Document library
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CMI library of mortality projections. Specimen adjusted interim cohort projections
Volume 2 of the CMI library of mortality projections. Projections library - version 1.0 2.xls Notes IMPORTANT NOTES REGARDING VERSION 1.0 OF THE CMI LIBRARY OF MORTALITY PROJECTIONS 1 This is version 1.0 of the library issued in ... read more >>
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CMI library of mortality projections. Specimen P-Spline age-cohort projections
Volume 4 of the CMI library of mortality projections. Projections library - version 1.0 4.xls Notes IMPORTANT NOTES REGARDING VERSION 1.0 OF THE CMI LIBRARY OF MORTALITY PROJECTIONS 1 This is version 1.0 of the library issued in ... read more >>
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CMI library of mortality projections. Specimen Lee-Carter projections
Volume 5 of the CMI library of mortality projections. Projections library - version 1.0 5.xls Notes IMPORTANT NOTES REGARDING VERSION 1.0 OF THE CMI LIBRARY OF MORTALITY PROJECTIONS 1 This is version 1.0 of the library issued in ... read more >>
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CMI Working paper 25 (revised). Stochastic projection methodologies: Lee-Carter model features, example results and implications
CMI Working paper 25 (revised). Stochastic projection methodologies: Lee-Carter model features, example results and implications Continuous Mortality Investigation Life Office Mortality Committee Revised Working Paper 25 Stochastic projection ... read more >>
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Subject CA2. Sample project: Assurance premiums. Summary
Model documentation, analysis and reporting (Subject CA2). Sample project: Assurance premiums. Summary CA2: Project L3 – Summary Page 1 Summary 1 PROJECT L3: CALCULATION OF LIFE INSURANCE PREMIUMS Overall Purpose:- Calculation of pure net ... read more >>
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Subject CA2. Sample project: Assurance premiums. Spreadsheet of data
Model documentation, analysis and reporting (Subject CA2). Sample project: Assurance premiums. Spreadsheet of data Sheet1 Project L3 Data Values of lx for the mortality table AM92 ... read more >>
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Subject CA2. Sample project: Assurance premiums. Instructions
Model documentation, analysis and reporting (Subject CA2). Sample project: Assurance premiums. Instructions Project L3 Instructions to CA2 candidate (i) Read the attached document, which describes the background to this project. You will be given ... read more >>
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Subject CA2. Sample project: Assurance premiums. Audit trail and model
Model documentation, analysis and reporting (Subject CA2). Sample project: Assurance premiums. Audit trail and model - sample solution DOCUMENTATION DOCUMENTATION SHEET Version 1 Date Created 16 Apr 2007 Written By CA2 ... read more >>
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Transactions - the Pensions Manager's Experience (handouts)
1 Transactions – the Pensions Manager’s Experience Sean Duxbury, United Utilities ? 18 months in . . . 4 disposals ? . . . and a few acquisitive bids (just for good measure) My experience How does a sale arise ? 2 ?Willing buyer and a (willing?) ... read more >>
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Regulating pension scheme funding (handouts)
1 Regulating Pension Scheme Funding 5 November 2007, London Fraser Low Scheme Funding • New scheme funding requirements came into force in December 2005 • DB schemes with deficits required to submit a recovery plan to us • Code of practice to help ... read more >>
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Legal issues (handouts)
1 31st Annual GIRO Convention 12-15 October 2004 Hotel Europe Killarney, Ireland CAS Update Where We’ve Been, Where We Are, and Where We’re Going October 14, 2004 Agenda ? Two Important Task Forces ? Task Force on ACAS Vote ? Task Force on Classes ... read more >>
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Legal issues (handouts)
1 Highlights of 2005 Life Convention 20 February and 1 March London and Edinburgh Plenary 3 : STARTING TO EMBED ICA Keith Miller Scottish Widows The Use Test Approach to ICA Senior Management Engagement Understanding Changes in ICA Demutualisation ... read more >>
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Stochastic reserving and modelling seminar, 29 and 30 November 2007 at Staple Inn. Final programme
Pensions M&A – Views from the Inside One-Day Seminar Wednesday 17th October 2007 Staple Inn Hall, London UK Programme Chairman: Paul Geeson, Deloitte Registration, Refreshments & Lunch to take place in the Council Chamber. ... read more >>
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The winds of change. Implications of climate change for businesses 1 (handouts)
Part VII Transfers Involving APH – A Case Study Lis Gibson and Darren Michaels 33rd ANNUAL GIRO CONVENTION Hilton Vienna Hotel, Am Stadtpark Our grateful thanks On behalf of the Faculty and Institute of Actuaries 33rd GIRO Convention we thank Zurich ... read more >>
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Capital and risk integration - the convergence of Pillar 3 Regulatory Requirements, Market Disclosures and Best Practice Risk Management (handouts)
1 Risk Management in other Industries Mark Train 2005 Life Convention 20-22 November Cardiff International Arena, Cardiff How many times have you heard this statement? Banks have been doing risk management much better and for much longer than insurance ... read more >>
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Bulk annuities. An update on the year and an annuity back-book cedant's view (handouts)
1 © 2004 KPMG LLP, the UK member firm of KPMG International, a Swiss cooperative. All rights reserved. The KPMG logo and name are trademarks of KPMG International. Operational Risk A practical approach Nick Dexter 2 © 2004 KPMG LLP, the UK member firm ... read more >>
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Reinventing analysis of surplus
1 The Role of the Professional Trustee in Corporate Transactions Legal duties same as any other Trustee! Protecting interests of members ? Accrued rights ? Future accrual 2 What a professional trustee can add ? Independence in dealing with actual or ... read more >>
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MCEV [market consistent embedded values] - Where next
1 The FSA’s Approach to Part VII Transfers Practical and legal issues in insurance business transfers under FSMA, Part VII Robert Purves Charlotte Gerken FSA Framework • Statutory objectives • FSA Principles for businesses • Principles of good ... read more >>
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IASB Accounting Proposals and Actuarial Practice (handouts)
1 Accounting Issues Update 19 April 2005 Ian Moran, Chairman of Life accounting issues committee Topics for today ?UK GAAP ?Developments in Embedded Values ?IAS ?Professional guidance UK GAAP ? FRS 27 ? Implemented from 2005 year end ? Memorandum of ... read more >>
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Using MCEV [market consistent embedded value] and economic capital to manage your business
1 Closed With Profits Funds Chris Fordham Charles Pickup 16 October 2006 Agenda ? Brief History ? FSA Requirements ? Financial Management ? Q&A Brief History Pre history 1999 2000 2001 2006 Sporadic closures due to corporate reorganisation (eg ... read more >>