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Author:
Robert Murray; Alastair Lauder
Source:
GIRO Conference and Exhibition, 11 - 14 October 2011

D06: Modelling the claims process - an alternative to development factor modelling

19/10/2011 1 © 2010 The Actuarial Profession  www.actuaries.org.uk GIRO Conference and Exhibition 2011 Robert Murray and Alastair Lauder Modelling the claims process an alternative to development factor modelling Session overview 1. Background ... read more >>

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Author:
Mark Dainty; William Gallimore
Source:
GIRO Conference and Exhibition, 11 - 14 October 2011

D02: Alternative careers for GI actuaries

19/10/2011 1 0 Alternative Careers for GI actuaries Thursday 13th October 2011 The UK‟s most commonly used interview phrase: “Where do you see yourself in 5 years time?” 1 Alternative Careers for GI actuaries Introduction • What ... read more >>

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Author:
Peter Allen
Source:
GIRO Conference and Exhibition, 11 - 14 October 2011

A02: For sale - an update on merger and acquisition activity in the insurance sector

19/10/2011 1 © 2010 The Actuarial Profession  www.actuaries.org.uk GIRO conference and exhibition 2011 Peter Allen For sale - an update on merger and acquisition activity in the insurance sector 12 October 2011 Agenda • trends in global ... read more >>

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Author:
Grey Taylor
Source:
GIRO Conference and Exhibition, 11 - 14 October 2011

F01: Maximum likelihood and estimation efficiency of the chain ladder

19/10/2011 1 © 2010 The Actuarial Profession  www.actuaries.org.uk Maximum likelihood and estimation efficiency of the chain ladder Greg Taylor 1 © 2010 The Actuarial Profession  www.actuaries.org.uk Overview • Chain ladder loss reserving ... read more >>

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Author:
Institute and Faculty of Actuaries
Source:
GIRO Conference and Exhibition 2011

Actuarial prediction survey results

19/10/2011 1 © 2010 The Actuarial Profession  www.actuaries.org.uk GIRO conference and exhibition 2011 BT Convention Centre, Liverpool 11-14 October 2011 Actuarial Prediction Survey 1 © 2010 The Actuarial Profession  www.actuaries.org.uk ... read more >>

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Author:
Jane Curtis
Source:
GIRO Conference and Exhibition, 11 - 14 October 2011

Plenary 6: Presidential update on GI

19/10/2011 1 © 2011 The Actuarial Profession  www.actuaries.org.uk GIRO Conference 2011 Jane Curtis President October 2011 What should a strategy for the Profession include? 1 © 2011 The Actuarial Profession  www.actuaries.org.uk • 1. ... read more >>

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Author:
Jakub Borowicz
Source:
GIRO Conference and Exhibition, 11 - 14 October 2011

A12: In a capital model parameter uncertainty diversifies away?

19/10/2011 1 © 2010 The Actuarial Profession  www.actuaries.org.uk GIRO 2011 Jakub Borowicz In a Capital Model Parameter Uncertainty Diversifies Away ? Table of Content • Introduction & Goals • Parameter Uncertainty and how we can use it ... read more >>

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Author:
Ji Yao
Source:
GIRO Conference and Exhibition, 11 - 14 October 2011

C06: The impact of Solvency II on pricing practice

19/10/2011 1 © 2010 The Actuarial Profession  www.actuaries.org.uk GIRO Convention and Exhibition 2011 Ji Yao The Impact of SII on Pricing Practice 11-14 October 2011 Agenda • Introduction • Link between capital and pricing • Practice ... read more >>

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Author:
Nicki Barke, Laurence Townley, Richard Williams
Source:
GIRO Conference and Exhibition 2011

A07: Role of the actuarial function under Solvency II

19/10/2011 1 © 2010 The Actuarial Profession  www.actuaries.org.uk GIRO 2011 Solvency II Actuarial Function Working Party Workshop Actuarial Function Working Party Workshop • Taking a proper “workshop” approach • Reviewed the EIOPA guidance ... read more >>

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Author:
Ji Yao
Source:
GIRO Conference and Exhibition, 11 - 14 October 2011

A06: The marginal value of individual rating factor in pricing

19/10/2011 1 © 2010 The Actuarial Profession  www.actuaries.org.uk GIRO Conference and Exhibition 2011 Ji Yao The Marginal Value of Individual Rating Factors in Pricing 11-14 October 2011 Agenda • Introduction • Previous analysis • ... read more >>

