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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 >>

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Author:
Jean Marie Robine
Source:
Emerging Trends in Mortality and Longevity Symposium, 13 - 14 September 2011

Plenary 1 Interntational trends in mortality and longevity

13/10/2011 1 The Actuarial Profession, making financial sense of the future Emerging Trends in Mortality and Longevity Symposium 2011 The University of Warwick, Coventry 13-14 September 2011 International trends in mortality and longevity ... read more >>

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Author:
Steven Major
Source:
Our Changing Future Open Forum: Sovereign Debt Crisis - and the Future of the Euro, 11 October 2011

Sovereign Debt Crisis - and the Future of the Euro

Global Fixed Income Research Sovereign debt crisis And the future of the euro 11 October 2011 Steven Major, CFA Global Head Fixed Income Research HSBC Bank plc +44 20 7991 5980 steven.j.major@hsbcib.com View HSBC Global Research at: ... read more >>

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

E12: Introduction to CAS claim simulator software

07/10/2011 1 © 2010 The Actuarial Profession  www.actuaries.org.uk GIRO Conference and Exhibition 2011 Louise Francis, FCAS, MAAA Mark Shapland, FCAS, ASA, MAAA Session E12: Introduction to the CAS Loss Simulator 13 October 2011 Other ... read more >>

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Author:
Simon Sheaf
Source:
GIRO Conference and Exhibition, 11 - 14 October 2011

E01: Quinn - where did it all go wrong?

© 2010 The Actuarial Profession circle4 www.actuaries.org.uk GIRO 2011 Simon Sheaf Quinn Insurance Where did it all go wrong? 13 October 2011 Disclaimer The views expressed in this presentation are those of the presenter and are not of the Actuarial ... read more >>

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Author:
Laurence Townley; Nicki Barke; Uma Baska; Erica Nicholson; Richard Williams
Source:
GIRO Conference and Exhibition, 11 - 14 October 2011

A07: Role of the actuarial function under Solvency II - paper

Role Of The Actuarial Function Under Solvency II Version: 06/10/2011 17:44 1 GIRO Working Party Role of the Actuarial Function under Solvency II Authors Laurence Townley (Chair) Nicki Barke Uma Baska Erica Nicholson Richard ... read more >>

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Author:
Purvi Shah; Douglas Lacoss
Source:
GIRO Conference and Exhibition, 11 - 14 October 2011

D01: Micro-insurance working party - actuaries tackling world poverty

© 2011 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:
William Burns
Source:
GIRO Conference and Exhibition, 11 - 14 October 2011

Plenary 3: Weathering the storm

07/10/2011 1 XYZ Insurance – Case Study of a Failed Company October 2011 kpmg.com © 2011 KPMG LLP, a Delaware limited liability partnership and the U.S. member firm of the KPMG network of independent member firms affiliated with KPMG ... read more >>

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Author:
Timothy M Hall; Jan Kleinn
Source:
GIRO Conference and Exhibition, 11 - 14 October 2011

D05: Tropical cyclone return periods

© 2010 The Actuarial Profession ? www.actuaries.org.uk GIRO Conference 2011, Liverpool Jan Kleinn (Aspen Re) and Timothy Hall (NASA-GISS) Tropical cyclone return periods 1 Comparison of two methods Extreme Value Theory: Generalized Pareto Distribution ... read more >>

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Author:
Richard Bulmer
Source:
GIRO Conference and Exhibition, 11 - 14 October 2011
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Author:
Philip Hesketh
Source:
GIRO Conference and Exhibition, 11 - 14 October 2011

Plenary 3:Managing under pressure

06/10/2011 1 Philip Hesketh 06/10/2011 2 Facts Feelings After Effects 06/10/2011 3 “We have seen this elsewhere in the market and it is now clearly a problem in our book” 06/10/2011 4 “Savings ... read more >>

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Author:
Justin Skinner; Paul Barrett
Source:
GIRO Conference and Exhibition, 11 - 14 October 2011

Plenery 4: Articulating risk appetite

30/09/2011 1 © 2010 The Actuarial Profession  www.actuaries.org.uk Plenary 4 – Articulating risk appetite Justin Skinner (QBE European Operations), Paul Barrett (Chartis Europe) GIRO Conference and Exhibition 2011 11-14 October 2011 Agenda • ... read more >>

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Author:
Jens Perch Nielsen; Diz Roberts
Source:
GIRO Conference and Exhibition, 11 - 14 October 2011

C12: Double chain ladder with a touch of Bornhutter-Ferguson - version 2

30/09/2011 1 © 2010 The Actuarial Profession  www.actuaries.org.uk GIRO 2011 Jens Perch Nielsen and Dix Roberts Double chain ladder with a touch of Bornhuetter-Ferguson Agenda • Introducing the problem: stochastic reserving – Current ... read more >>

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Author:
Jens Perch Nielsen; Dix Roberts
Source:
GIRO Conference and Exhibition, 11 - 14 October 2011

C12: Double chanin ladder with a touch of Bornhutter-Ferguson

30/09/2011 1 © 2010 The Actuarial Profession  www.actuaries.org.uk GIRO 2011 Jens Perch Nielsen and Dix Roberts Double chain ladder with a touch of Bornhuetter-Ferguson Agenda • Introducing the problem: stochastic reserving – Current ... read more >>

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Author:
B. Posthuma; E.A. Cator; V. Lous; E.W. Van Zwet
Source:
GIRO Conference and Exhibition, 11 - 14 October 2011

A15: Risk adjustment for loss reserving by a cost capital technique - paper

Primarily, Solvency II concerns the amount of capital that EU insurance companies must hold to reduce the risk of insolvency. Determining this risk involves a best estimate of insurance liabilities and an associated risk margin. There are two approaches to ... read more >>

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Author:
Graham Finlay; Paul Kennedy
Source:
GIRO Conference and Exhibition, 11 - 14 October 2011

A11: Applying the Insurance TAS - early reports from the front line

Professionalism May 2010 29/09/2011 1 Applying the Insurance TAS Early Reports Graham Finlay, Paul Kennedy Financial Reporting Council 12 October 2011 Board for Actuarial Standards GIRO October 2011 2 State of play October 2011 All TASs ... read more >>