Document library

PDF file icon
Author:
Joseph Lo, Aspen
Source:
GIRO Conference and Exhibition 2011

Extending the Mack Bootstrap

Winner of the 2011 Brian Hey Prize - GIRO Paper 2011 Foreword * Joseph Lo, London, U.K.; joseph.lo@aspen.co 29 Foreword Many general insurance actuaries have a love-hate relationship with the Mack bootstrap. The methodology has usefully provided ... read more >>

PDF file icon
Author:
Adele Groyer; Matthew Smith; Chris Reynolds
Source:
Health and Care Conference 2013

C04: Extending the critical path

15/07/2013 1 C04: Extending the Critical Path Adele Groyer Matthew Smith Chris Reynolds 15 July 2013 Agenda • Background H t Att k• ear ac • Aorta Graft Surgery • Benign Brain Tumour • Next Steps 15 July 2013 15/07/2013 2 Background 15 July ... read more >>

PDF file icon
Author:
Prof Sir John Burn, Newcastle University
Source:
Mortality and Longevity seminar 2013

Breakthroughs in genetic medicine and the implications for degenerative diseases

04/07/2013 1 Institute of Genetic Medicine Newcastle University Centre for Life, Newcastle UK Breakthroughs in genetic medicine and  implications for degenerative diseases Sir John Burn MD FRCP FRCPE FRCPCH FRCOG FMedSci Professor of Clinical Genetics ... read more >>

PDF file icon
Author:
G Moore

Pension Scheme Investing, the role of derivatives

09/07/2013 1 Pension Scheme Investing: The role of derivatives Gwion Moore Client Strategies and Research Russell Investments 09 July 2013 Derivatives and portfolio construction • Many derivatives can be though of as borrowing cash to buy ... read more >>

PDF file icon
Author:
C Perry

The Trustee Perspective

09/07/2013 1 The trustee perspective Carol Perry Director Independent Trustee Services Ltd 09 July 2013 Introduction  Career in pensions  Appointed as a Director of Independent Trustee Services Limited in July 2006  Director ... read more >>

PDF file icon
Author:
Tim Gordon
Source:
Mortality and Longevity seminar 2013

Understanding the components of longevity risk

26/06/2013 1 Components of longevity risk Tim Gordon 27 June 2013 Agenda • Context is final salary pensions – low anti-selection risk L it i k b t• ongev y r s y componen – Per individual – Baseline – Trend • Value at risk 27 June 2013 ... read more >>

PDF file icon
Author:
S Richards; G McAusland

Derivatives: a practical guide for users

Derivatives: a practical guide for users Simon Richards (Insight Investment) Graeme McAusland (Foresters) 8 July 2013 Colour palette for PowerPoint presentations Dark blue R17 G52 B88 Gold R217 G171 B22 Mid blue R64 G150 B184 ... read more >>

PDF file icon
Author:
David Brown, Chair, GIRO 2013 Third Party Claims Working Party
Source:
General Insurance Pricing Seminar

D3: GIRO Third Party Claims Working Party – Latest developments and findings relevant to pricing

Update from the Third Party Working Party David Brown, Direct Line Group Rob Treen, Towers Watson 01 July 2013 Colour palette for PowerPoint presentations Dark blue R17 G52 B88 Gold R217 G171 B22 Mid blue R64 G150 B184 Secondary ... read more >>

PDF file icon
Author:
David Brown, Direct Line Group and Rob Treen, Towers Watson
Source:
General Insurance Reserving Seminar

Plenary 6: Preliminary results from the Third Party Working Party: Motor reserving issues based on the latest 2012 industry data

Update from the Third Party Working Party David Brown, Direct Line Group Rob Treen, Towers Watson 01 July 2013 Colour palette for PowerPoint presentations Dark blue R17 G52 B88 Gold R217 G171 B22 Mid blue R64 G150 B184 Secondary ... read more >>

PDF file icon
Author:
Nigel Masters
Source:
Enhancing your Business with ORSA

Perspective from the Board Room

02/07/2013 1 ORSA: A view from the Board Room Nigel Masters 1 July 2013 ORSA A View from the Board Room 1 July 2013 02/07/2013 2 ORSA: A view from the Board Room Some initial observations • ORSA is highly ambitious and may fail because it seeks to ... read more >>

