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Author:
Caroline Instance

BAS Consultation Paper on Technical Actuarial Standard - Insurance. Comments from the Actuarial Profession

consultation response November 2009 Board for Actuarial Standards Consultation on a Technical Actuarial Standard - Insurance Comments from the Actuarial Profession Faculty of Actuaries Maclaurin House 18 Dublin Street Edinburgh EH1 ... read more >>

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Author:
Continuous Mortality Investigation

'CMI_2009' sensitivity test results

Summary charts to illustrate parameter sensitivity tests for 'CMI_2009' Charts - % Medium Cohort 0.9407109932 1.0037907378 1.0681265905 1.1311112406 REFER TO COMMENTARY IN 0.9758650757 1.0155145111 1.057224933 1.0999164697 USER GUIDE FOR ... read more >>

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Author:
Continuous Mortality Investigation

CMI Mortality Projections Model, 'CMI_2009'

●·    via e-mail to: projections@cmib.org.uk For additional background information please refer to the following CMI Working Papers (available at: http://www.actuaries.org.uk/knowledge/cmi/cmi_wp) Notices CMI Mortality Projections ... read more >>

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Author:
Continuous Mortality Investigation

User guide for the CMI Mortality Projections Model ‘CMI_2009’

The structure of the model is based on the projection of annual rates of mortality improvement (ie, the pace of change in mortality rates). Specifically, the model assumes that "current" (ie, recently observed) rates of change blend over time into a ... read more >>

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Author:
Sir Michael Atiyah

Lessons from the Scottish enlightenment. Biennial Faculty Lecture (presentation)

Lessons from the Scottish Enlightenment Sir Michael Atiyah , November 23rd, 2009 “It was first published in 1768 by a Society of176 ociet Gentlemen in Scotland” Encyclopaedia Britannica S D id HAdam mith av ume J h Bl ... read more >>

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Author:
Department of Work and Pensions

The Occupational Pension Schemes (Employer Debt and Miscellaneous Amendments) Regulations 2008 SI 2008/731. Letter from the Department of Work and Pensions

The Profession has recently learnt that, in order to amend a number of errors in the initial version, the DWP has substituted the present version of The Occupational Pension Schemes (Employer Debt and Miscellaneous Amendments) Regulations 2008 SI 2008/731 ... read more >>

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Author:
Pensions Practice Executive Committee

Workplace pension reform - completing the picture. Response from the Actuarial Profession

consultation response November 2009 Department of Work and Pensions Workplace Pension Reform - Completing the Picture 1 About The Actuarial Profession The Actuarial Profession is governed jointly by the Faculty of Actuaries in Edinburgh ... read more >>

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Author:
Pietro Parodi
Source:
SA0 submission

Computational intelligence techniques for general insurance

SA0 dissertation (Fellowship by research). This paper is an attempt to answer the question "What is the proper framework for understanding risk?" in the context of general insurance. It argues that although actuaries and other risk professionals tend to ... read more >>

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Author:
Elliot Varnell
Source:
Sessional meeting paper

Economic scenario generators and Solvency II

The Solvency II directive mandates insurance firms to value their assets and liabilities using market consistent valuation. For many types of insurance business Economic Scenario Generators are the only practical way to determine the market consistent ... read more >>

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Author:
Consultations Group. Pensions Practice Executive Committee
Source:
Consultation response

Pension Protection Fund. The 2010/11 Pension Protection Levy Consultation. Comments from the Actuarial Profession

The Profession welcomes the opportunity to respond to this consultation and focuses its comments on three areas of concern: bulk transfers\; levy caps and fairness. consultation response November 2009 Pension Protection Fund The 2010/11 Pension ... read more >>

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Author:
Nick Dumbreck
Source:
Life Convention 2008

Nowich Union inherited estate reattribution. Issues for the independent expert (key topics workshop)

1 33rd ANNUAL GIRO CONVENTION Hilton Vienna Hotel, Am Stadtpark Presidential address Nick Dumbreck GIRO - number of attendees 0 1974 2031 Year Nu m be r o f a tte n de e s Number of attendees 530 1974 2006 GIRO - number of attendees 0 1974 ... read more >>

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Author:
Gordon Sharp, Richard Willets
Source:
Current issues in pensions seminar, November 2009

The SAPS mortality investigation: the CMI mortality projections model

SAPS mortality; Background to the projections model; An overview of the model; The consultation exercise; The effect of adding data for 2008. Current Issues in Pensions The SAPS Mortality Investigation The CMI Mortality Projections Model Gordon ... read more >>

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Author:
Health and care practice executive committee
Source:
Consultation response

H M Government Green Paper: Shaping the future of care together. Comments from the Actuarial Profession

consultation response November 2009 HM Government Shaping the Future of Care Together Faculty of Actuaries Mac l aur i n Hous e 18 Dublin Street Edinburgh EH1 3PP Tel: +44 (0)131 240 1300 Fax: +44 (0)131 240 1313 e-mail: ... read more >>

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Author:
Dimitrina S Dimitrova; Steven Haberman; Vladimir K Kaishev

Dependent competing risks: cause elimination and its impact on survival

The dependent competing risks model of human mortality is considered, assuming that the dependence between lifetimes is modelled by a multivariate copula function. The effect on overall survival of removing one or more causes of death is explored under two ... read more >>

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Author:
P J Tuley
Source:
Institute Sessional Meeting, 2 November 2009
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Author:
Peter Tuley
Source:
Faculty Sessional Meeting, 2 November 2009

Management actions ina with-profits fund. A discussion paper presented on 2 November 2009

Management Actions in a With-Profits Fund A Discussion Paper presented on the 2nd November 2009 The influence of the profession We are central to management actions  Modelled in future scenarios  Taken in reality Where are we in defining TCF?  ... read more >>