Document library
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- Author:
- International Actuarial Association
Note on enterprise risk management (ERM) for capital and solvency purposes in the insurance industry
This Note has been developed by the IAA for insurers to support the Standards and Guidance materials developed by the International Association of Insurance Supervisors (IAIS) for supervisors. It draws on industry experience, supervisors’ supervisory ... read more >>
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- Author:
- Professional Regulation Executive Committee
Professional Regulation Executive Committee (2012). Conflicts of Interest: A Note for Pension Scheme Trustees. Edinburgh: Institute and Faculty of Actuaries version 1.1
This Note for Pension Scheme Trustees is designed to assist actuaries in explaining to trustee boards the professional obligations which fall on them. Additionally, it is to assist trustee boards in exploring with their actuary the kinds of conflicts ... read more >>
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- Author:
- Professional Regulation Executive Committee
Professional Regulation Executive Committee (2012). Conflicts of Interest: A Guide for Actuaries. Edinburgh: Institute and Faculty of Actuaries version 1.1
This Guide for Actuaries is designed to assist actuaries in all practice areas to think about, identify and manage conflicts of interest which they may face in their working lives. This version is version 1.1 which was in November 2012 and is ... read more >>
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- Author:
- Conflicts of Interest Working Party
Conflicts of Interest Working Party (2012). Email to members re the Conflicts of Interest Package 2 July 2012. Edinburgh: Institute and Faculty of Actuaries
This is a copy of the email sent to all members regarding the conflicts of interest package on 2 July 2012. Conflicts of interest email to all members 2 July 2012 Conflicts of Interest The Conflicts of Interest Working Party has now put the final ... read more >>
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- Author:
- Working pary members
Spreadsheet #3
ReadMe Spreadsheet for Monte Carlo Testing Estimation from 5 Sample Distributions v0.2 This spreadsheet contains Monte Carlo algorithms for constructing and testing confidence and prediction intervals. The algorithms are in the form of Visual Basic ... read more >>
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- Author:
- Working party members
Excel spreadsheet #2
Intro Curve Fitting Examples This spreadhseet is designed to accompany the paper "Difficult risks and capital models" from the Extreme Events Working Party for the workshop at Staple Inn on 22nd Aptil 2013 It shows example calculations of 0.5%-ile of ... read more >>
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- Author:
- Working Party
Excel spread sheet #1
ReadMe Andrew's Polynomial Regression Fit Example Spreadsheet This spreadsheet allows fitting of various order polynomials to the values of annuities and fund guarantees Our fiting algorithm is inefficient, in that it uses more than 10000 points to ... read more >>
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- Author:
- John Holden, Results Matter, Trust NAG
- Source:
- NAG
Numerical software & tools for the actuarial community
Experts in numerical algorithms and HPC services Numerical software & tools for the actuarial community John Holden john.holden@nag.co.uk 20th March 2013 The Actuarial Profession Staple Inn Hall 2 Numerical Excellence in ... read more >>
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- Author:
- Nick Higham, University of Manchester
- Source:
- NAG
Rehabilitating Correlations, Avoiding, Inversion, and Extracting Roots
Research Matters February 25, 2009 Nick Higham Director of Research School of Mathematics 1 / 6 Rehabilitating Correlations, Avoiding Inversion, and Extracting Roots Nick Higham School of Mathematics The University of ... read more >>
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- Author:
- Conflicts of Interest Working Party
Conflicts of Interest Working Party (2012). Conflicts of Interest Consultation Paper: Feedback and Final Proposals. Edinburgh: Institute and Faculty of Actuaries
This is the feedback and final proposals document prepared by the Conflicts of Interest Working Party and published on 29 June 2012 following the consultation on conflicts in October-December 2011. . Consultation paper: Conflicts of interest ... read more >>
