Document library
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- Author:
- Karel van Hulle
- Source:
- Risk and Investment Conference 2013
Plenary 1: Actuarial discipline: a threat or an opportunity?
11/06/2013 1 Actuarial Discipline: Threat or Opportunity? Risk and Investment Conference Brighton, 17 June 2013 Prof. Karel Van Hulle KU Leuven and Goethe University Frankfurt Prof. Karel Van Hulle Actuarial Discipline • The importance of a ... read more >>
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- Author:
- Conflicts of Interest Working Party
Conflicts of Interest Working Party (2013). Conflicts of interest case studies and questions. Edinburgh: Institute and Faculty of Actuaries
These case studies and discussion questions formed the basis of the conflicts of interest interactive sessions which the IFoA's Conflicts of Interest Working Party presented at across the UK, Northern Ireland and the Channel Islands from November 2012 to ... read more >>
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- Author:
- Professor Paul Klumpes, EDHEC
- Source:
- Risk and Investment Conference 2013
D1: Risk Reporting
The Risk Reporting Working Party seeks to understand risk reporting practices by insurance firms and the working party has developed a framework for analysis summarise the current status of various regulatory and external reporting regulations affecting ... read more >>
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- Author:
- Parit Jakhria, Bahram Mirzai, and Ulrich Müller
- Source:
- Risk and Investment Conference 2013
A4: A New Approach to Risk-Neutral Scenarios
Within the UK insurance industry, there has been a convergence in ESG calibrations and models over the years, not least because of the success (and subsequent pseudo-monopoly) of Barrie and Hibbert. These have largely been driven from a 'risk neutral' ... read more >>
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- Author:
- Martin Clarke, PPF
- Source:
- Risk and Investment Conference 2013
Plenary 6: Designing a risk-led investment strategy at the Pension Protection Fund
30/05/2013 1 Designing a risk-led investment strategy at the Pension Protection Fund Martin Clarke, PPF 19 June 2013 “Ignoranti quem portum petat, nullius suus ventus est.” “If a man does not know to what port he is steering, no wind is ... read more >>
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- Author:
- Philip G Scott
- Source:
- Risk and Investment Conference 2013
Plenary 5: Making Money Safely A Personal View of Risk Management in Non-Financial Corporates, Insurance and Banking
30/05/2013 1 Making Money Safely A Personal View of Risk Management in Non-Financial Corporates, Insurance and Banking Philip G Scott FIA, FCPA, FRSA Risk and Investment Conference 19 June 2013 My background • Aviva plc • ... read more >>
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- Author:
- Chaim Coutts, The GAAPS Group
- Source:
- Risk and Investment Conference 2013
E3: A unique look at project actuaries
A unique look into the future of actuarial science and insurance: How the profession is moving with the times The new generation of actuaries How actuarial peers are working towards to new 'peaks and junctures'. Actuaries and new ... read more >>
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- Author:
- Lucy Currie, PPF and Fred Vosvenieks, Milliman
- Source:
- Risk and Investment Conference 2013
C2: Reverse Stress Testing: A Case Study
The UK Pension Protection Fund was established to protect the pensions of members of UK private sector defined benefit pensions which have insufficient assets and whose corporate sponsor fails. To improve its ERM framework, the PPF engaged with experts ... read more >>
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- Author:
- Russel Busst and Nigel Hooker, Conning
- Source:
- Risk and Investment Conference 2013
A3: Challenges in optimising risk and return for insurers in a low Interest rate environment
The current low interest rate environment has posed challenges for insurers in setting strategic asset allocation targets. Should CIOs take reversion to previous norms for granted or plan for a “lost decade”, as in Japan? In this session we will discuss ... read more >>
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- Author:
- Conflicts of Interest Working Party
Conflicts of Interest Working Party (2012). Email to members re the Conflicts of Interest Package 2 July 2012. Edinburgh: Institute and Faculty of Actuaries
