Document library
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Critical illness: learning from experience
© 2010 The Actuarial Profession www.actuaries.org.uk Life conference and exhibition 2010 Dave Heeney and Dave Grimshaw, CMI Critical Illness Committee Critical Illness Learning from experience 7-9 November 2010 Critical Illness: Learning from ... read more >>
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A11: A basic guide to Solvency II
© 2010 The Actuarial Profession www.actuaries.org.uk Life conference and exhibition 2010 James Isden and James Latto A basic guide to Solvency II 8 November 2010 Agenda • Overview of Solvency II • Pillar 1 • Pillar 2 • Pillar 3 • Quantitative ... read more >>
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B11: How to really make sense of enterprise risks?
Life conference and exhibition 2010 Neil Cantle Neil Allan How to really make sense of enterprise risks risk © 2010 The Actuarial Profession ? www.actuaries.org.uk Agenda • What is risk ? • Some ways to get underneath risk • ... read more >>
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Response to Exposure Draft. Board for Actuarial Standards. Funeral Plans TAS
The general feeling amongst the life actuaries who have reviewed this exposure draft is that the proposals are sensible. A couple of specific points have been raised in respect of a possible overlap between Sections C1.2 and C1.5 and clarification of ... read more >>
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E02: Aggregation techniques for Solvency II: a practical example
2010 The Actuarial Profession circle4 www.actuaries.org.uk © Deloitte LLP and Legal & General Life conference and exhibition 2010 Mark Pibworth, Legal & General and Roger Simler, Deloitte E2: Aggregation techniques for Solvency II: a ... read more >>
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C06: Do enchanced annuities damage the market? An investigation into residual standard mortality
29/10/2010 1 Life conference and exhibition 2010 Niel Daniels - Daniels Actuarial Consulting and Juliette Duchassaing - CoE Longevity , PartnerRe Do enhanced annuities © 2010 The Actuarial Profession ? www.actuaries.org.uk damage the ... read more >>
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B09: Solvency II - practical challenges of implementing the documentation test
© 2010 The Actuarial Profession ? www.actuaries.org.uk Life conference and exhibition 2010 Loraine Feldman – Deloitte Neal Writer – Royal London Practical challenges of implementing the documentation test 7-9 November 2010 Agenda • Background to ... read more >>
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Climate change and resource depletion - review of literature
PAGE 74 PAGE 73 Climate Change and Resource Depletion: The Challenges for Actuaries Review of Literature By S.D. Baxter, O.D. Bettis, S.J.R. Brimblecombe, C.A. Fitzgerald, Dr. S. Harrison, V.J. Hodge, B.P. Maher, P.G. ... read more >>
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CMI - Mortality projections. Issues and questions (handout)
1 CMI Mortality projections Issues and questions Tony Leandro 7 June 2005 Longevity risks Non-diversifiable No traded markets in longevity risk, so price not directly observable Not easily hedged, though can be offset Price for risk is calculated by ... read more >>
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Common examples of situations where governing bodies might consider obtaining an external review of internally-sourced actuarial advice
These are not intended as exhaustive lists. In many of the examples given in this document, companies will naturally wish to consider other expert advice, particularly legal advice. Common examples of situations where governing bodies might consider ... read more >>
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Update on IASB projects and financial reporting
Note from Matt Saker, the Actuarial Profession’s representative on the IAA’s Insurance Accounting Committee, to the Insurance Committee of the Groupe Consultatif. The purpose of this note is to provide the Insurance Committee with an update on ... read more >>
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External reviews of internal actuarial advice: best practice for life insurers. ABI consultation
This consultation explores an alternative to mandatory peer review, that is proposed by te POB in its discussion paper ‘Monitoring and scrutiny of actuarial work’. ... read more >>
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CMI Working Paper 35: Rates
NOTES IMPORTANT NOTES 1 This spreadsheet contains rates for the SAPS "S1" mortality tables, based on 2000-2006 data collected by the CMI to 30 June 2007. 2 The SAPS "S1" tables of mortality are published by the Institute of Actuaries and the ... read more >>
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CMI Working Paper 35: Rates
NOTES IMPORTANT NOTES 1 This spreadsheet contains rates for the SAPS "S1" mortality tables, based on 2000-2006 data collected by the CMI to 30 June 2007. 2 The SAPS "S1" tables of mortality are published by the Institute of Actuaries and the ... read more >>
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An executive's handbook for understanding and risk managing unit linked guarantees.
The focus of this paper is the identification, and more importantly, sustainable management, of risks embedded in guarantees attaching to unit linked savings and retirement contracts (as commonly referred to as GMxBs). In developing customer centric ... read more >>
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CMI Mortality Projections Committee terms of reference
CMI Mortality Projections Committee terms of reference CMI Mortality Projections Committee Terms of Reference and reporting requirements 1. Role of the Mortality Projections Committee The role of the CMI Mortality Projections Committee is to ... read more >>
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Open forum: latest developments in longevity hedging for pension schemes
How does an underwriter view longevity risk? Kevin O’Regan Head of Longevity Reinsurance, PartnerRe October 12, 2010 2 What is Longevity risk? Longevity risk is “the risk that people live longer than expected” It is a long duration, systemic risk One of ... read more >>
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Banks perspective, Chris Watts
© 2010 The Actuarial Profession www.actuaries.org.uk Latest Developments in longevity hedging for pension schemes Banks Perspective Chris Watts 12 October 2010 Pension Scheme Risk Management Strategies • Important to think of longevity hedging in ... read more >>
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Latest developments in longevity hedging for pension schemes
© 2010 The Actuarial Profession www.actuaries.org.uk Latest Developments in Longevity Hedging Andrew Birkett, Babcock International Group PLC 12 October 2010 Babcock’s perspective What did we do? • Trustees of 3 schemes transacted longevity swaps • ... read more >>
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Momentum conference 2010 booking form
18 Once completed, please fax this form to +44 (0)20 7632 2141 Momentum conference and exhibition 2010 booking form 8 - 10 December 2010 Book on-line at https://www.eventsforce.net/tap/59/register PLEASE COMPLETE IN BLOCK CAPITALS AND TICK WHERE ... read more >>