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Author:
James Rakow
Source:
General Insurance Convention 2007

Operational time stochastic reserving method (slides)

34TH ANNUAL GIRO CONVENTION CELTIC MANOR RESORT, NEWPORT, WALES Operational Time Stochastic Reserving Method James Rakow CELTIC MANOR RESORT, NEWPORT, WALES The Advert This reserving method was published in 1992 but to date does not appear to be ... read more >>

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Author:
Duncan Anderson
Source:
General Insurance Convention 2008

Personal lines pricing (slides)

Personal Lines Pricing Duncan Anderson Aggregators Equality Bill 2007 floods Depletion of reserves Credit Hire Organisations Telematics Effect of fuel prices Effect of recession - fraud Effect of recession - theft Availability of competitor ... read more >>

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Author:
Glenn Meyers
Source:
General Insurance Convention 2008

Stochastic loss reserving with the collective risk model (handout)

1 Stochastic Loss Reserving with the Collective Risk Model Glenn Meyers ISO Innovative Analytics GIRO Convention 23-26 September 2008 Hilton Sorrento Palace Outline of Presentation ? General Approach to Stochastic Modeling ? Allows for better estimate ... read more >>

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Author:
Dimitris Papachristou
Source:
General Insurance Convention 2008

Factors affecting the price of catastrophe bonds (slides)

35th ANNUAL GIRO CONVENTION Factors Affecting the Prices of Catastrophe Bonds Dimitris Papachristou BENFIELD Structured Products September 2008 SORRENTO - ITALY Contents ? This presentation is not about how a CAT bond should be priced ? It is ... read more >>

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Author:
Henry Johnson
Source:
General Insurance Convention 2001

PI and D&O (slides)

PI and D&O Conflicts Why would actuaries be interested? What is PI? What is D&O? Topical issues Market statistics Pricing issues and conclusion PI and D&O: Conflicts Disclaimer People who know about Professional Indemnity and Directors & ... read more >>

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Author:
John Ryan
Source:
General Insurance Convention 2001

Financial condition reporting - practical aspects (slides)

Wednesday 3 October 2001 John P Ryan Financial Condition Reporting Practical Aspects GIRO / CAS Convention 2001 * Financial Condition Reporting - Practical Aspects The FSA’s view Assessment of individual risk Modelling operational ... read more >>

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Author:
Nick Prettejohn
Source:
General Insurance Convention 2001

Lloyd's and the London Market (handout)

1 1 Nick Prettejohn Glasgow 5th October 2 Premiums Trust Funds Funds at Lloyd’s Central Fund Premiums Trust Funds Funds at Lloyd’s Other Personal Wealth corporate members individual members end 2000 £m £10,635 £7,324 £212 £323 +insurance +callable ... read more >>

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Author:
John Ryan
Source:
General Insurance Convention 2001

Update from the financial condition assessment working party

Thursday 4 October 2001 Nigel Gillott, Peter Hinton, John P Ryan Financial Condition Reporting GIRO / CAS Convention 2001 * Financial Condition Reporting The FSA’s & EU Supervisors view The FCR Paper Areas for further research ... read more >>

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Author:
Paul Gates; James Orr
Source:
General Insurance Convention 1999

Extreme value techniques (slides)

Extreme Value Techniques Paul Gates - Lane Clark & Peacock James Orr - TSUNAMI GIRO Conference, 15 October 1999 Extreme Value Statistics Motivation and Maxima Theory Dutch Dike Problem Threshold Theory Motor XL Rating Problem Questions Extreme Value ... read more >>

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Author:
Simon Sheaf
Source:
General Insurance Convention 2008

Commercial lines: Pricing in an imperfect world (handout)

1 Commercial Lines: Pricing in an Imperfect World Simon Sheaf Grant Thornton UK LLP 26 September 2008 GIRO - Sorrento Agenda ? Differences between Commercial Lines and Personal Lines ? Data issues ? Approaches to pricing ? Working with ... read more >>

