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Author:
Andreas Tsanakas; Peter Tavner
Source:
General Insurance Convention 2002

Capital allocation in the Lloyd's insurance market [Slides]

1 Capital Allocation in the Lloyd’s Insurance Market Andreas Tsanakas and Peter Tavner Market Risk and Reserving Unit Contents Part 1 Lloyd’s RBC Overview Peter Syndicate Specific Adjustments “ “ Operational Risk “ “ Catastrophe Risk ... read more >>

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Author:
General Insurance Convention 2001
Source:
Michael McCarter; Peter Clark

Fair value accounting for insurance (handout)

1 Fair Value Accounting for Insurance Michael G. McCarter, FCAS, MAAA Joint GIRO/CAS Convention Glasgow, Scotland October 5, 2001 2 Introduction • It’s not just fair value, it’s “Performance Reporting”! • FASB and fair value. • IASB and insurance ... read more >>

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Author:
Michael McCarter; Peter Clark
Source:
General Insurance Convention 2001

Fair value accounting for insurance (slides)

Fair Value Accounting for Insurance Michael G. McCarter, FCAS, MAAA Joint GIRO/CAS Convention Glasgow, Scotland October 5, 2001 * Introduction It’s not just fair value, it’s “Performance Reporting”! FASB and fair value. IASB and insurance ... read more >>

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Author:
Bill McConnell; Philip Archer-Lock
Source:
General Insurance Convention 2001

Calculating premium monitoring/rate change indices (handout)

Premium Rating Indices Workshop 3 October 2001 GIRO / CAS Convention 2001 1 PREMIUM RATING INDICES Workshop 2001 GIRO / CAS Convention Bill McConnell Philip Archer-Lock Members of the Working Party Philip Archer-Lock Nigel Finlay Alex Foord Ian ... read more >>

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Author:
Andrew Smith; Frances Southall; Elliot Varnell
Source:
Joint GIRO/CAS Convention 2001

Stochastic asset models update 2001 [slides]

B&W Deloitte Stochastic Asset Models Update 2001 Andrew Smith Frances Southall Elliot Varnell tsmuk@bw-deloitte.com © B&W Deloitte Session Objectives A hands-on session for existing model users Some models need updating to allow for recent ... read more >>

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Author:
Bill McConnell; Philip Archer-Lock
Source:
Joint GIRO/CAS Convention 2001

Premium rating indices workshop [slides]

Premium Rating Indices Workshop 3 October 2001 GIRO / CAS Convention 2001 1 PREMIUM RATING INDICES Workshop 2001 GIRO / CAS Convention Bill McConnell Philip Archer-Lock Members of the Working Party Philip Archer-Lock Nigel Finlay Alex Foord Ian ... read more >>

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Author:
Paddy Paddam
Source:
Joint GIRO/CAS Convention 2001

A short introduction to extreme value theory [slides]

A Short Introduction to Extreme Value Theory Paddy Paddam GIRO/CAS Convention 2001 Email: paddy.s.paddam@uk.pwcglobal.com Tel: +44 (0)20 7804 0830 Contents • Introduction and Context • Theory • Short example and application issues • Comments and ... read more >>

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Author:
Nick Prettejohn
Source:
Joint GIRO/CAS Convention

Lloyd's chain of security

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:
Bill McConnell (Chairman)
Source:
Joint GIRO/CAS Convention 2001

Premium Rating Indices

Premium Rating Indices PREMIUM RATING INDICES GIRO 2001 Workshops GLASGOW, SCOTLAND: 3 – 6 OCTOBER Premium Rating Indices PREMIUM RATING INDICES Authors Philip Archer-Lock Nigel Finlay Alex Foord Ian Hilder Mike Keig Stephen Mathews Bill McConnell ... read more >>

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Author:
Julian Lowe
Source:
Joint GIRO/CAS Convention 2001

GIB update (handout)

1 The Actuarial Profession making financial sense of the future GIRO 2001 GIB Update The Faculty and Institute of Actuaries What have we been doing? Discussion with Lloyd’s about Statutory opinions Fina ncia l Co nditi on S essi onal Pap er Inertia ... read more >>

