Document library
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- Author:
- Kevin Somerville
- Source:
- Emerging Trends in Mortality and Longevity Symposium, 13 - 14 September 2011
D03: Evidence, underwriting and mortality
16/08/2011 1 Evidence, Underwriting d M lian orta ty Kevin Somerville, Medical Consultant, Global Life and Health Underwriting, Swiss Re Standard vs sub-standard, who decides? – Actuary and Underwriter or Actuary vs Underwriter Agenda ... read more >>
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- Author:
- Al Klein
- Source:
- Emerging Trends in Mortality and Longevity Symposium, 13 - 14 September 2011
B03: Life insurance underwriting in the United States - yesterday, today and tomorrow
8/16/2011 1 Emerging Trends in Mortality and Longevity Symposium 2011 Life Insurance Underwriting in the U it d St t Warwick University, 13 September 2011 Al Klein, FSA, MAAA – Milliman © 2010 The Actuarial Profession www.actuaries.org.uk n ... read more >>
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- Author:
- Marion Didou and Jennifer Hartley
- Source:
- Emerging Trends in Mortality and Longevity Symposium, 13 - 14 September 2011
B02: Comparison of cause of death trends across US, UK, France and Spain
16/08/2011 1 Emerging Trends in Mortality and Longevity Symposium 2011 Jennifer Hartley & Marion Didou Comparison of cause © 2010 The Actuarial Profession www.actuaries.org.uk of death trends 13 September ... read more >>
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- Author:
- Andrew Smith
- Source:
- Risk and Investment Conference, 19 - 21 June 2011
Plenary 6: Liquidity and investment strategy
16/06/2011 1 © 2010 The Actuarial Profession www.actuaries.org.uk Liquidity and Investment Strategy Andrew D Smith 21 June 2011 Liquidity and Investment Strategy • Why liquidity matters in investment • Quantifying illiquidity costs • The reward for ... read more >>
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- Author:
- Robin Spencer
- Source:
- Risk and Investment Conference, 19 - 21 June 2011
Plenary 5: A CRO's Perspective
1 A CRO’s Perspective Using risk management to drive shareholder value in an uncertain world Robin Spencer, Group Chief Risk Officer, Aviva plc Headwinds stronger now than ever … Heightened Economic Uncertainty Corporate Governance Stagflation / ... read more >>
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- Author:
- Stuart Jarvis, Jon Hatchett
- Source:
- Risk and Investment Conference, 19 - 21 June 2011
B03: Stable Tail Measures of Risk Capital working party
© 2010 The Actuarial Profession www.actuaries.org.uk Finance and investment conference Stuart Jarvis, Jon Hatchett Stable risk measures Working party update Working party members • Anthony Brown • Richard English • Paul Fulcher • Jon Hatchett • ... read more >>
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- Author:
- Paul Sweeting
- Source:
- Risk and Investment Conference, 19 - 21 June 2011
E02: Calculating and Communicating Tail Dependencies
20/06/2011 1 © 2010 The Actuarial Profession www.actuaries.org.uk Risk and Investment Conference Paul Sweeting (University of Kent/J.P. Morgan Asset Management) Tail Association and Extreme Loss Calculation and Communication 21 June ... read more >>
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- Author:
- Norbert Fullerton
- Source:
- Risk and Investment Conference, 19 - 21 June 2011
B02: Journey Plans and Dynamic De-risking
17/06/2011 1 © 2010 The Actuarial Profession www.actuaries.org.uk Risk and Investment Conference - 2011 Norbert Fullerton, Director, Russell Investments Journey plans and Dynamic de-risking 20 June 2011 Agenda 1 Item # Topic 1 Big picture 2 What ... read more >>
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- Author:
- Dokkie Nel
- Source:
- Risk and Investment Conference, 19 - 21 June 2011
E01: Reasons for Insurance Company Failures working party
17/06/2011 1 © 2010 The Actuarial Profession www.actuaries.org.uk REASONS FOR INSURANCE COMPANY RISK & INVESTMENT CONFERENCE 2011 21 June 2011 Dokkie Nel Agenda • How to define failure • Why insurers are different from banks • Model for ... read more >>
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- Author:
- Ian Cotigas
- Source:
- Risk and Investment Conference, 19 - 21 June 2011
D03: Alternative Assets; Practical Implementation and How they performed in the crisis working party
16/06/2011 1 © 2010 The Actuarial Profession www.actuaries.org.uk RISK AND INVESTMENT CONFERENCE 2011 Ian Cotgias Alternative Assets Working Party 21 June 2011 Alternative Assets Working Party Membership / Participants The Working Party Ian Cotgias ... read more >>
