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Author:
Roger Simler; Mark Pibworth
Source:
Life conference and exhibition 2010

E02: Aggregation techniques for Solvency II: a practical example

2010 The Actuarial Profession circle4 www.actuaries.org.uk © Deloitte LLP and Legal & General Life conference and exhibition 2010 Mark Pibworth, Legal & General and Roger Simler, Deloitte E2: Aggregation techniques for Solvency II: a ... read more >>

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Author:
Juliette Duchassaing; John O'Neill; Niel Daniels
Source:
Life conference and exhibition 2010

C06: Do enchanced annuities damage the market? An investigation into residual standard mortality

29/10/2010 1 Life conference and exhibition 2010 Niel Daniels - Daniels Actuarial Consulting and Juliette Duchassaing - CoE Longevity , PartnerRe Do enhanced annuities © 2010 The Actuarial Profession ? www.actuaries.org.uk damage the ... read more >>

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Author:
Loraine Feldman; Neal Writer
Source:
Life conference and exhibition 2010

B09: Solvency II - practical challenges of implementing the documentation test

© 2010 The Actuarial Profession ? www.actuaries.org.uk Life conference and exhibition 2010 Loraine Feldman – Deloitte Neal Writer – Royal London Practical challenges of implementing the documentation test 7-9 November 2010 Agenda • Background to ... read more >>

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Author:
S D Baxter; O D Bettis; S J R Brimblecombe; C A Fitzgerald; S Harrison; V J Hodge; B P Maher; P G Meins; A Mookerjee; L Perroy; N G Silver
Source:
Climate Change and Resource Depletion, 4 November 2010

Climate change and resource depletion - review of literature

PAGE 74 PAGE 73 Climate Change and Resource Depletion: The Challenges for Actuaries Review of Literature By S.D. Baxter, O.D. Bettis, S.J.R. Brimblecombe, C.A. Fitzgerald, Dr. S. Harrison, V.J. Hodge, B.P. Maher, P.G. ... read more >>

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Author:
J. Maher, J. Corrigan, A. Bentley and W. Diffey
Source:
Sessional research discussion paper

An executive's handbook for understanding and risk managing unit linked guarantees.

The focus of this paper is the identification, and more importantly, sustainable management, of risks embedded in guarantees attaching to unit linked savings and retirement contracts (as commonly referred to as GMxBs).  In developing customer centric ... read more >>

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Author:
Kevin O'Regan
Source:
Open Forum: Latest Developments in Longevity Hedging for Pension Schemes, 13 October 2010

Open forum: latest developments in longevity hedging for pension schemes

How does an underwriter view longevity risk? Kevin O’Regan Head of Longevity Reinsurance, PartnerRe October 12, 2010 2 What is Longevity risk? Longevity risk is “the risk that people live longer than expected” It is a long duration, systemic risk One of ... read more >>

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Author:
Chris Watts
Source:
Open Forum: Latest Developments in Longevity Hedging for Pension Schemes, 13 October 2010

Banks perspective, Chris Watts

© 2010 The Actuarial Profession  www.actuaries.org.uk Latest Developments in longevity hedging for pension schemes Banks Perspective Chris Watts 12 October 2010 Pension Scheme Risk Management Strategies • Important to think of longevity hedging in ... read more >>

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Author:
Andrew Birkett
Source:
Open Forum: Latest Developments in Longevity Hedging for Pension Schemes, 13 October 2010

Latest developments in longevity hedging for pension schemes

© 2010 The Actuarial Profession  www.actuaries.org.uk Latest Developments in Longevity Hedging Andrew Birkett, Babcock International Group PLC 12 October 2010 Babcock’s perspective What did we do? • Trustees of 3 schemes transacted longevity swaps • ... read more >>