Document library
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- 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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- 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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- 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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- 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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- 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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- Nick Higham, University of Manchester
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- 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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- Steven Haberman and Andres Villegas
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- 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
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- 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
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- 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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- 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 >>
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- 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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- Institute and Faculty of Actuaries Library Service
Reading list: Enterprise Risk Management, 2009-2012
Reading list of books and papers on enterprise risk management catalogued by the Institute and Faculty of Actuaries libraries, published from 2009-2012.The broader Risk Management reading list may additionally be helpful to researchers in this area. ... read more >>
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- Dr Martin Weale, Bank of England
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- Open Forum: Distributional Effect of Asset Purchases
Open Forum: Distributional Effect of Asset Purchases
•1 Dr. Martin Weale Actuary Conference, Staples Inn, Holborn Distributional Effects of Asset Purchases 24th January 2013 Outline • The impact of asset purchase decisions on interest rates and share prices. • Other influences on gilt yields. • Impact ... read more >>
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- Dr Aled Jones; Irma Allen; Nick Silver; Catherine Cameron; Candice Howarth and Ben Caldecott
Research report - Resource constraints: sharing a finite world. Implications of Limits to Growth for the Actuarial Profession
Economic growth has received significantly more attention globally over the last few years. While traditional growth has been very visible through the consumption of resources, the resources required to sustain the current level of economic growth may not ... read more >>
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- InsuranceERM
- Source:
- InsuranceERM
CERA Thought Leaders
Article which appeared in InsuranceERM in November 2012 featuring interviews with the profession's CERA Thought Leaders. Ten top actuaries | InsuranceERM http://www.insuranceerm.com/analysis/ten-top-actuaries.html?pf=print[21/11/2012 10:07:59] Neil ... read more >>
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- Author:
- Emma McWilliam
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- Joint Networking Evening: Trading Longevity Risk
Overview of Longevity de-risking and Longevity risk capital
1 December 18, 2012 [Enter presentation title in footer] Copyright © 2007 Overview of Longevity De-Risking and Longevity Risk Capital Joint Networking Event PRMIA and Actuarial Profession 17 December 2011 Emma McWilliam 2 Agenda ... read more >>
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- Author:
- Pretty Sagoo
- Source:
- Joint Networking Evening: Trading Longevity Risk
Recent innovations in Longevity Risk Management; A new generation of tools emerges
18/12/2012 1 Deutsche Bank Recent Innovations in Longevity Risk Management; A New Generation of Tools Emerges Pretty Sagoo – Insurance Structured Solutions Group 17 December 2012 Deutsche Bank Agenda 18/12/2012 11:43:19 2010 DB Blue template 1 ... read more >>
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- Author:
- David Epstein
- Source:
- Joint Networking Evening: Trading Longevity Risk
The role of the LLMA in the Longevity Markets
12/18/2012 1 The role of the LLMA in the Longevity Markets 17 December 2012 David Epstein – Deputy chair, LLMA Technical Committee 2 Agenda Introduction to the LLMA Longevity Indices Basis risk 12/18/2012 2 1. ... read more >>
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- Author:
- Richard Baddon and Rebecca Jonson
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- Momentum Conference 2012
A01 Every deal is different
© 2012 The Actuarial Profession circle4 www.actuaries.org.uk Momentum Conference 2012 Richard Baddon and Rebecca Jonson Every deal is different Agenda 1. Market experience • What drives or kills a deal? • Types of deals with examples 2. ... read more >>
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- Author:
- M Rajoo; R Soraghan
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- Momentum Conference 2012
C05 Risk Appetite and Embedding it into the Business
10/12/2012 1 © 2012 The Actuarial Profession www.actuaries.org.uk Momentum Presentation Meera Rajoo and Rebecca Soraghan Risk Appetite Embedding it into the business Who are we? 1 Insert photo of Meera Insert photo of Rebecca Meera Rajoo, ... read more >>