Document library
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- Author:
- Louise Pryor; Richard Evans; Brian Foley; Michael Garner; Neil Hilary; Justin Skinner; Mark Shapland; Kathryn Staff; James Tanser
- Source:
- General Insurance Convention 2006
Actuaries excel: but what about their software?
Actuaries excel: but what about their software? Louise Pryor, Richard Evans, Brian Foley, Michael Garner, Neil Hilary, Justin Skinner, Mark Shapland, Kathryn Staff, James Tanser 1 Introduction Software is a key part of our day-to-day work as ... read more >>
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- Author:
- Julian Leigh
- Source:
- General Insurance Convention 2008
General Insurance Practice Executive Committee Report (handout)
1 GIRO Convention 23-26 September 2008 Hilton Sorrento Palace GI Practice Executive Committee Report GI Board Report 2007-2008 Who was on the Board: ? Philip Archer-Lock ? Rodney Bonnard ? Peter Copeman ? Lis Gibson ? Justyn Harding ? Andrew ... read more >>
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- Author:
- Graham Fulcher; Alex Marcuson
- Source:
- General Insurance Convention 2008
Lime Street, Wall Street and Main Street. (Slides)
Lime Street, Wall Street and Main Street Graham Fulcher and the Securitisation Working Party Alex Marcuson and the Sub-Prime Working Party Securitisation Working Party Graham Fulcher Esmee Robinson Mohamed Afify Cormac Bradley JB Crozet David ... read more >>
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- Author:
- Jim Gustafsson
- Source:
- General Insurance Convention 2008
A mixing severity model incorporating three sources of data for operational risk quantification
To meet the new Solvency II Directive for operational risk capital assessment, an insurance company’s internal model should make use of internal data and relevant external information. One of the unresolved challenges with operational risk quantification ... read more >>
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- Author:
- Richard Winter
- Source:
- General Insurance Convention 2006
The Actuarial Prediction Survey (Handout)
1 33rd ANNUAL GIRO CONVENTION Hilton Vienna Hotel, Am Stadtpark The Actuarial Prediction Survey Why? ?What have we learnt from it ?What were we trying to achieve? So are we doing any better than guessing? ? Prior to historic data being provided, 16% ... 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:
- Nick Ross
- Source:
- General Insurance Convention 2002
European weather derivatives
EUROPEAN WEATHER DERIVATIVES This paper concentrates on where the future of the weather derivatives market may lie, where the new applications may be situated and what will be the main drivers of the market size. We realise that some of the ... read more >>
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- Author:
- Peter England
- Source:
- General Insurance Convention 2002
Stochastic reserving in general insurance [Slides]
Stochastic Reserving in General Insurance Peter England, PhD EMB GIRO 2002 Aims To provide an overview of stochastic reserving models, using England and Verrall (2002, BAJ) as a basis. To demonstrate some of the models in practice, and discuss practical ... read more >>