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Author:
A Gaches; S Gunnlaugsson; A Villegas; P Millossovich
Source:
Life Conference and Exhibition 2013

E12: Towards an industry standard to assess longevity basis risk

1 Towards an Industry Standard to Assess Longevity Basis Risk Andrew Gaches, Hymans Robertson Andres Villegas, Cass Business School Pietro Millossovich Cass Business School, Sveinn Gunnlaugsson, Hymans Robertson Where the project came ... read more >>

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Author:
Neil Cantle
Source:
Life Conference and Exhibition 2013

E11: Balancing oversight with insight from the risk function

15/11/2013 1 Balancing Risk Oversight and Insight Neil Cantle, Milliman 15 November 2013 Risk Case Study 15 November 2013 15/11/2013 2 Agenda • Oversight vs. Insight M t• anagemen • Resilience • Delivering Insight 15 November 2013 3 Prologue ... read more >>

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Author:
Ciara Regan; Angela McNally
Source:
Life Conference and Exhibition 2013

E10: Three lines of defence - where does the CRO's role start and end?

15/11/2013 1 The Three Lines of Defence – Where does the CRO’s role start and end? Ciara Regan and Angela McNally 15 November 2013 Agenda • Introductory Remarks • Background and Context • Outlining the 3 LOD model and impact of Solvency II • ... read more >>

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Author:
Tamsin Abbey; Kiran Sandhu
Source:
Life Conference and Exhibition 2013

E09: IFRS 4 Phase 2: practical implications

1 IFRS 4 Phase 2 Practical Implications © 2013 Deloitte LLP. Private and confidential. Tamsin Abbey, Deloitte 11 November 2013 Outline of discussion topics Overview Significant areas of impact Practical implications Industry challenges Next steps © ... read more >>

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Author:
Elliot Varnell
Source:
Life Conference and Exhibition 2013

E04: Resource and environmental limits to economic growth

1 Li i G hm ts to rowt Life Conference 2013 EICC, Edinburgh Elliot Varnell FIA CERA Milliman , Simon Jones FFA, Hymans 11th November 2013 Objective for this session • Take you through some of the interesting graphs and facts presented in ... read more >>

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Author:
Gina Craske; Lindsay Smitherman
Source:
Life Conference and Exhibition 2013

E01: What will the life industry and actuaries look like in 2025?

14/11/2013 1 Life Insurance & Actuaries of 2025 Gina Craske & Lindsay Smitherman 14 November 2013 Introduction We will cover: • An overview of how we got to where we are • Current key features • Where are we ... read more >>

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Author:
Lucian Rautu; Russell Ward
Source:
Life Conference and Exhibition 2013

D04: Impact of EMIR and Basel III on European insurer ALM and risk management

Impact of Basel III and EMIR on European Insurer ALM and Risk Management Imppacct ofBtstemlnodtIomEm MMtRuraALaftikMg Agenda Swfaatha(t1faopt)uftSuBo( ? vut woEtCuaptyEt1cctFaodtXMW/tPTnxwtcaractpmAAof(tu-t Ewat=uEadEnoctnA=olEptudtndpmfafp ? ... read more >>

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Author:
David Dunn; Chris Lewis
Source:
Life Conference and Exhibition 2013

B08: All annuities, all underwritten - all right?

15/11/2013 1 All Annuities, All Underwritten - All Right? David Dunn, Making Sense of Retirement Chris Lewis Milliman , 11 November 2013 Individual Annuity Market Background £ Millions 8,000 10,000 12,000 14,000 EA Total Market ... read more >>

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Author:
Peter Docherty; Sandy Trust
Source:
Life Conference and Exhibition 2013

B03: Operational risk modelling: spuriouser and spuriouser

15/11/2013 1 Operational Risk Modelling – Spuriouser and Spuriouser... Sandy Trust – KPMG Peter Docherty – KPMG 15 November 2013 Agenda • This house believes operational risk modelling is spurious • Value adding operational risk modelling • How ... read more >>