This is a copy of the email sent to all members regarding the conflicts of interest package on 2 July 2012. Conflicts of interest email to all members 2 July 2012 Conflicts of Interest The Conflicts of Interest Working Party has now put the final ... read more >>
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- Author:
- Standards Review Committee
Standards Review Committee (2011). Professional Standards Directory Update 24. Edinburgh: Institute and Faculty of Actuaries
This is the Professional Standards Directory Update 24 issued to all members on 1 September 2011 setting out changes to the professional standards which members are to follow. Professional Standards Directory Update 24 1 September 2011 1 ... read more >>
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- Author:
- Working pary members
Spreadsheet #3
ReadMe Spreadsheet for Monte Carlo Testing Estimation from 5 Sample Distributions v0.2 This spreadsheet contains Monte Carlo algorithms for constructing and testing confidence and prediction intervals. The algorithms are in the form of Visual Basic ... read more >>
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- Author:
- Working party members
Excel spreadsheet #2
Intro Curve Fitting Examples This spreadhseet is designed to accompany the paper "Difficult risks and capital models" from the Extreme Events Working Party for the workshop at Staple Inn on 22nd Aptil 2013 It shows example calculations of 0.5%-ile of ... read more >>
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- Author:
- Working Party
Excel spread sheet #1
ReadMe Andrew's Polynomial Regression Fit Example Spreadsheet This spreadsheet allows fitting of various order polynomials to the values of annuities and fund guarantees Our fiting algorithm is inefficient, in that it uses more than 10000 points to ... read more >>
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- Author:
- John Holden, Results Matter, Trust NAG
- Source:
- NAG
Numerical software & tools for the actuarial community
Experts in numerical algorithms and HPC services Numerical software & tools for the actuarial community John Holden john.holden@nag.co.uk 20th March 2013 The Actuarial Profession Staple Inn Hall 2 Numerical Excellence in ... read more >>
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- Author:
- Nick Higham, University of Manchester
- Source:
- NAG
Rehabilitating Correlations, Avoiding, Inversion, and Extracting Roots
Research Matters February 25, 2009 Nick Higham Director of Research School of Mathematics 1 / 6 Rehabilitating Correlations, Avoiding Inversion, and Extracting Roots Nick Higham School of Mathematics The University of ... read more >>
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- Author:
- Steven Haberman and Andres Villegas
- Source:
- Mortality Thought Leadership Seminar Series: Socioeconomic Inequalities in Mortality and Longevity
On the Modelling and Forecasting of Socio-economic Mortality Differentials: An Application to Deprivation and Mortality in England
14/03/2013 1 © 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 ... read more >>
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- Author:
- Peter Goldblatt
- Source:
- Mortality Thought Leadership Seminar Series: Socioeconomic Inequalities in Mortality and Longevity
Taking Action on the Social Determinants of Health
14/03/2013 1 Socioeconomic inequalities in mortality and longevity Peter Goldblatt Taking action on the Social Determinants of Health 12 March 2013 Thanks to Ruth Bell www.instituteofhealthequity.org 14/03/2013 2 The Commission on ... read more >>
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- Author:
- David Blane
- Source:
- Mortality Thought Leadership Seminar Series: Socioeconomic Inequalities in Mortality and Longevity
Life Course Influences on Old-age Longevity: Drivers of Socioeconomic Differences
14/03/2013 1 Life course influences on old-age longevity: drivers of socioeconomic differences. David Blane. ESRC International Centre for Life Course Studies in Society and Health (ICLS). Background. • The recent increase in life expectancy ... read more >>
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- Author:
- Imperial College London Business School
Extremes & Model Uncertainty, Multidisciplinary workshop information
PURE Network: www.pure-network.org Imperial Risk Management Laboratory Extremes and Model Uncertainty – A Multidisciplinary Workshop Tuesday 26 March 2013, 14.00 – 18.00 Ground Floor Meeting Room, Imperial College, 53 Princes Gate, London ... read more >>