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Author:
Maryam Abdullah; Marios Argyrou; Naiterprit Hanspal; George Orros
Source:
GIRO Conference and Exhibition 2012

C04: Embedding Solvency II into business as usual for general insurance

04/09/2012 1 © 2012 The Actuarial Profession  www.actuaries.org.uk GIRO Conference and Exhibition 2012 Juggling uncertainty the actuary’s part to play 20th September 2012 GIRO Conference and Exhibition 2012 Embedding Solvency II into BAU for ... read more >>

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Author:
Maryam Abdullah; Marios Argyrou; Naiterprit Hanspal; George Orros
Source:
GIRO Conference and Exhibition 2012

C04: Embedding Solvency II into business as usual for general insurance - paper

Embedding Solvency II into Business as Usual for General Insurance Embedding Solvency II into BAU Working Party Working Party Members George Orros – Chair Maryam Abdullah Marios Argyrou Naiterprit Hanspal Bhavesh Haria Colin McCarthy ... read more >>

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Author:
Alan Calder; Andrew Couper; Joseph Lo
Source:
GIRO Conference and Exhibition 2012

C02: Catastrophe model blending: practicalities - paper

1 Foreword Catastrophe modelling has become a key underwriting and risk management tool over the past 15 years. However with the advent of increasingly complex stochastic catastrophe modelling tools, new risks and dangers appear. The ... read more >>

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Author:
Maria Dolores Martinez-Miranda; Jens Perch Nielsen
Source:
GIRO Conference and Exhibition 2012

B06: Adding prior knowledge to double chain ladder

03/09/2012 1 © 2012 The Actuarial Profession  www.actuaries.org.uk GIRO Conference and Exhibition 2012 Juggling uncertainty the actuary’s part to play 19 September 2012 GIRO Conference and Exhibition 2012 Adding prior knowledge to Double ... read more >>

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Author:
Michael Fackler
Source:
GIRO Conference and Exhibition 2012

B02: The financial crisis: risk transfer, insurance layers and (no?) reinsurance culture

1 GIRO Conference, Brussels, September 2012 The Financial Crisis – Risk Transfer, Insurance Layers, and (no?) Reinsurance Culture Michael Fackler freelance actuary Munich (Germany) Two worlds apart? The markets for credit derivatives and ... read more >>

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Author:
Michael Fackler
Source:
GIRO Conference and Exhibition 2012

B02: The financial crisis: risk transfer, insurance layers and (no?) reinsurance culture - paper

GIRO Conference and Exhibition 2012 1 Abstract The financial crisis of 2007 has triggered various debates, ranging from the stability of the banking system to subtle technical issues regarding the Gaussian and other copulas. All these debates are ... read more >>

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Author:
Ralph Baxter
Source:
GIRO Conference and Exhibition 2012

A05: What lies beneath: the unseen cost and risk in actuarial data

03/09/2012 1 GIRO Conference and Exhibition 2012 What lies beneath – the unseen risk in our data Ralph Baxter, CEO, ClusterSeven © 2011 The Actuarial Profession  www.actuaries.org.uk Themes 1 • Data, data, data • Corporate systems vs ... read more >>

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Author:
Neil Bruce; Susan Dreksler
Source:
GIRO Conference and Exhibition 2012

Plenary 6: A practical guide to building your own teepee

04/09/2012 1 © 2012 The Actuarial Profession  www.actuaries.org.uk GIRO Conference and Exhibition 2012 Juggling uncertainty the actuary’s part to play 21 September 2012 GIRO Conference and Exhibition 2012 Climbing Mount TP Neil Bruce & ... read more >>

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Author:
Chris Hitchings
Source:
GIRO Conference and Exhibition 2012

Plenary 5: Cyclophilia: an analyst's view of the pricing cycle

04/09/2012 1 © 2012 The Actuarial Profession  www.actuaries.org.uk GIRO Conference and Exhibition 2012 Juggling uncertainty the actuary’s part to play GIRO Conference and Exhibition 2012 Cyclophilia: an analyst’s view of the pricing cycle ... read more >>

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Author:
Buu Truong
Source:
GIRO Conference and Exhibition 2012

Plenary 1: Mind the gap

29/08/2012 1 © 2012 The Actuarial Profession  www.actuaries.org.uk GIRO Conference and Exhibition 2012 Juggling uncertainty the actuary’s part to play 18 September 2012 GIRO Conference and Exhibition 2012 Mind The Gap Buu Truong © 2011 The ... read more >>

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Author:
Paul Wooley; Dmitri Vayanos
Source:
Networking event: Replacing the Theory of Efficient Markets

