GE Insurance Solutions CAS Vice President, Research and Development 2005 GIRO Convention GE Insurance Solutions protects people, property and reputations. With ... read more >>
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- Author:
- Continuous Mortality Investigation
SAPS mortality investigation 2000-2003, data (individual ages)
SAPS mortality investigation 2000-2003, data (individual ages) Summary Sheet CMI Self Administered Pension Schemes Mortality Investigation Summary Of Contents Sheet Name Exposed to Risk - All Years Actual Deaths - All Years M L ... read more >>
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- Author:
- Continuous Mortality Investigation
CMI Working paper 16. The graduation of the CMI 1999-2002 mortality experience: Proposed annuitant and pensioner graduations
CMI Working paper 16. The graduation of the CMI 1999-2002 mortality experience: Proposed annuitant and pensioner graduations Continuous Mortality Investigation Mortality Committee Working Paper 16 The Graduation of the CMI 1999-2002 Mortality ... read more >>
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- Author:
- Tony Leandro
- Source:
- Current Issues in Life Assurance seminar, September 2005
Update on the 00 Series
Update on the “00” Series Tony Leandro 28 September 2005 Introduction § Graduations § Working paper 12 – Assured Lives § Working paper 16 – Annuitants & Pensioners § Longevity projections § Working papers § Data § Software/Workshops § ... read more >>
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- Author:
- John Cummings; Shayne Deighton; John Jenkins; Derek Wright
- Source:
- Current Issues in Life Assurance seminar 2005
The role of advisors: feedback from the big four (handouts)
1 CILA 2005 Role of Advisors: feedback from the big four Derek Wright Deloitte John Jenkins KPMG Shayne Deighton Ernst & Young John Cummings PwC Appointed Actuary With Profits Actuary Head of Actuarial Function Reviewing Actuary CP 167 ... read more >>