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Author:
Mohammad Khan
Source:
General Insurance Convention 2008

The post Solvency II world. What will your risk, finance and actuarial functions look like? (Slides)

 Insurance The Post Solvency II World What will your risk, finance and actuarial functions look like? GIRO: 25th September 2008 *connectedthinking Slide 2PricewaterhouseCoopers LLP Agenda Reporting Processes Roles and ... read more >>

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Author:
Mark Flower; Gillian James; Terry Masters; Jim Riley
Source:
General Insurance Convention 2008

Subprime .... impacts for capital assessment. (Handout)

SUBPRIME… Impacts for capital assessment TERRY MASTERS terry.masters@aon.co.uk JIM RILEY jim.riley@aon.co.uk MARK FLOWER mark.flower@aon.co.uk GILLIAN JAMES gillian.james@aon.co.uk GIRO XXXV – September 2008, Sorrento 2 Interesting numbers - ... read more >>

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Author:
David Sanders
Source:
General Insurance Convention 2008

Actuarial models and the real world (handout)

1 GIRO Convention 23-26 September 2008 Hilton Sorrento Palace Actuarial Models and the Real World David Sanders The Perfect Storm ? Stock Market in Meltdown ? AIG rescued ? Hurricanes hitting US ? Reloading of capital more difficult ? The $Trillion ... read more >>

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Author:
Robert Murray; Rob Warren
Source:
General Insurance Convention 2007

Estimating IBNR from year of account projections (handout)

1 34TH ANNUAL GIRO CONVENTION CELTIC MANOR RESORT, NEWPORT, WALES Estimating the IBNR from Year of Account Projections Robert Murray and Rob Warren ? Accident year basis v. year of account (“YOA”) reserving ? Lloyd’s annual accounting ? Methods for ... read more >>

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Author:
John Jenkins; Clayton Balkind
Source:
Life Convention 2006

Good, better, best practice: A look at how actuaries are meeting today's challenges with respect to ICA, EV and Regulatory Reporting (slides)

Good, Better, Best Practice: A look at how actuaries are meeting today’s challenges with respect to ICA, EV and Regulatory Reporting John Jenkins and Clayton Balkind e-Survey: Background Background ? Information on assumptions and results are ... read more >>

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Author:
J B Crozet
Source:
General Insurance Convention 2005

Revenue management and insurance cycle

1 Revenue Management And Insurance Cycle Paper prepared for GIRO 2005 JB CROZET MSc FIA CFA FSS 2 Introduction This paper is a reflection on the optimal strategy for deploying a fixed amount of insurance ... read more >>

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Author:
Andrew Smith
Source:
General Insurance Convention 2004

The best workshop for 200 years (slides)

The Best Workshop for 200 years 31st Annual GIRO Convention 12-15 October 2004 Hotel Europe Killarney, Ireland Andrew Smith AndrewDSmith8@Deloitte.co.uk This is the framework we’re discussing Assessing Capital based on: Projected Assets > ... read more >>

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Author:
David Sanders
Source:
General Insurance Convention 2003

Extreme events part 2. Financial catastrophes. The overthrow of modern financial theory

General Insurance Convention, 14-17 October 2003, Cardiff Extreme Events Part 2 Financial Catastrophes The Overthrow of Modern Financial Theory Working Party Chair David Sanders 1. Introduction 2. Are Financial Risks insurable? 3. ... read more >>

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Author:
Seamus Creedon
Source:
General Insurance Convention 2003

Capital assessment

Capital Assessment Workshop / discussion GIRO 2003 Working Party members Seamus Creedon (chairman) Alan Chalk Mark Chaplin James Goodchild Trevor Jones Steve Postlewhite Gillian Powls Tim Sheldon James Tuley Jim Webber Colin Wilson Objective To stimulate ... 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 >>