Networking event: Replacing the Theory of Efficient Markets - Implications for Polciy and practice

REPLACING THE THEORY OF EFFICIENT MARKETS--- IMPLICATIONS FOR THEORY AND PRACTICE Paul Woolley and Dimitri Vayanos London School of Economics Plan of the talk  Momentum, reversal and value. Prominent market anomalies.  An institutional ... read more >>

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Author:
Jessica (Weng Kah) Leong, Shaun Wang and Han Chen
Source:
Brian Hey Prize - GIRO 2012

Brian Hey Prize - Back-Testing the ODP Bootstrap of the Paid Chain-Ladder Model with Actual Historical Claims Data

Back-Testing Bootstrapping Method 1 ABSTRACT This paper will back-test the popular over-dispersed Poisson (ODP) bootstrap of the paid chain-ladder model, as detailed in England and Verrall (2002), using real data from hundreds of U.S. companies, ... read more >>

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Author:
Donald Mango, John Major, Avraham Adler and Claude Bunick
Source:
Brian Hey Prize - GIRO 2012

Brian Hey Prize - Capital Tranching: A RAROC Approach to Assessing Reinsurance Cost Effectiveness

1 Motivation. The current industry standard approach evaluates reinsurance effectiveness by calculating capital cost savings as the product of a fixed capital cost rate and the required capital which is released. Reinsurance is deemed “value-creating” ... read more >>

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Author:
Alan Calder, Andrew Couper and Joseph Lo. Foreword by Stephen Postlewhite
Source:
Brian Hey Prize - GIRO 2012

Brian Hey Prize - Catastrophe Model Blending

1 Foreword Catastrophe modelling has become a key underwriting and risk management tool over the past 15 years. However with the advent of increasingly complex stochastic catastrophe modelling tools, new risks and dangers appear. The ... read more >>

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Author:
Ryan Warren, Ji Yao, Tim Rourke, Jan Iwanik
Source:
Brian Hey Prize - GIRO 2012

Brian Hey Prize - Game Theory in General Insurance

Institute and Faculty of Actuaries, GIRO, 2012 1 13 August 2012 Game Theory in General Insurance How to outdo your adversaries while they are trying to outdo you Ryan Warren (Chair) Ji Yao Tim Rourke ... read more >>

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Author:
Jahan Anzsar, James Armstrong, Roger Austin, Adrian Bartliff, Chris Bird, Martin Cairns, Cherry Chan, Gabriela Chavez-Lopez, Andrew Dee, Gavin Dunkerley, Shane Latchman, David Menezes, Stephen Robertson-Dunn, Melinda Strudwick, Buu Truong
Source:
Brian Hey Prize - GIRO 2012

Brian Hey Prize - Practical Issues in the Solvency II Internal Model Approval Process (IMAP) for General Insurance Actuaries 08/2012

GIRO Working Party (2010 -2012) Practical Issues in the Solvency II Internal Model Approval Process (IMAP) for General Insurance Actuaries 08/2012 By Jahan Anzsar, James Armstrong, Roger Austin, Adrian Bartliff, Chris Bird, ... read more >>

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Author:
James Karim
Source:
Brian Hey Prize - GIRO 2012

Brian Hey Prize - Reinsurance structure and shareholder value

1 Reinsurance Structure and Shareholder Value James Karim August 2012 Introduction 1 Evaluating financing alternatives for an insurance company in a simplified model 2 Equity capital 2 Combination of equ ity and debt capital ... read more >>

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Author:
Joe Monk, Peter Brinck, Kathryn Hudson, Katherine Peet, Leith Raw
Source:
Brian Hey Prize - GIRO 2012

Brian Hey Prize - Reserving on a contract-by-contract basis

1 Introduction This paper has the basic aim of applying familiar projection methods to a slightly wider set of data in order to add more value from the reserving process. It also neatly avoids some of the complications involved in providing ... read more >>

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Author:
Michael Fackler
Source:
Brian Hey Prize - GIRO 2012

Brian Hey Paper - The financial crisis

GIRO Conference and Exhibition 2012 1 Abstract The financial crisis of 2007 has triggered various debates, ranging from the stability of the banking system to subtle technical issues regarding the Gaussian and other copulas. All these debates are ... read more >>

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Author:
Pietro Parodi
Source:
Sessional Research Meeting; Brian Hey Prize - GIRO 2012

Triangle-free reserving : A non-traditional framework for estimating reserves and reserve uncertainty

Paper that won the Brian Hey prize, presented in the Sessional Research Meeting on 4 February 2013. Triangle-free reserving : a non-traditional framework for estimating reserves and reserve uncertainty A discussion paper By Pietro Parodi ... read more >>