Document library
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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:
- Graeme Charters; Hugh Cutler; Peter Rains; Bobby Riddaway
- Source:
- Investment Conference 2000
Can retail investors exploit techniques used by investment consultants to financial institutions in the selection of investment managers?
1 INVESTMENT MANAGER SELECTION Working Party: Graeme Charters, Hugh Cutler, Peter Rains, Bobby Riddaway Can retail investors exploit techniques used by investment consultants to financial institutions in the selection of investment managers? “ A Mission ... read more >>
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- Author:
- Emmanuel Acar and Robert Teffel
- Source:
- Investment Conference 2000
Stop-loss and investment returns
Stop-loss and Investment Returns Emmanuel Acar & Robert Toffel Draft May 2000 Investment Conference, Faculty and Institute of Actuaries, Hatfield Heath, June 2000 Abstract This paper investigates how stop-losses affect the returns ... read more >>
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- Author:
- Stephen R Walker; Graham Fulcher; Peter A G Green; Elizabeth A Jones; Grant H Maxwell; Jeffery E Sayers; Anup Seth; Anthony H Silverman; Tony Tudor
- Source:
- General Insurance Convention 1999
ART [alternative risk transfer] and insurance derivatives
In 1997 and 1998, papers on Securitisation were produced for GISG. These papers provided a background to Insurance Securitisation, a process allowing capital market investors to begin to enter a market traditionally the preserve of the larger reinsurers. ... read more >>
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- Author:
- Stavros Christofides
- Source:
- General Insurance Convention & ASTIN Colloquium 1998
Pricing for risk in financial transactions
This paper considers the pricing of uncertain cash flows, which includes those arising in insurance and reinsurance, using the proportional hazards (p-h) transform pricing basis defined by Wang (1995). This basis satisfies all the desirable properties of a ... read more >>
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- Author:
- Niklaus Buhlmann; Vincenzo Bochicchio; Stephane Junod
- Source:
- General Insurance Convention & ASTIN Colloquium 1998
Extreme value techniques. Part IV - fin re pricing
We present a state-of-the-art rating methodology for financial reinsurance contracts that is based upon a consistent stochastic model (of the jump diffusion type) for financial market variables (like, eg, interest rates, foreign currencies, stocks, stock ... read more >>
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- Author:
- Rene Schnieper
- Source:
- General Insurance Convention and ASTIN Colloquium 1998
Portfolio optimisation
Based on the profit and loss account of an insurance company we derive a probabilistic model for the financial result of the company, thereby both assets and liabilities are marked to market. We thus focus on the economic value of the company. PORTFOLIO ... read more >>
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- Author:
- Miguel A Usabel
- Source:
- General Insurance Convention & ASTIN Colloquium 1998
Pricing the risk of a general insurance portfolio using series expansions for the finite time multivariate ruin probability in a financial-actuarial risk process
The risk involved in a General Insurance portfolio can be priced using the related concepts Multivariate Ruin Probability-Annual Premium. In the present work, McLaurin expansion, with respect the arrival intensity of claims, for the finite time ... read more >>
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- Author:
- Thomas S Wright
- Source:
- General Insurance Convention 1997
Geographic information systems for household insurance
[summary only] WORKSHOP - GEOGRAPHIC INFORMATION SYSTEMS FOR HOUSEHOLD INSURANCE Tom Wright OVERVIEW The workshop will focus on the types of geographic information available and the principles involved in using this type of information in premium ... read more >>
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- Author:
- Gary G Wells; Craig T Pettengell; Stephen N Townsend; Constantinos Miranthis
- Source:
- General Insurance Convention 1994
Risk management
[summary only] GISG 1994 - Risk Management Facilitators: Gary Wells Craig Pettengell Stephen Townsend Costantinos Miranthis Risk management can be defined simply as the application of common sense to particular problems of risk. However, an ... read more >>
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- Author:
- Andrew Thomson; Susan Cooper; David Craighead; Russell Devitt; Stewart Hartley; Roger Harvey; David Williams
- Source:
- General Insurance Convention 1981
Investment Risks Working Party report
An insurance company must maintain sufficient reserves and provisions to cover the following risks: Technical Risks; Investment Risks and Other Risks. There were three working parties, each one concentrating on one of the above three categorisations. The ... read more >>
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- Author:
- Jane Lockett
- Source:
- Journal of the Institute of Actuaries Students' Society [JSS] (1980) 24: 91-134
Catastrophes and catastrophe insurance
CATASTROPHES AND CATASTROPHE INSURANCES by J. E. LOCKETT (A paper presented to the Institute of Actuaries Students' Society on 18 March, 1980) 1. INTRODUCTION 1.1 This paper focuses on sections of the insurance industry which are not often widely ... read more >>
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- Author:
- General Insurance Study Group
- Source:
- General Insurance Convention 1977
Experience rating
For this paper it was decided to take as a guideline, not necessarily a definition, that experience rating means, "The modification of a rate-book (we prefer to call it a manual) premium to give some recognition to the observed experience being ... read more >>