Document library
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- Author:
- M H Tripp; H L Bradley; R Devitt; G C Orros; G L Overton; L M Pryor; R A Shaw
- Source:
- British Actuarial Journal [BAJ] (2004) 10(5): 919-1026
Quantifying operational risk in general insurance companies
The paper overviews the application of existing actuarial techniques to operational risk. It considers how, working in conjunction with other experts, actuaries can develop a new framework to monitor/review, establish context, identify, understand and ... read more >>
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- Author:
- Mohammad Khan
- Source:
- Younger Members' Convention 2003
Current issues in non-life insurance (Slides)
abcd Current Issues in Non-Life Insurance 2nd YOUNGER MEMBERS CONVENTION Mohammad Khan 1-2 December 2003 Moat House, Glasgow What am I talking about? What’s General Insurance? General Market Situation Hurricanes, Storms, Fires & ... read more >>
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- Author:
- Kamran Foroughi
- Source:
- Younger Members' Convention 2003
From traditional to market-consistent embedded values (Slides)
From Traditional to Market-Consistent Embedded Values Kamran Foroughi Faculty and Institute of Actuaries The 2nd Younger Members Convention 1-2 December 2003 The Glasgow Moat House © Copyright Towers, Perrin, Forster & Crosby, Inc 2 © Copyright ... read more >>
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- Author:
- Derek Newton
- Source:
- Younger Members' Convention 2003
Crisis? What crisis? The state of play in the UK liability market (Slides)
2nd YOUNGER MEMBERS CONVENTION 1-2 December 2003 Moat House, Glasgow CRISIS? WHAT CRISIS? - a review of the liability market Derek Newton 2 December 2003 Moat House, Glasgow Crisis? What crisis? – a review of the liability market Agenda Introduction ... read more >>
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- Author:
- Ron Wheatcroft
- Source:
- Life Convention 2003
What impact will polarisation and extended regulation post-Sandler have on the design and distribution of protection products? (Handout)
Regulation 1 What impact will Polarisation and Extended Regulation Post-Sandler have on the design and distribution of protection products? Ron Wheatcroft Technical Manager Swiss Re Life & Health Slide 2 Ron Wheatcroft Technical Manager Swiss Re ... read more >>
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- Author:
- Ralph Frankland
- Source:
- Life Convention 2003
A practitioners' discussion meeting on issues arising from the use of stochastic tools in risk management of a with-profits fund (Slides)
Stochastic models 1 abcd 2003 Life Convention 9-11 November Hilton Birmingham Metropole Hotel abcd 2003 Life Convention - Capital and Risk Management 10 November Session A02 A Practitioners’ Discussion Meeting on Issues Arising from the Use of ... read more >>
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- Author:
- Nigel Gillott; David Slater
- Source:
- General Insurance Convention 2003
The new FSA capital requirements
A\C:\Emma\website\proceedings\giro2003\gillott.doc General Insurance Convention, 14-17 October 2003, Cardiff The New FSA Capital Requirements Nigel Gillott and David Slater This workshop, delivered by the authors of the actuarial report which was ... read more >>
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- Author:
- Darren Michaels, Anthony Williams
- Source:
- General Insurance Convention 2003
UK & European asbestos (slides)
1 UK & European Asbestos GIRO XXX 2003 Convention Darren Michaels & Anthony Williams 14-17 October 2003 City Hall, Cardiff 2 UK & European Asbestos ■ Background ■ Exposures ■ Diseases ■ Asbestos Compensation Systems across Europe ■ ... read more >>
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- Author:
- Gregory Overton, Darren Michaels
- Source:
- General Insurance Convention 2003
US asbestos (slides)
1 US Asbestos GIRO XXX 2003 Convention Gregory Overton & Darren Michaels 14-17 October 2003 City Hall, Cardiff The views expressed in this presentation are generally those of the individual presenters and not the companies that they represent, ... read more >>
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- Author:
- Douglas Collins; David Powell
- Source:
- General Insurance Convention 2003
Worldwide actuaries. Separated by a common set of standards and practices (Slides)
GIRO XXX 2003 Convention Worldwide Actuaries… Separated by a common set of standards and practices David Powell and Douglas Collins 14-17 October 2003 City Hall, Cardiff Title ASOP 36 • Statements of Actuarial Opinion Regarding Property/Casualty ... read more >>