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- Author:
- Parit Jakhria, Derek Pugh
- Source:
- Risk and Investment Conference, 19 - 21 June 2011
E03: Corporate Bond Yield Curves working party
16/06/2011 1 © 2010 The Actuarial Profession www.actuaries.org.uk Risk and Investment Conference, Parit Jakhria & Derek Pugh Corporate Bond Yield Curves Members of the Working Party Scott Eason Parit Jakhria (Chair) Cyprian Njamma ... read more >>
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- Author:
- David McCarthy, James Sefton
- Source:
- Risk and Investment Conference, 19 - 21 June 2011
Plenary 2: Intergenerational Fairness
Risk and Investment Conference 2011 David McCarthy and James Sefton First estimates of UK National Transfer Accounts, plus some applications 20th June 2011 Outline • The ageing society & the economic lifecycle • National Transfer Accounts ... read more >>
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- Author:
- Neil Cantle, Neil Allan
- Source:
- Risk and Investment Conference, 19 - 21 June 2011
Plenary 4: Applications of Complexity Science
© 2010 The Actuarial Profession www.actuaries.org.uk Risk and investment conference 2011 - Investing in risk Neil Cantle, Milliman and Neil Allan, University of Bristol Applications of complexity science Applications of complexity ... read more >>
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- Author:
- Colm Fitzgerald
- Source:
- Risk and Investment Conference, 19 - 21 June 2011
Plenary 7: Investment and Risk Management - a view from off the beaten track
1 Investment & Risk Management – A view from off the beaten track Colm Fitzgerald Dublin City University / Paragon Research Ltd Risk & Investment Conference June 21st 2011 Views • Being able to come up with a view and to communicate it is a ... read more >>
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- Author:
- Scott Eason
- Source:
- Risk and Investment Conference, 19 - 21 June 2011
C03: Investment products for retirement savings
10/06/2011 1 © 2010 The Actuarial Profession www.actuaries.org.uk Investment Products for Retirement Savings FIERM Conference 2011 Agenda • Introduction • Where we are now? • What do others do - the overseas experience • What do people want? Is ... read more >>
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- Author:
- John Thirlwell, Tony Blunden
- Source:
- Risk and Investment Conference, 19 - 21 June 2011
D02: Operational risk management working party
07/06/2011 1 © 2010 The Actuarial Profession www.actuaries.org.uk The Actuarial Profession, Risk and Investment conference John Thirlwell and Prof Tony Blunden Operational risk management workshop Agenda • Operational risk – What is it? – Is it ... read more >>
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- Author:
- Justin Skinner
- Source:
- Risk and Investment Conference, 19 - 21 June 2011
D01: To boldly go where no ERM has gone before - ERM research that defined the future
07/06/2011 1 © 2010 The Actuarial Profession www.actuaries.org.uk Risk and Investment Conference Justin Skinner To boldly go where no ERM has gone before ERM research that defined the future Agenda • ERM • Risk appetite • Capital models • Capital ... read more >>
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- Author:
- Alex Summers, Erik Erixon
- Source:
- Risk and Investment Conference, 19 - 21 June 2011
C02: Replicating portfolios for value-added ALM risk management
07/06/2011 1 © 2010 The Actuarial Profession www.actuaries.org.uk Erik Erixon, Head of Life Reporting Alex Summers, Senior Life Risk Analysis Actuary Replicating portfolios for value-added ALM risk management Metrics used to manage Life ... read more >>
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- Author:
- David Bowie, Martijn de Vree, James Watson
- Source:
- Risk and Investment Conference, 19 - 21 June 2011
A03: Investing to meet long term inflation hedging working party
Finance, Investment and ERM Conference Investing to meet long term inflation working party Time to get real! © 2010 The Actuarial Profession ? www.actuaries.org.uk June 2011 Agenda • Introduction to inflation • 1 The perfect match. ... read more >>
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- Author:
- Paul Davies
- Source:
- Risk and Investment Conference, 19 - 21 June 2011
A02: Risk Appetite and Risk Limits - How to ensure top down appetite is consistent with bottom up limits working party
•07/06/2011 •1 © 2010 The Actuarial Profession www.actuaries.org.uk Risk & Investment Conference 2011 Paul Davies Risk Appetite And Risk Limits How To Ensure Top-Down Appetite Is Consistent With Bottom-Up Limits Purpose of presentation • How do ... read more >>