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Author:
James B Orr\; Peter D England\; Robert G Cowell\; Duncan Smith
Source:
General Insurance Convention 2000

Bayesian networks and data mining [summary only]

NOTES ON THE FINANCIAL TIMES–ACTUARIES INDEX IN 1975 BY J. C. H. BRUMWELL, M.A., F.I.A. 1. Classification of Stock Exchange Securities by Industry The original classifications were set out in the 1970 note in this series (J.I.A., 97, 111–12). As a ... read more >>

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Author:
Nigel J Carpenter; Conor B Dolan; Julian A Lowe; Nick A G Ross; John Wilson
Source:
General Insurance Convention 2000

Insurance, games and psychology

This paper describes Game Theory and the psychological aspects of decisionmaking. Both these areas of work have some useful and interesting insights into where traditional/logical financial models may fall down. The paper considers how aspects of Game ... read more >>

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Author:
Paul Sharma; Peter H Hinton
Source:
General Insurance Convention 2000

How the FSA is going to affect YOU! (or how to avoid going to prison)

This paper describes some matters which we expect to be contained in FSA rules coming into force in Autumn 2002. The Board of an insurer should satisfy itself that it has adequate resources. One way of doing this is to commission a Financial Condition ... read more >>

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Author:
Geoffrey Heywood; Keith Joseph
Source:
Journal of the Institute of Actuaries [JIA] (1973) 100: 121-135

The celebration banquet

The celebration banquet of the 125th Anniversary Assembly of the Institute was held at Guildhall, London, on Tuesday, 3 July 1973. THE CELEBRATION BANQUET THE CELEBRATION BANQUET of the 125th Anniversary Assembly of the Institute was held at Guildhall, ... read more >>

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Author:
Gene C Lai; Robert C Witt; Hung-Gay Fung; Richard MacMinn; Patrick L Brockett
Source:
General Insurance Convention 2000

Great (and not so great) expectations: an endogenous economic explication of insurance cycles and liability crises [Brian Hey Prize: 2nd prize paper]

Great (and not so Great) Expectations: An Endogenous Economic Explication of Insurance Cycles and Liability Crises’ by Gene C. Lai University of Rhode Island, USA, Robert C. Witt Deceased, University of Texas at Austin, USA, Hung-Gay Fung, ... read more >>

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Author:
Pensions Board\; Peter Tompkins

Review of the minimum funding requirement. Covering letter

The Pensions Board's Report on the Review of the Minimum Funding Requirement (MFR) has been published by the DSS and the HM Treasury together with a Consultation Document 'Security for Occupational Pensions'. The Pensions Board has arranged a series of ... read more >>

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Author:
Continuous Mortality Investigation

CMI Report 19. Whole volume

The mortality of holders of permanent (whole life and endowment) policies of assurance 1995-98; The mortality of holders of temporary assurances issued in the United Kingdom 1995-98; The mortality of immediate annuitants, holders of retirement annuity ... read more >>

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GN24: The actuary as expert witness. Version 2.0

This Guidance Note has been retained by the Actuarial Profession. MAP/GN24 V2.0 B24.1 ... read more >>

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Author:
Catherine Nicholl
Source:
General Insurance Convention 2000

The GISC

Tentative Agenda GISC Update Mood of Industry, H.M.G. and Consumer Bodies Evolution and Change Strengths and Weaknesses of the System Conclusion GISC Update: Origins, Objectives and Launch Feedback to Consultation Rules Frequently Asked ... read more >>

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Author:
Bill McConnell; James McPherson
Source:
General Insurance Convention 2000

Lloyd's actuaries - sinners or saints?

Sinners & Saints Bill McConnell (The Lloyd’s Actuary) & James McPherson (A Lloyd’s Actuary) Objective Improve Lloyd’s by our actions next year How? Look at and discuss what we did well and badly Individual action plan to do it ... read more >>

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Author:
John Ryan
Source:
General Insurance Convention 2000

Financial Condition Working Party report

Financial Condition Working Party 2000 General Insurance Convention Financial Condition Working Party Members Philip Archer-Lock Andrzej Czernuszewicz Nigel Gillott Peter Hinton Shailesh Malde David Paul John Ryan Nylesh Shah We would like more company ... read more >>

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Author:
Richard Rodriguez; Graham Fulcher; Richard Shaw; Richard Bland; Richard Kelsey; Sean Laird
Source:
General Insurance Convention 2000

Shareholder value measures in non-life insurance

Shareholder Value Measures in Non-Life Insurance Richard Rodriguez Richard Bland Graham Fulcher Richard Kelsey Richard Shaw Sean Laird Format of the Presentation Introduction to shareholder value Shareholder Value case study Analysis of Shareholder ... read more >>

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Author:
Lord Brennan
Source:
Staple Inn Reading 2000

The actuary and the law

Actuarial skill and the assessment of risk go hand in hand. Insurance was the engine by which actuarial expertise has prospered. Lloyd's then and now are prepared to insure almost anything. In the 18th century, at the time of Edward Lloyd, underwriters ... read more >>

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Author:
Neil Record
Source:
Investment Conference 2000

Currency management - Do hedged international benchmarks make sense if sterling is secularly weak?

Record Treasury Management Ltd 1 RECORD TREASURY MANAGEMENT Currency Management - Do hedged international benchmarks make sense if Sterling is secularly weak ? Neil Record 27 June 2000 Record Treasury Management Ltd 2 Defining currency risk Unhedged ... read more >>

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Author:
Paul Thornton
Source:
Investment Conference 2000

Actuaries and Investment (Slides)

Actuaries and Investment Paul Thornton President, Institute of Actuaries Investment Conference 26 June 2000 Vision and Values Actuaries in 2020 will work in a much wider range of businesses than at present. The actuarial training will be highly ... read more >>

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Author:
David Kingston
Source:
Investment Conference 2000

Investment strategy of the UK actuarial profession (slides)

Investment Strategy of the UK Actuarial Profession David Kingston Investment Strategy of the UK Actuarial Profession Strategy review, Summer 1999 Conclusions Without a major reemphasis by the actuarial profession on the management of assets we shall: ... read more >>

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Author:
Jeroen van Bezooyen; Shyam Mehta
Source:
Investment Conference 2000

Interest rate sensitive insurance products (slides)

Finance for Actuaries Interest Rate Sensitive Insurance Products 2000 Investment Conference Jeroen van Bezooyen Shyam Mehta Finance for Actuaries Finance for Actuaries * Agenda Product Description Valuation Methodology Interest Rate Model Example Hedging ... read more >>

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Author:
Applications of Style Working Party\; Malcolm Kemp\; Mark Richardson\; Colin Wilson
Source:
Investment Conference 2000

Investment manager style analysis

This paper describes investment manager "style" analysis in the UK context. It considers methods for identifying what a manager's style actually is, whether UK managers typically exhibit strong style differentiation, and whether different styles exhibit ... read more >>

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Author:
Quantitative Techniques Working Party; Dan Jelicic; Mike Brooks; Steve Holt; Simon Jagger; Malcolm Kemp; Paul Lavin; Colin Wilson
Source:
Investment Conference 2000

Demystifying active quant

This paper aims to remove certain misconceptions that hinder the broader acceptance and understanding of quant techniques. There is no universally accepted definition of what constitutes active quant. The paper focuses on managing equity portfolios and ... read more >>

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Author:
Joanna Munro\; Dan Jelicic
Source:
Investment Conference 2000

The relative importance of industry and country influences

The relative importance of industry and country influences on stock returns has long been a subject of debate, despite consistent anecdotal evidence in support of increasing global integration. In this paper we summarise the literature on the subject and ... read more >>