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Author:
Antony Claughton
Source:
GIRO Conference and Exhibition, 11 - 14 October 2011

A04: Government alternatives to handling bodily injury claims - The Victorian and New Zealand systems

19/10/2011 1 © 2010 The Actuarial Profession  www.actuaries.org.uk GIRO 2011 Antony Claughton Government alternatives to handling bodily injury claims The Victorian and New Zealand systems 11-14 October 2011 Introduction • In the UK Motor ... read more >>

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Author:
Joseph Lo
Source:
GIRO Conference and Exhibition, 11 - 14 October 2011

A09: Implementing the Mack model

© 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 palette Primary ... read more >>

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Author:
Gareth Haslip
Source:
GIRO Conference and Exhibition, 11 - 14 October 2011

Plenary 5: An optimal insurer in a post-Solvency II world

An Optimal Insurer in a Post Solvency II World Gareth Haslip, FIA Aon Benfield | Risk & Capital Strategy Liverpool 14 October 2011 Proprietary & Confidential 2 Executive Summary  Solvency II is a risk based capital framework, requiring more ... read more >>

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Author:
Camilla Bennett
Source:
GIRO Conference and Exhibition, 11 - 14 October 2011

Plenary 2: Gender and age: Does the European model work in the UK?

Gender and age: Does the European model work in the UK? Camilla Bennett © 2010 The Actuarial Profession  www.actuaries.org.uk •12 October 2011 Gender and age: What are the implications for the UK of being a part of Europe? ... read more >>

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Author:
Camilla Bennett, Neil Hilary, Declan Lavelle, Liz Michaels, Grant Mitchell, Pablo Morales, George Orros, Dick Tulloch, Simon Warsop, Nathan Williams
Source:
GIRO Conference and Exhibitions 2011

Free market GIRO working party paper 2007/2008

Free_Market_Pricing_GIRO_Working_Party_2007_08.doc Page 1 of 59 FREE MARKET PRICING GIRO WORKING PARTY PAPER 2007/08 Working Party: Camilla Bennett (Chair), Neil Hilary, Declan Lavelle, Liz Michaels, Grant Mitchell, Pablo ... read more >>

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Author:
Cherry Chan; John O'Neill
Source:
GIRO Conference and Exhibition, 11 - 14 October 2011

B01: EU gender directive - six months on

© 2010 The Actuarial Profession  www.actuaries.org.uk GIRO 2011 Cherry Chan and John O’Neill Liverpool 12 October 2011 EU Gender Directive Six Months On 1 Agenda • Background – The 2004 EU Gender Directive – The Test Achats case and ... read more >>

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Author:
Peter England; Richard Millns
Source:
GIRO Conference and Exhibition, 11 - 14 October 2011

D10: Risk margins and Solvency II

© 2011 The Actuarial Profession ? www.actuaries.org.uk Risk Margins and Solvency II Peter England and Richard Millns GIRO conference and exhibition Liverpool, 11-14 October 2011 Agenda • Part 1 – A quick re-cap from last year (and the year before) ... read more >>

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Author:
Jeff Courchene; Mark Shapland
Source:
GIRO Conference and Exhibition, 11 - 14 October 2011

B12: The importance of assumption consistency when back-testing or using other validation techniques

© 2010 The Actuarial Profession  www.actuaries.org.uk GIRO Conference and Exhibition 2011 Jeff Courchene and Mark Shapland Assumption Consistency Back-testing and other Validation Techniques 12 October 2011 © 2010 The Actuarial Profession  ... read more >>

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Author:
Andrew Clarke
Source:
GIRO Conference and Exhibition, 11 - 14 October 2011

B08: Moving across to the risk side

© 2010 The Actuarial Profession  www.actuaries.org.uk GIRO 2011 KPMG – Andrew Clarke Moving Across to the Risk Side 12 October 2011 Agenda 1 © 2010 The Actuarial Profession  www.actuaries.org.uk • Introduction • Overview of ... read more >>

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Author:
David Brown; John Berry; Neil Wilson
Source:
GIRO Conference and Exhibition, 11 - 14 October 2011

A01: Third party working party

© 2010 The Actuarial Profession ? www.actuaries.org.uk •12 October 2011 Third Party Working Party GIRO Workshop A1 – David Brown, John Berry & Neil Wilson Disclaimer 1 © 2010 The Actuarial Profession ? www.actuaries.org.uk This handout and ... read more >>