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Author:
Dr Aled Jones; Irma Allen; Nick Silver; Catherine Cameron; Candice Howarth and Ben Caldecott

Research report - Resource constraints: sharing a finite world. Implications of Limits to Growth for the Actuarial Profession

Economic growth has received significantly more attention globally over the last few years. While traditional growth has been very visible through the consumption of resources, the resources required to sustain the current level of economic growth may not ... read more >>

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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:
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:
Resource and Environment Group
Source:
Newsletter

Resource and Environment Group Newsletter March 2011

This is the third edition of a regular newsletter produced by the Resource and Environment Group Resource and Environment Group Since our last newsletter (November 2010), REG has set up a managing committee to organise our activities. The members are ... 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
Source:
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:
Resource and Environment Group
Source:
Resource and Environment Group Newsletter, August 2010

Resource and Environment Group Newsletter August 2010

The first newsletter by the resource and environment member interest group, dated August 2010. Resource and Environment Group Newsletter – August 2010 This is the first newsletter of the Resource and Environment Member Interest Group, providing some ... read more >>

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Author:
Ruth Loseby

Research project on discount rates

Details of the initial call for research. Call for proposals for research project on discount rates Background The Management Board of The Actuarial Profession wishes to undertake a thought leadership cross-practice research project on discount ... 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:
Allan Kaufman; Jonathan Broughton; Bob Buchanan; Genn Meyers
Source:
General Insurance Convention 2007

Cost of capital method of determining risk margins. Dealing with neglected issues: observations from three empirical analyses

1 7 September 2007 Cost of Capital Method of Determining Risk Margins – Dealing with Neglected Issues: Observations from Three Empirical Analyses GIRO, October 2007 By: Allan Kaufman, Jonathan ... read more >>

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Author:
John Charles; Ming Roest
Source:
General Insurance Convention 2006

Solvency II - Recent developments and implications (Slides)

33rd ANNUAL GIRO CONVENTION Solvency II – Recent Developments and Implications Hilton Vienna Hotel, Am Stadtpark John Charles Ming Roest 2 Agenda ? Solvency II introduction ? Solvency II concepts ? Quantitative Impact Studies ? Impact Assessment ... 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 >>