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Author:
Nigel Gillott; Peter Hinton; John P Ryan
Source:
Joint GIRO/CAS Convention 2001

Financial condition reporting (handout)

Presentation Title 05 November 2001Consultant's Name 1 Thursday 4 October 2001 Nigel Gillott, Peter Hinton, John P Ryan Financial Condition Reporting GIRO / CAS Convention 2001 2 Q:\CLIENT\RyanJP\2001\jr0458sh.ppt Financial Condition Reporting The ... read more >>

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Author:
Darren Michaels; Amy Bouska
Source:
Joint GIRO/CAS Convention 2001

APH - an update (handout)

APH - An Update GIRO/CAS Joint Convention, Glasgow Darren Michaels Amy Bouska 5 October 2001 Developments in Asbestos Darren Michaels 3 Developments in Asbestos Background Recent Developments Estimates of the Asbestos “Universe” ... read more >>

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Author:
Richard Winter
Source:
Joint GIRO/CAS Convention 2001

How good are actuarial predictions? GIRO opinion survey (handout)

1 How Good are Actuarial Predictions ? GIRO opinion survey Run each year since 1998 Some years included past data Others relied on general knowledge The way the questions are set no doubt introduces “anchoring” In summary as a group we believe ... read more >>

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Author:
Richard Winter
Source:
Joint GIRO/CAS Convention 2001

How good are actuarial predictions? GIRO opinion survey (slides)

How Good are Actuarial Predictions ? GIRO opinion survey Run each year since 1998 Some years included past data Others relied on general knowledge The way the questions are set no doubt introduces “anchoring” In summary as a group we believe that next ... read more >>

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Author:
James Orr; Andreas Tsanakas
Source:
Joint GIRO/CAS Convention 2001

Capital allocation: challenges and options (handout)

1 Capital Allocation: Challenges and Options James Orr and Andreas Tsanakas Contents of Talk Introduction James Lloyd’s RBC “ “ Coherent Risk Measures Andreas Cooperative Games “ “ Capital Efficiency “ “ Dependency ... read more >>

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Author:
Simon Harris
Source:
General Insurance Convention 2001

Credit analysis of general insurers and Lloyd's syndicates (slides)

GIRO 2001 Glasgow Credit Rating Workshop Simon Harris October 2001 Presentation Overview Credit rating overview How it is done Debt ratings Use of models Ratings for Lloyd’s What about the failures ?! Example credit analysis Numbers but no formuale ... read more >>

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Author:
Henry Johnson
Source:
Joint GIRO/CAS Convention 2001

PI and D & O [slides]

1 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 ... read more >>

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Author:
Paul Duffy; Bill McConnell; John Ryan
Source:
Joint GIRO/CAS Convention 2001

Compliance review 2001 (handout)

Presentation Title 05 November 2001Consultant's Name 1 Thursday 4 October 2001 Paul Duffy - Bill McConnell - John Ryan Compliance Review GIRO / CAS Convention 2001 2 Q:\CLIENT\RyanJP\2001\jr0459sh.ppt Compliance Review The Actuarial Profession’s ... read more >>

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Author:
Mike Brockman; Karl Murphy
Source:
Joint GIRO/CAS Convention 2001

Business planning in personal lives using DFA (handout)

1 © English Matthews Brockman 2000 © English Matthews Brockman 2000 Business Planning in Personal Lines using DFA A Talk by Mike Brockman and Karl Murphy 2001 Joint GIRO/CAS Conference 3 – 6 October 2001, Glasgow © English Matthews Brockman 2000 What is ... read more >>

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Author:
Brian White
Source:
Joint GIRO/CAS Convention 2001

DFA and allocation of cost of capital (slides)

2001 Joint GIRO/CAS Convention DFA and Allocation of Cost of Capital Glasgow, October 2001 Brian White, Swiss Re Investors Ltd � Swiss Re Investors 2001 Z DFA and Allocation of Cost of Capital Brian White, ALM Manager Europe 2001 Joint GIRO/CAS ... read more >>