Document library
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Matching investment strategies in general insurance - is it worth it? (handout)
Matching Investment Strategies in General Insurance – Is it Worth It? 34TH ANNUAL GIRO CONVENTION CELTIC MANOR RESORT, NEWPORT, WALES Aim of Presentation ? To answer a key question: “ What are the benefit of adopting matching investment strategies ... read more >>
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Developments in price optimisation (handout)
1 34TH ANNUAL GIRO CONVENTION Stephen Jones – Director, EMB; Analytics Director, Quantium UK Phil Webb – Pricing Manager, AA Insurance Services CELTIC MANOR RESORT, NEWPORT, WALES D02: Developments In Price Optimisation What we discussed in 2006 ? ... read more >>
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Guidance developments for general insurance actuaries in the United States (handout)
1 Guidance Developments for General Insurance Actuaries in the United States Mary Frances Miller 2007 GIRO Agenda • Enhancements to the legal requirements for insurance company statutory reserve opinions • New qualification standard for all ... read more >>
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Report of the UK Asbestos Working Party II (handouts)
The 2007 GIRO Conference UK Asbestos Working Party II Brian Gravelsons Darren Michaels Robert Brooks Andy Whiting 2-5 October 2007, Celtic Manor, Wales 4th October 2007 UK Asbestos Working Party II Working Party Members Andy Whiting Graham ... read more >>
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CAS: Enhancing the reputation of Casualty Actuaries (handout)
CAS: Enhancing the Reputation of Casualty Actuaries GIRO Convention October 2007 Background ? November 2003 Standard & Poors article ? “Actuaries are signing off on reserves that turn out to be wildly inaccurate. It’s an abysmal track ... read more >>
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Individual claim loss reserving conditioned by case estimates
This paper examines various forms of individual claim model for the purpose of loss reserving, with emphasis on predictive efficiency in the sense of prediction error in the reserve. Each form of model is calibrated against a single extensive data set, and ... read more >>