Document library
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- Author:
- Continuous Mortality Investigation
- Source:
- CMI Working paper 1
Assured lives spline graduation
CMI Working paper 1. An interim basis for adjusting the 92 series mortality projections for cohort effects. Smooth rates - mx Calendar ... read more >>
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- Author:
- Continuous Mortality Investigation
- Source:
- CMI Working paper 1
Assured lives crude rates
CMI Working paper 1. An interim basis for adjusting the 92 series mortality projections for cohort effects. Crude Deaths Cohort analysis - Investigation 01, males, all medical statuses combined, all smoker statuses combined, all durations combined - ... read more >>
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- Author:
- Continuous Mortality Investigation
- Source:
- CMI Working paper 1
All office male pensioner spline graduation
CMI Working paper 1. An interim basis for adjusting the 92 series mortality projections for cohort effects. Smooth rates - mx Calendar ... read more >>
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- Author:
- Continuous Mortality Investigation
- Source:
- CMI Working paper 1
All office male pensioner lives crude rates
CMI Working paper 1. An interim basis for adjusting the 92 series mortality projections for cohort effects. Crude Deaths Investigation 31 - Life Office Pensioners (normal) - all durations combined, males, ... read more >>
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- Author:
- Continuous Mortality Investigation
- Source:
- CMI Working paper 1
Loyal office male pensioner lives crude rates
CMI Working paper 1. An interim basis for adjusting the 92 series mortality projections for cohort effects. Male ... read more >>
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- Author:
- M A H Dempster; M Germano; E A Medova; M Villaverde
- Source:
- Sessional Meeting paper
Global asset liability management
Dynamic financial analysis (DFA) is a technique which uses Monte Carlo simulation to investigate the evolution over time of financial models of funds, complex liabilities and entire firms. Although of increasing popularity, the drawback of DFA is the ... read more >>
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- Author:
- Institute of Actuaries Designated Professional Body Committee
Compliance Bulletin 4, November 2002
Contents: Revised annex 8A of DBP handbook INSTITUTE OF ACTUARIES Staple Inn Hall High Holborn London WC1V 7QJ DPB COMPLIANCE BULLETIN NO. 4 (November 2002) Revised annex 8A of DPB Handbook The DPB Handbook requires firms to have ... read more >>
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- Author:
- General Insurance Professional Standards and Guidance Committee
- Source:
- Advisory note
Reviewing data for reasonableness
Statements of actuarial opinion ("SAOs") provided in respect of Lloyd's syndicates will, with effect from the 2002 year end, include the statment by the signing actuary that: "I have reviewed all the key data for reasonableness". The purpose of this note ... read more >>
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- Author:
- Customers' Interests Working Party\; Stuart Thompson (Chairman)
Report of the Customers' Interests Working Party
The Customers' Interests Working Party was established early in 2000 by the Research Committee of the Life Board in response to the FSA principle of business concerning the fair treatment of customers. In November 2002, it produced a report pulling ... read more >>
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- Source:
- Institute Sessional meeting, 28 October 2002
Creating the conditions for the United Kingdom life market to flourish. Discussion meeting. Abstract of the discussion
CREATING THE CONDITIONS FOR THE UNITED KINGDOM LIFE MARKET TO FLOURISH A Discussion Meeting [Held by the Institute of Actuaries, 28 October 2002] Introduction The United Kingdom life industry is going through a period of ... read more >>
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- Author:
- Life Board; Actuarial Governance Working Party
The current role of the Appointed Actuary function in life offices
Thia paper sets out 11 key aspects of the current appointed actuary role in life offices, indicating the primary purpose of the work involved and how it might fit in the framework outlined in the FSA's With-Profits Review May 2002 Feedback Paper "Future ... read more >>
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- Author:
- Life Board\; Actuarial Governance Working Party
Developing the Appointed Actuary role
In May 2002 the FSA published a paper entitled 'Feedback statement: Future role of actuaries in the governance of life insurers'. This document proposed the abolition of the post of Appointed Actuary as established under Chapter 4 of the FSA Supervision ... read more >>
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- Author:
- Pensions Board\; Ronnie Bowie
- Source:
- Scheme Actuary letter
Pensioner mortality investigation
You may be aware that in November 2000 the Continuous Mortality Investigation (CMI) carried out a pilot investigation into the mortality experience of pensioners in self-administered occupational pension schemes. The results of this work were published in ... read more >>
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- Author:
- David Sanders
- Source:
- General Insurance Convention 2002
The management of losses arising from extreme events
The Management of Losses Arising from Extreme Events GIRO 2002 D E A Sanders (Chair) Anders Brix Paul Duffy Will Forster Tony Hartington Gavin Jones Charles Levi Paddy Paddam Dimitris Papachristou Geoff Perry Stephen Rix Fiona Ross Andy J Smith ... read more >>
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- Author:
- Pensions Board
GN13: Actuarial statements required in connection with the Statements of Financial Accounting Standards no.87, no.88 and no.132 (FAS 87, 88 and 132). Version 3.2
This pensions Guidance Note has been adopted by the Board for Actuarial Standards. The latest version is available on the <a href\="http://www.frc.org.uk/bas/actuarial/index.cfm" target\="external">BAS website</a>. MAP/GN13 V3.2 B13.1 GN13: ... read more >>
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- Author:
- Derek Newton, Chairman
- Source:
- General Insurance Convention 2002
Insurance related solvency regimes [slides]
abcd Insurance related solvency regimes GIRO XXIX 2002 Convention Derek Newton 10 October 2002 Disneyland® Resort Paris Insurance related solvency regimes What is happening internationally? What is likely to happen in the UK? What is the role of ... read more >>
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- Author:
- Andrew Smith
- Source:
- General Insurance Convention 2002
Investment strategy. Excel spreadsheets
Smith_investment.xls BaseCase Base Case & Sensitivities - Risk Neutral mean profit 50 equity RP 4% stdev profit 100 equity vol 20% earned 3% correl 60% with profit growth 1% syst risk 60 Risk neutral ... read more >>
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- Author:
- David Sanders
- Source:
- Working Party report
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- Author:
- Graham Lyons, Chairman
- Source:
- General Insurance Convention 2002
Claims Reserving Working Party paper. Excel spreadsheets
The purpose of the paper is to provide practical guidance on general insurance claim reserving. ... read more >>
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- Author:
- Andrew Smith; Martin White
- Source:
- General Insurance Convention 2002
Investment strategy [slides]
1 Investment Strategy Andrew Smith Martin White Acknowledgements to: • Roger Boulton • Michael Eabry • Dix Roberts • Alpesh Shah • Gary Wells • Brian White Workshop Overview • Current strategies: rationale • Capital structure to maximise value • ... read more >>