Document library
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- Author:
- Bernhard Bergman
- Source:
- Staple Inn Actuarial Society paper
Capital: it's overrated! A different perspective on the use of capital for steering purposes
Increasingly, capital seems to be at the heart of the financial management of a modern-day insurance company. Encouraged by regulators and rating agencies, firms are using their capital models and capital-based methodologies for a range of steering ... read more >>
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- Author:
- Lis Gibson
Five years, and still rocking!
Lis Gibson reports on the response by the profession to the Morris Review in relation to General Insurance reserving; the work of the General Insurance Reserving Issues Task Force (GRIT) and the Reserving Oversight Committee (ROC) to date and plans for the ... read more >>
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- Author:
- The Actuarial Profession
- Source:
- Exam papers and examiners' reports
Subject 303 - General insurance. Exam papers and reports, 1999-2004
Subject 303 - General insurance. Exam papers and reports, 1999-2004 Faculty of Actuaries Institute of Actuaries EXAMINATIONS April 1999 Subject 303 — General Insurance Time allowed: Three hours INSTRUCTIONS TO THE CANDIDATE 1. You have 15 minutes at the ... read more >>
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- Author:
- The Actuarial Profession
- Source:
- Exam papers and examiners' reports
Subject 403 - General insurance. Exam papers and reports, 1999-2004
Subject 403 - General insurance. Exam papers and reports, 1999-2004 Faculty of Actuaries Institute of Actuaries EXAMINATIONS April 1999 Subject 403 — UK Fellowship General Insurance Paper One You must answer this subject only, you may not attempt another ... read more >>
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- Source:
- Momentum conference 2010
Momentum conference 2010 brochure
Celtic Manor, Newport, Wales 8 - 10 December 2010 Momentum conference 2010: for actuaries of today and tomorrow The power of engagement Momentum conference 2010 programme committee Hannah Bolton Actuarial Profession Jean Eu SCOR Global Life Emily ... read more >>
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- Author:
- Ruth Loseby
Research project on discount rates
Details of the initial call for research. Call for proposals for research project on discount rates Background The Management Board of The Actuarial Profession wishes to undertake a thought leadership cross-practice research project on discount ... read more >>
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- Author:
- Pietro Parodi
- Source:
- SA0 submission
Computational intelligence techniques for general insurance
SA0 dissertation (Fellowship by research). This paper is an attempt to answer the question "What is the proper framework for understanding risk?" in the context of general insurance. It argues that although actuaries and other risk professionals tend to ... read more >>
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- Author:
- C Barlow; N A Bruce; K M Felisky; S Fisher; E R Gibson; N G J Hilary; I M Hilder; H Kam; P N Matthews; R Winter
- Source:
- Sessional meeting paper
Reserving and uncertainty.
A meta-study of the General Insurance Reserving Issues Task Force and Reserving Oversight Committee research in this area between 2004 and 2009 The General Insurance Board of the Faculty and Institute of Actuaries responded to some of the criticisms raised ... read more >>
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- Author:
- Brian Gravelsons et al
- Source:
- General Insurance Convention 2009
B12: UK Asbestos Working Party update 2009 (5Mb)
Page 1 of 120 UK ASBESTOS WORKING PARTY UPDATE 2009 Working Party: Matthew Ball, Dan Beard, Robert Brooks, Naomi Couchman, Brian Gravelsons (chairman), Charlie Kefford, Darren Michaels, Patrick Nolan, Gregory Overton, Stephen Robertson-Dunn, Emiliano ... read more >>
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- Author:
- John Charles; Andrew Gray
- Source:
- General Insurance Convention 2009
Solvency II non-life modelling issues. Calculating economic capital under solvency II (slides)
GIRO Convention 2009 Workshop D5 Solvency II Non-Life Modelling Issues Calculating Economic Capital under Solvency II John Charles Andrew Gray Agenda ? Definition of 1-year risk ? Modelling approaches ? Real-world issues ? Conclusions ? ... read more >>
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- Author:
- Avni Gohil; Simon Sheaf
- Source:
- General Insurance Convention 2009
The particular problems with periodical payments (handout)
10/13/2009 1 The Particular Problems with Periodical Payments Simon Sheaf Avni Gohil Grant Thornton UK LLP GIRO Conference Edinburgh 8 October 2009 Agenda ? Background ? Recent court judgements ? Indices ? Claimant and defendant preferences ? ... read more >>
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- Author:
- Hanna kam; Nicki Ashbee; Georgina Baker; Richard Barke; Malcolm Cleugh; Helen France; Paul Grimsey; Time Jordan; Juliana Shing; Richard Winter
- Source:
- General Insurance Convention 2009
Understanding the business better for reserving (handout)
9/23/2009 1 Understanding the Business Better for Reserving Working Party Edinburgh, GIRO 8 October 2009 Understanding the Business Better for Reserving Working Party Hanna Kam (Chair) Nicki Ashbee Georgina Baker Richard Barke Malcolm Cleugh Helen ... read more >>
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- Author:
- Karen Newbury; Steve Goodlud
- Source:
- General Insurance Convention 2009
The impact of the current financial crisis on the run-off market (handout)
9/23/2009 1 The Impact of the Current Financial Crisis on the Run-off Market Karen Newbury & Steve Goodlud KPMG LLP (UK) Agenda Introduction and scene setting Discussion What are the key issues for the run-off market arising from the ... 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.
WINNER’S CURSE August 2009 The Unmodelled Impact of Competition Report of the Winner’s Curse GIRO Working Party Winner’s Curse Page 1 Table of Contents 1. FOREWORD ... read more >>
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- Author:
- Lis Gibson; Peter Green; Dewi James; Roger Hayne
- Source:
- General Insurance Convention 2009
The debate - this house believes that deterministic reserving methods should no longer be used (slides)
10/15/2009 1 The debate This house believes that deterministic reserving methods should no longer be used The debate Chair: Kathryn Morgan Speaking: For the motion: Dewi James Against the motion: Lis Gibson Responding: For the motion: Roger ... read more >>
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- Source:
- GIRO Conference 2009
General Insurance Convention 2009: papers
Papers presented to the 2009 General insurance (GIRO) Convention. Contents include: 3 0123456789 3 4 4 5 5 6 6 7 7 8 8 9 9 10 10 11 11 12 12 13 13 14 14 15 15 16 16 17 17 18 18 19 19 20 20 21 21 22 22 23 23 24 ... read more >>
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- Author:
- Paul Klumpes; Andres Reibel
- Source:
- GIRO Conference 2009
International diversity in measuring the fair value of general insurance contracts
This paper discusses international diversity in accounting for insurance contracts as reported under SII and IFRS. Relative to SII, IFRS allow considerable diversity in practice and insurance firms to match income to expenses over the term of an insurance ... read more >>
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- Author:
- Robert Cowell
Exploration of a novel bootstrap technique for estimating the distribution of outstanding claims reserves in general insurance
This is a report on an exploration of the effectiveness of a novel non-parametric bootstrap method for estimating claims reserves, which we call the local chain ladder bootstrap technique. The method is simple and can readily be implemented in a ... read more >>
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- Author:
- General Insurance Practice Executive Committee
- Source:
- Consultation response
Equality Bill: Making it work. Ending age discrimination in services and public functions
consultation response September 2009 Government Equalities Office Equality Bill: Making it work Ending age discrimination in services and public functions Response from the UK Actuarial Profession A g e Consu l t a t i o ... read more >>
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- Author:
- General Insurance Communications Committee
General Insurance Current Issues Committee Newsletter, September 2009
General Insurance Communications Committee Current Issues Newsletter ‐ September 2009 ... read more >>