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- Author:
- Professional Regulation Executive Committee
Professional Regulation Executive Committee (2012). Conflicts of Interest: A Note for Pension Scheme Trustees. Edinburgh: Institute and Faculty of Actuaries
This Note for Pension Scheme Trustees is designed to assist actuaries in explaining to trustee boards the professional obligations which fall on them. Additionally, it is to assist trustee boards in exploring with their actuary the kinds of conflicts ... read more >>
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- Author:
- Professional Regulation Executive Committee
Professional Regulation Executive Committee (2012). Conflicts of Interest: A Guide for Actuaries. Edinburgh: Institute and Faculty of Actuaries
This Guide for Actuaries is designed to assist actuaries in all practice areas to think about, identify and manage conflicts of interest which they may face in their working lives. It was published on 29 June 2012 and is non-mandatory resource ... read more >>
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- Author:
- Steven Haberman and Andres Villegas
- Source:
- Mortality Thought Leadership Seminar Series: Socioeconomic Inequalities in Mortality and Longevity
On the Modelling and Forecasting of Socio-economic Mortality Differentials: An Application to Deprivation and Mortality in England
14/03/2013 1 © 2010 The Actuarial Profession www.actuaries.org.uk Colour palette for PowerPoint presentations Actuarial Bright Green R148 G166 B31 Actuarial Slate R32 G44 B52 * Secondary Olive Green R120 G162 B47 Secondary colour ... read more >>
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- Author:
- Peter Goldblatt
- Source:
- Mortality Thought Leadership Seminar Series: Socioeconomic Inequalities in Mortality and Longevity
Taking Action on the Social Determinants of Health
14/03/2013 1 Socioeconomic inequalities in mortality and longevity Peter Goldblatt Taking action on the Social Determinants of Health 12 March 2013 Thanks to Ruth Bell www.instituteofhealthequity.org 14/03/2013 2 The Commission on ... read more >>
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- Author:
- David Blane
- Source:
- Mortality Thought Leadership Seminar Series: Socioeconomic Inequalities in Mortality and Longevity
Life Course Influences on Old-age Longevity: Drivers of Socioeconomic Differences
14/03/2013 1 Life course influences on old-age longevity: drivers of socioeconomic differences. David Blane. ESRC International Centre for Life Course Studies in Society and Health (ICLS). Background. • The recent increase in life expectancy ... read more >>
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- Author:
- Council
Council (2012). Tracked-changed version of the Disciplinary Scheme. Edinburgh: Institute and Faculty of Actuaries
This is the tracked-changed version of the Disciplinary Scheme containing amendments to reflect the restructure of the Financial Reporting Council which will be put to members at the AGM. 1 INSTITUTE AND FACULTY OF ACTUARIES DISCIPLINARY SCHEME ... read more >>
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- Author:
- Imperial College London Business School
Extremes & Model Uncertainty, Multidisciplinary workshop information
PURE Network: www.pure-network.org Imperial Risk Management Laboratory Extremes and Model Uncertainty – A Multidisciplinary Workshop Tuesday 26 March 2013, 14.00 – 18.00 Ground Floor Meeting Room, Imperial College, 53 Princes Gate, London ... read more >>
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- Author:
- Institute and Faculty of Actuaries Library Service
Reading list: Enterprise Risk Management, 2009-2012
Reading list of books and papers on enterprise risk management catalogued by the Institute and Faculty of Actuaries libraries, published from 2009-2012.The broader Risk Management reading list may additionally be helpful to researchers in this area. ... read more >>
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- Author:
- Dr Martin Weale, Bank of England
- Source:
- Open Forum: Distributional Effect of Asset Purchases
Open Forum: Distributional Effect of Asset Purchases
•1 Dr. Martin Weale Actuary Conference, Staples Inn, Holborn Distributional Effects of Asset Purchases 24th January 2013 Outline • The impact of asset purchase decisions on interest rates and share prices. • Other influences on gilt yields. • Impact ... read more >>
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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 >>