PDF file icon
Author:
Gavin Hughes
Source:
Enhancing your Business with ORSA

The assessment of ‘Own Solvency Needs’

02/07/2013 1 Own Solvency Needs Gavin Hughes, Towers Watson 1 July 2013 Institute of Actuaries Conference ORSA 02/07/2013 2 Agenda • Background K id ti• ey cons era ons • Potential implications • Conclusion 2 Background 02/07/2013 3 ... read more >>

PDF file icon
Author:
Niamh Carr
Source:
Enhancing your Business with ORSA

Update on regulations and emerging practice

02/07/2013 1 ORSA: Update on regulations and emerging practice Niamh Carr, Towers Watson 02 July 2013 Agenda Update on Solvency II Reaction from the PRA Overview of EIOPA consultation Emerging practice 2 02/07/2013 2 Update on Solvency II 02 July ... read more >>

PDF file icon
Author:
Andrew Gaches
Source:
Mortality and Longevity seminar 2013

Extreme trend reversal, model risk and other challenges in modelling future

02/07/2013 1 Extreme trend reversal, model risk and other challenges in modelling future improvements Andrew Gaches, Hymans Robertson 02 July 2013 How well have we predicted trends? 86 87 80 81 82 83 84 85 ife ex pe cta nc y f or m an ag e ... read more >>

PDF file icon
Author:
Joseph Lu
Source:
Mortality and Longevity seminar 2013

New insights from the Longevity Science Advisory Panel

6/25/2013 1 Longevity Gap: Gender & Socio- i Ci teconom c rcums ances Joseph Lu Head of Longevity Risk Team 1 July 2013 • Life expectancy: Past and future variations by socio-economic group in Publications 2 Longevity Science Advisory Panel ... read more >>

PDF file icon
Author:
Alex Duncan
Source:
Enhancing your Business with ORSA

Engaging the business through ORSA

25/06/2013 1 Engaging the Business through ORSA Alex Duncan 1 July 2013 Introduction • Own Risk and Solvency Assessment (ORSA) is the most valuable tool available to a CRO • Regulatory requirement in both Basel and Solvency 2 • How can ... read more >>

PDF file icon
Author:
Kevin Armstrong
Source:
Mortality and Longevity seminar 2013

Rising to the challenge of generating longevity stresses

26/06/2013 1 Calibrating longevity stresses A practical life office perspective Kevin Armstrong 27 June 2013 Longevity stresses – the challenge The challenge Complexity of the problem Amount of potential analysis Key Judgements – differing ... read more >>

PDF file icon
Author:
Dave Grimshaw
Source:
Mortality and Longevity seminar 2013

Beyond the 2011 census – understanding oldest old mortality

21/06/2013 1 Beyond the 2011 Census – understanding oldest old mortality Dave Grimshaw Partner, Barnett Waddingham LLP 27 June 2013 2011 Census • Collects information about the population every 10 years • Continuous since 1801 (except 1941) • ... read more >>

PDF file icon
Author:
Karin Fröhling and Andrea Stähr
Source:
Mortality and Longevity seminar 2013
PDF file icon
Author:
Gordon Sharp
Source:
Mortality and Longevity seminar 2013

Continuous Mortality Investigation

21/06/2013 1 Continuous Mortality Investigation Gordon Sharp – Chairman, CMI Executive Committee Mortality and Longevity Seminar 2013 27 June 2013 Agenda • Changes to CMI structure and funding M t lit P j ti CMI 2012 d lt ti• or a y ... read more >>

PDF file icon
Author:
Alice Underwood, Willis and Elliot Varnell, Milliman
Source:
Risk and Investment Conference 2013

D2: Plural rationality - how it explains regulators management and stratagy of insurers

Risk and Investment Conference 2013 Brighton, 17 – 19 June 20 June 2013 Plural rationality How it explains regulators management and strategy of insurers Alice Underwood, Willis Re Elliot Varnell, Milliman 20 June 2013 Colour palette for ... read more >>