Document library
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Extending the Mack Bootstrap
Winner of the 2011 Brian Hey Prize - GIRO Paper 2011 Foreword * Joseph Lo, London, U.K.; joseph.lo@aspen.co 29 Foreword Many general insurance actuaries have a love-hate relationship with the Mack bootstrap. The methodology has usefully provided ... read more >>
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D3: GIRO Third Party Claims Working Party – Latest developments and findings relevant to pricing
Update from the Third Party Working Party David Brown, Direct Line Group Rob Treen, Towers Watson 01 July 2013 Colour palette for PowerPoint presentations Dark blue R17 G52 B88 Gold R217 G171 B22 Mid blue R64 G150 B184 Secondary ... read more >>
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Plenary 6: Preliminary results from the Third Party Working Party: Motor reserving issues based on the latest 2012 industry data
Update from the Third Party Working Party David Brown, Direct Line Group Rob Treen, Towers Watson 01 July 2013 Colour palette for PowerPoint presentations Dark blue R17 G52 B88 Gold R217 G171 B22 Mid blue R64 G150 B184 Secondary ... read more >>
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Perspective from the Board Room
02/07/2013 1 ORSA: A view from the Board Room Nigel Masters 1 July 2013 ORSA A View from the Board Room 1 July 2013 02/07/2013 2 ORSA: A view from the Board Room Some initial observations • ORSA is highly ambitious and may fail because it seeks to ... read more >>
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The assessment of ‘Own Solvency Needs’
02/07/2013 1 Own Solvency Needs Gavin Hughes, Towers Watson 1 July 2013 Institute of Actuaries Conference ORSA 02/07/2013 2 Agenda • Background K id ti• ey cons era ons • Potential implications • Conclusion 2 Background 02/07/2013 3 ... read more >>
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Update on regulations and emerging practice
02/07/2013 1 ORSA: Update on regulations and emerging practice Niamh Carr, Towers Watson 02 July 2013 Agenda Update on Solvency II Reaction from the PRA Overview of EIOPA consultation Emerging practice 2 02/07/2013 2 Update on Solvency II 02 July ... read more >>
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Engaging the business through ORSA
25/06/2013 1 Engaging the Business through ORSA Alex Duncan 1 July 2013 Introduction • Own Risk and Solvency Assessment (ORSA) is the most valuable tool available to a CRO • Regulatory requirement in both Basel and Solvency 2 • How can ... read more >>
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Estimating risk profiles for common diseases from environmental and genetic factors
18/06/2013 1 Estimating risk profiles for common diseases from environmental and genetic factors Cathryn Lewis King’s College London Contents • Introduction to genetic prediction • Estimating disease risks • Implications 18/06/2013 2 ... read more >>
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Mortality and Smoking Prevalence
18/06/2013 1 Mortality and Smoking Prevalence A Mortality Model for Multiple Populations Torsten Kleinow and Andrew J.G. Cairns Heriot-Watt University 18 June 2013 Mortality rates 18 June 2013 18/06/2013 2 Smoking prevalence 18 June ... read more >>
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Incorporating model uncertainty into mortality forecasts
Incorporating model uncertainty into mortality forecasts Jon Forster and Xiaoling Ou Mortality Research Grants Presentation, 17 June 2013 Staple Inn Hall, London Jon Forster and Xiaoling Ou Incorporating model uncertainty into ... read more >>
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E4: Financial repression working party
11/06/2013 1 Financial repression Financial repression working party of the Finance & Investment PEC Presented to the Risk and Investment Conference Brighton June 2013 Colour palette for PowerPoint presentations Dark blue R17 G52 ... read more >>
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E1: Price Monitoring in the Lloyd's market: Where to go next?
© Lloyd’s < Picture to go here > Price Monitoring in the Lloyd’s Market Markus Gesmann Lloyd’s Analysis General Insurance Pricing Seminar, 11 June 2013 © Lloyd’s Price Monitoring in the Lloyd’s Market Agenda ► Setting the scene ► ... read more >>
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Rob Jarvis and Patrick Bradley
22/05/2013 1 Thinking outside the box Robert Jarvis 22 May 2013 The insurance value chain 22 May 2013 2 22/05/2013 2 The market as a whole 22 May 2013 3 Does any of this matter? 22 May 2013 4 22/05/2013 3 Questions Comments Expressions of ... read more >>
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Plenary 3: PRA Update
James Orr Kathryn Morgan 2 May 2013 Current Issues in General Insurance From the FSA to the PRA Agenda • The changing structure of UK regulation • The new regulatory architecture • The approach to prudential risk • Interaction with the ... read more >>
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B5: Update from Asbestos and Deafness working parties
08/05/2013 1 Update from UK asbestos and deafness working parties Robert Brooks, Brian Gravelsons and Gabriela Macra 02 May 2013 Agenda • Update from the UK asbestos working party Background and Introduction– – Recap on 2009 UK Asbestos ... read more >>
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B3: Update from the Third Party claims working party
09/05/2013 1 Update from the Third Party WP David Brown 02 May 2013 Disclaimer This document represents the personal views of the speaker who does not accept any liability for reliance on it and makes no warranty as to its content or accuracy. This ... read more >>
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Plenary 6: Is the current insurance model going to die?
01/05/2013 1 Is the Insurance Model Dead...? Mohammad Khan PwC LLP 01 May 2013 The iAge 01 May 2013 01/05/2013 2 The iAge Younger generations are quicker to accept and adapt to new technology 01 May 2013 3 The iAge Information is shared quickly and ... read more >>
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A1: Update from Lloyd's on Capital Reserves and Solvency II
© Lloyd’s < Picture to go here > Current Issues in General Insurance: Lloyd’s Update Jerome Kirk & Henry Johnson – Lloyd’s 2 May 2013 © Lloyd’s Agenda ► Year-end 2012 – results – reserves and reserving – capital ► ... read more >>
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Plenary2: UK floods - an update from the ABI
01/05/2013 1 The Future of Flood Insurance in the UK Matt Cullen Policy Adviser, Flooding, ABI The current state of flood risk EA, 2009 01/05/2013 2 Climate change and flooding We expect sea levels to rise increasing the risk of coastal flooding. ... read more >>
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A3: PPO's: Results and issues from the 2012 working party
01/05/2013 1 Current Issues In General Insurance 2 May 2013 01 May 2013 PPOs III Antony Claughton, DLG and Sarah MacDonnell, Towers Watson 01 May 2013 01/05/2013 2 Agenda • Focus on ASHE I d t lt• n us ry survey resu s 3© 2012 The Actuarial ... read more >>