Document library
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Mortality improvements by socio-economic circumstances, discussion paper
This paper was presented at a sessional research meeting at Staple Inn Hall, London, on 24 September 2012. Mortality improvements by socio-economic circumstances in England (1982 to 2006) A discussion paper BY J.L.C. LU, W. WONG, AND M. BAJEKAL ... read more >>
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- Author:
- S. Deksler
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- Solvency II Technical Provisions – What Actuaries will be doing differently
Solvency II Technical Provisions – What Actuaries will be doing differently
Background information for a round table discussion on 26 March 2012 at Staple Inn, London. Sessional Research Discussion Meeting – 26 March 2012 Staple Inn Hall, London Solvency II Technical Provisions – What Actuaries will be doing differently? ... read more >>
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- Author:
- IFRS Working Party
- Source:
- Sessional research discussion paper
Insurance accounting: a new era?
Insurance accounting has for many years proved a challenging topic for standard setters, preparers and users, often described as a 'black box'. Will recent developments, in particular the July 2010 Insurance Contracts Exposure Draft, hearald a new ... read more >>
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- Author:
- Tony Lovick and Peter Lee
- Source:
- Sessional research discussion paper
Redefining the Deviance Objective for Generalised Linear Models
This paper defines the 'Case Deleted' Deviance - a new objective function for evaluating Generalised Linear Models, and applies this to a number of practical examples in the pricing of general insurance. The paper details practical approximations to ... read more >>
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- Author:
- C.A. Cowling, R. Frankland, R.T.G. Hails, M.H.D. Kemp, R.L. Loseby, J.B. Orr and A.D. Smith
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- Sessional research paper
Developing a framework for the use of discount rates in actuarial work
The Management Board of the UK Actuarial Profession is undertaking a thought leadership cross-practice research project on the use of discount rates by UK actuaries. The timing for this research is particularly appropriate as there is a convergence ... 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
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- 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:
- Cherry Chan\; Sejal Haria\; Neil Hilary\; Kathryn Morgan\; George Orros\; Geoffrey Perry\; Kartina Tahir-Thomson\; Michael Tripp
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- Author:
- Cherry Chan; Sejal Haria; Neil Hilary; Kathryn Morgan; George Orros; Geoffrey Perry; Kartina Tahir-Thomson; Michael Tripp
- Source:
- Sessional meeting paper
Enterprise risk management from the general insurance actuarial perspective
The authors have reviewed over 60 texts on the subject of Enterprise Risk Management (ERM). In this paper they set out a summary of ERM based on three of those sources, selected for their relevance and breadth of view. The paper observes that the ... read more >>
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- Source:
- Our Changing Future meeting, 26 March 2008
Current topics 2008 (FASS). General insurance
Faculty of Actuaries Students’ Society Current Topics 2008 - General Insurance March 2008 Faculty of Actuaries Student Society, Current Topics 2008, General Insurance. 2 Authors Clare Edler Tanvi Lakhani With contributions from Catherine ... read more >>
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- Author:
- Clare Edler
- Source:
- Our Changing Future meeting, 26 March 2008
Current topics 2008 (FASS). General insurance (slides)
Current Issues in General Insurance. 26 March 2008 Clare Edler Presentation to the Joint Meeting of the Faculty of Actuaries Students Society and Our Changing Future Presentation to the Faculty of Actuaries Students Society3 ©2008 Deloitte & ... read more >>
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- Author:
- J D Anderson; C G Bolton; G L Callan; M Cross; S K Howard; G R J Mitchell; K P Murphy; J C Rakow; P A Stirling; G E Walsh
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- Sessional meeting paper
General insurance premium rating - the way forward. Summary of the recommendations of the General Insurance Premium Rating Working Party (GRIP)
The General Insurance Premium Rating Issues Working Party (GRIP) was established by the General Insurance Board of the Faculty and Institute of Actuaries in 2005 to review actuarial involvement in premium rating issues, pricing being one of the key areas ... read more >>
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- Source:
- Sessional meeting paper
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- Author:
- Andrew Hitchcox; I A Hinder; A M Kaufman; Trevor Maynard; Andrew Smith; Martin White
- Source:
- Sessional meeting paper
Assessment of target capital for general insurance firms (mp3 sound file)
This paper discusses the concept of target capital, where the firm takes account of three different approaches to risk appetite: regulatory capital plus a buffer; rating agency views; and the views of shareholders where they make commitments to customers ... read more >>
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- Author:
- Andrew Hitchcox; I A Hinder; A M Kaufman; Trevor Maynard; Andrew Smith; Martin White
- Source:
- Sessional meeting paper
Assessment of target capital for general insurance firms
This paper discusses the concept of target capital, where the firm takes account of three different approaches to risk appetite: regulatory capital plus a buffer; rating agency views; and the views of shareholders where they make commitments to customers ... read more >>
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- Author:
- A R Jones; P J Copeman; E R Gibson; N J S Line; J A Lowe; P Martin; P N Matthews; D S Powell
- Source:
- Sessional meeting paper
A change agenda for reserving. Report of the General Insurance Reserving Issues Taskforce (GRIT) [mp3 sound file]
Reserving is important to our profession as it is a core activity for actuaries. The members of the Taskforce have been considering how actuaries can improve the way in which we do reserving in general insurance. Keywords: reserves; best estimate; ranges; ... read more >>
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- Author:
- David Sanders
- Source:
- Sessional meeting paper
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- Author:
- David Sanders
- Source:
- Sessional meeting paper
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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:
- Sessional meeting paper
Quantifying operational risk in general insurance companies [mp3 sound file]
This 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:
- M H Tripp; H L Bradley; R Devitt; G C Orros; G L Overton; L M Pryor; R A Shaw
- Source:
- Sessional meeting paper
Quantifying operational risk in general insurance companies
This 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:
- Peter Clark; Peter Hinton; Erica Nicholson; Liam Storey; Gary Wells; Martin White
- Source:
- Sessional meeting paper
The implication of fair value accounting for general insurance companies
The implementation of the International Accounting Standards Board's (IASB's) Draft Statement of Principles (DSOP) will require fundamental changes to the statutory financial reporting by insurance companies. This paper sets out to discuss the key issues ... read more >>