Document library
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- Author:
- Gordon Bagot
Open forum: a message from the leader of the Scottish Board (mp3 sound file)
There will be no formal registration for this event. Please come along and sign in on the evening. Tea will be served from 17.00 and the meeting will commence at 17.30. Reception: 17.00 - 17.30 Programme: 17.30 - 19.30 Drinks reception: 19.30 - 20.30 ... read more >>
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- Author:
- Jon Fletcher; Neil Wannop
- Source:
- Life conference and exhibition 2010
F12: IFRS phase 2 - friend or foe?
© 2010 The Actuarial Profession � www.actuaries.org.uk Life conference and exhibition 2010 Jon Fletcher, Nick Walker and Neil Wannop IFRS 4 Phase II: Friend or Foe? 9 November 2010 Agenda • Introduction and scope • Measurement models • Profit and ... read more >>
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- Author:
- Richard Butcher
- Source:
- The End of Pension Scheme-Liability Management, 2 December 2010
PL04: Trustees perspective 1
© 2010 The Actuarial Profession www.actuaries.org.uk The end of the pension scheme-liability management, wind up and the PPF Richard Butcher, Pitmans Trustees Ltd Trustees’ perspective The long game 2 December 2010 The PPF 7800 Index 1 © 2010 The ... read more >>
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- Author:
- Lucy Currie
- Source:
- The End of Pension Scheme-Liability Management, 2 December 2010
FAS valuations
The end of the pension scheme-liability management, wind-up and the PPF Lucy Currie FAS valuations © 2010 The Actuarial Profession www.actuaries.org.uk Introduction Background The purpose of FAS valuations Conducting the valuation Post-valuation ... read more >>
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- Author:
- David Blake
- Source:
- The End of Pension Scheme-Liability Management, 2 December 2010
Longevity bonds
Sharing Longevity Risk: Why governments should issue Longevity Bonds Professor David Blake Director, Pensions Institute, Cass Business School D.Blake@city.ac.uk www.pensions-institute.org (Joint work with ... read more >>
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- Author:
- Danny Gabay
- Source:
- Current Issues in Pensions, 24 November 2010
Crisis in confidence?
Crisis of Confidence November 2010 What crisis? “For Greece, the problem is completely over. I don’t see any other case now in Europe. I don’t think there is any reason to think the euro system will collapse or will ... read more >>
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- Author:
- Nick Dumbreck
- Source:
- General Insurance Convention 2007
Presidential address (handout)
1 34th ANNUAL GIRO CONVENTION Celtic Manor Resort, Newport Presidential address Nick Dumbreck Structure of the ... read more >>
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- Author:
- Andrew Hitchcox
- Source:
- General Insurance Convention 2007
Internal capital assessment education and guidance. Update from the ICA WP (handout)
1 34TH ANNUAL GIRO CONVENTION CELTIC MANOR RESORT, NEWPORT, WALES ICA EDUCATION & GUIDANCE UPDATE From the ICA WP ICA WP – who we are Andrew Hitchcox (chairman) Annette Olesen Dix Roberts Gavin Hill George Maher Hans Waszink Justin Skinner Nick ... read more >>
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- Author:
- James McPherson
- Source:
- General Insurance Convention 2007
An inconvenient uncertainty (handout)
1 An Inconvenient Uncertainty The day after tomorrow I will be dead…. or aged 40 Why different approaches ? ?Fear of miscommunication (being sued) ?What do the board or client really want? ?Techniques do not exist yet Offset by ?What are other actuaries ... read more >>
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- Author:
- Andy Hancock; David Paul
- Source:
- General Insurance Convention 2007
Sizing up the non-life risk modules in the current Solvency II proposals (handout)
1 0 Workshop E07 Sizing-up the Non-Life Risk Modules in the current Solvency II proposals Andy Hancock David Paul GIRO 2007 Cardiff Suite 15:45 – 16:45, Thursday 7 October 2007 1 EU Member States United Kingdom Sweden ... read more >>
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- Author:
- Peter Yeates
- Source:
- General Insurance Convention 2007
Predictive modelling (handout)
Predictive Modelling Peter Yeates 34TH ANNUAL GIRO CONVENTION CELTIC MANOR RESORT, NEWPORT, WALES Agenda/Contents What is Predictive Modelling Insurance Applications What can you do Predictive Modelling It’s about ... read more >>
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- Author:
- Continuous Mortality Investigation
CMI Mortality Projections Model, 'CMI_2010'
Please note that this is a large excel spreadsheet (9mb) and may take some time to download. ●· via e-mail to: ... read more >>
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- Author:
- Continuous Mortality Investigation
User guide for the CMI Mortality Projections Model, 'CMI_2010'
The 'CMI_2009' model has now been updated to reflect the publication of England and Wales population data for calendar year 2009. It has been denoted 'CMI_2010' and is described in this user guide. The structure of 'CMI_2010' is identical to that of ... read more >>
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- Author:
- Continuous Mortality Investigation
CMI Working paper 49. CMI Mortality Projections Model, 'CMI_2010'
In November 2009 the CMI published a new mortality projections model, denoted 'CMI_2009'. The model has now been updated and 'CMI_2010' has been published alongside this paper together with its user guide. The structure of the 'CMI_2010' model is identical ... read more >>
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- Author:
- Andrew Smith; Andreas Tsanakas
- Source:
- General Insurance Convention 2007
The model underlying Solvency II (slides)
The Model Underlying Solvency II Andrew D Smith (Deloitte) Andreas Tsanakas (City University) 2007 GIRO Convention Session D07 11:45-12:45 Tuesday 4 October Overview ? Capital calculation under Solvency II (QIS 3) ? Stress tests ? Aggregation ? ... read more >>
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- Author:
- Alan Kaufman; Julian Leigh; Martin White
- Source:
- General Insurance Convention 2007
Risk margins in reserves - what's going on and who is doing it? (handout)
1 34TH ANNUAL GIRO CONVENTION CELTIC MANOR RESORT, NEWPORT, WALES Risk Margins in Reserves— What’s Going On Who is Doing What Julian Leigh Allan Kaufman Margin White The Players Actuaries Group consultatif IAA “Giro” CAS & IofA Industry CEA CRO CFO ... read more >>
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- Author:
- Anton Brink
- Source:
- SA0 submission
Practical example of a split benefit accelerated critical illness insurance product
This dissertation proposes a new multi-state modelling framework for a general buy-back accelerated critical illness (ACI) product. This product allows the insured to receive a critical illness benefit payable on each of two occasions, when one of the ACI ... read more >>
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- Author:
- Jason Doughty; Derek Newton
- Source:
- General Insurance Convention 2007
Price monitoring for commercial insurers (handout)
1 Price Monitoring for Commercial Insurers Derek Newton Jason Doughty Agenda ? Governance Issues ? Practical Pricing Issues Faced ? Traditional Approaches ? Alternative Framework Governance Issues ? Risk Management ? Underwriting Cycle ? Solvency ... read more >>
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- Author:
- James Rakow
- Source:
- General Insurance Convention 2007
Operational time stochastic reserving method (slides)
34TH ANNUAL GIRO CONVENTION CELTIC MANOR RESORT, NEWPORT, WALES Operational Time Stochastic Reserving Method James Rakow CELTIC MANOR RESORT, NEWPORT, WALES The Advert This reserving method was published in 1992 but to date does not appear to be ... read more >>
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- Author:
- Don Mango
- Source:
- General Insurance Convention 2007
Lemur Insurance Company case study in operational risk: the elephant in the room (handout)
1 Don Mango, FCAS, MAAA Morristown, NJ USA Lemur Insurance Company Case Study in Operational Risk: The Elephant in the Room 4 October 2007 2Guy Carpenter Outline ? Operational risk in P&C insurance companies ? Lemur Insurance Company overview ? ... read more >>