Document library
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- 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 >>
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- 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 >>
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- 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 >>
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- 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 >>
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- 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 >>
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- 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 >>
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- 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 >>
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- 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 >>
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- 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 >>
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- 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 >>
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- 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 >>
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- 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 >>
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- 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 >>
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- 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 >>
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- 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 >>
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- 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 >>
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- 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 >>
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- Author:
- Karin Fröhling and Andrea Stähr
- Source:
- Mortality and Longevity seminar 2013
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- 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 >>
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- 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 >>