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- Author:
- David Sanders
- Source:
- General Insurance Convention 2003
Extreme events part 2. Financial catastrophes. The overthrow of modern financial theory
General Insurance Convention, 14-17 October 2003, Cardiff Extreme Events Part 2 Financial Catastrophes The Overthrow of Modern Financial Theory Working Party Chair David Sanders 1. Introduction 2. Are Financial Risks insurable? 3. ... read more >>
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- Author:
- Stuart Wrenn
- Source:
- General Insurance Convention 2003
Developing relationships with underwriters
General Insurance Convention, 14-17 October 2003, Cardiff Developing relationships with underwriters Working Party Stuart Wrenn (Chairman) Andrew Couper Elizabeth Edwards Patrick Grealy Thomas Harris David Hart Susan Ley Keywords ... read more >>
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- Author:
- Catherine Cresswell
- Source:
- General Insurance Convention 2003
Clearer Communication Working Party report
General Insurance Convention, 14-17 October 2003, Cardiff The Clearer Communication Working Party Catherine Cresswell Neil Hilary Mark Malone Jenny Wong Key words: communication, reserve strength, IBNR Report of the working party The ... read more >>
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- Author:
- James Orr, Bozena Piniecka, Sean Choi
- Source:
- General Insurance Convention 2003
The overhaul of Lloyd's realistic disaster scenarios: 2003 update
This paper has been produced by the members of the Loss Modelling Team within the Risk Management Division of Lloyd’s, which is a new team with responsibility for improving the quantification of risk within the Franchise (i.e. within both the Franchisor, ... read more >>
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- Author:
- Nino Savelli
- Source:
- General Insurance Convention 2003
A risk theoretical model for assessing the solvency profile of a general insurer
A risk theoretical simulation model is here applied in order to assess the default risk of a general insurer along a medium-term time horizon. Different ruin barriers are regarded and by the results of the simulation model is then built up a Risk vs ... read more >>
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- Author:
- Timothy Tetlow
- Source:
- General Insurance Convention 2003
A Multi-model approach to catastrophe aggregate distributions; and The construction of a life and PA cat model from a WC cat model natural perils
General Insurance Convention, 14-17 October 2003, Cardiff Timothy Tetlow Part 1 - A Multi-model approach to catastrophe aggregate distributions Why is this necessary? One may consider that one proprietary cat model has a better view of a peril or ... read more >>
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- Author:
- Louise Pryor; Richard Shaw
- Source:
- General Insurance Convention 2003
Operational risk
General Insurance Convention, 14-17 October 2003, Cardiff OPERATIONAL RISK WORKSHOP Louise Pryor & Richard Shaw This workshop will provide an overview of issues affecting the management of operational risk in a general insurance ... read more >>
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- Author:
- Seamus Creedon
- Source:
- General Insurance Convention 2003
Risk and capital assessment and supervision in financial firms : 2nd Interim Working Party report
RISK AND CAPITAL ASSESSMENT AND SUPERVISION IN FINANCIAL FIRMS 2N D INTERIM WORKING PARTY REPORT G E N E R A L I N S U R A N C E R E S E A R C H O R G A N I S A T I O N G I R O 2 0 0 3 ... read more >>
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- Author:
- Richard Shaw
- Source:
- General Insurance Convention 2003
Stress testing and scenario analysis
General Insurance Convention, 14-14 October 2003, Cardiff Stress Testing and Scenario Analysis Workshop Richard Shaw This workshop will provide an overview of stress testing and scenario analysis for a general insurance company. In ... read more >>
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- Author:
- Graham Lyons
- Source:
- General Insurance Convention 2003
Aviation: current reinsurance programme [slides]
S:\06 Professional Bodies\Institute of Actuaries\Seminars-Conferences\GIRO XXX Cardiff\GL_Aviation.ppt The Actuarial Profession making financial sense of the future GIRO XXX 2003 Convention Aviation: Current Reinsurance Programmes Graham Lyons S:\06 ... read more >>