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Author:
Gina Craske; Scott Robertson
Source:
Life Conference and Exhibition 2013

B07: Equity release - why it remains a solid investment in Europe's turbulent economy

15/11/2013 1 Lifetime mortgages – a good and appropriate investment for life companies with annuity liabilities? Equity Release Member Interest Group - Scott Robertson / Gina Craske 15 November 2013 E i f i di id l i b b f th I tit t ... read more >>

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Author:
James Isden; Bryan Tong
Source:
Life Conference and Exhibition 2013

A07: Market trends in M&A

15/11/2013 1 Current trends in M&A James Isden & Bryan Tong - KPMG Introduction • We have been seeing an increase in Merger & Acquisition (M&A) activity in the market place over the last few years. We expect to see more ... read more >>

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Author:
Matthew Lee
Source:
Life Conference and Exhibition 2013

A06: Current issues in With Profits

15/11/2013 1 Current Issues in With-Profits Matthew Lee 11 November 2013 Recent industry developments • (Temporary) deferral of Solvency II - allowed firms and regulators to explore options to improve outcomes for policyholders • Change of ... read more >>

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Author:
James Hillman; Donald Macleod
Source:
Life Conference and Exhibition 2013

D12: PS12/04 - stick or twist?

08/11/2013 1 CP12/38 – Stick or Twist Donald Macleod, Scottish Friendly James Hillman, EY 08 November 2013 Agenda • Background on CP12/38 and subsequent guidance • Case studies • Ring fencing • Challenges • Questions 08 November ... read more >>

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Author:
Dom Veney; Jonathan Pears
Source:
Life Conference and Exhibition 2013

A05: Recent developments in the ICA+ regime

08/11/2013 1 Recent developments in the ICA+ regime Jonathan Pears, Standard Life Dom Veney, PwC November 2013 Agenda • ICA+: a brief history • How does this affect the S2 journey • Requirements • Practical Example – Standard Life’s experience • ... read more >>

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Author:
Bob Gore; Jon Neale
Source:
Life Conference and Exhibition 2013

G04: Liquidity Premiums - Update from Working Party

08/11/2013 1 Liquidity Premiums Update from Working Party Bob Gore KPMG Jon Neale Pension Corporation 08 November 2013 Agenda •Background •Terms of Reference •Status Update •Defining the Liquidity Premium •The Puzzle •Methods of Assessment Issues• ... read more >>

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Author:
Susie Nursaw; Colin Forrest; Kiran Sandhu
Source:
Life Conference and Exhibition 2013

G06: Turning policyholders into customers

08/11/2013 1 Turning policyholders into customers Colin Forrest, Susie Nursaw and Kiran Sandhu 11 November 2013 Policyholders vs. customers 2 08/11/2013 2 Maturity of customer analytics 3 Customer centricity in the insurance ... read more >>

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Author:
Alana Paterson; Elizabeth Hollinger; Rosemary Hunter
Source:
Life Conference and Exhibition 2013

G11: RDR: increased transparency or added confusion? Lessons learned from overseas

08/11/2013 1 RDR i d dd d: ncrease transparency or a e confusion? Lessons learned from overseas Alana Paterson Elizabeth Hollinger Rosemary Hunter Overview 2 L l d f 1 Introduction to the RDR essons earne rom overseas 3 Initial trends ... read more >>

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Author:
David Leach; Ed Rayfield
Source:
Life Conference and Exhibition 2013

B05: The Rise and Rise of Stress and Scenario Testing

The Rise and Rise of Stress and Scenario Testing Members of the Institute and Faculty of Actuaries’ Stress and Scenario Testing Working Party 11 November 2013 Agenda 1. Overview of SST Working Party 2. The Rise and Rise of SST 3. Current ... read more >>

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Author:
Edd Moyle; Chris Reynolds
Source:
Life Conference and Exhibition 2013

C06: Long Term Care - an international perspective

11/7/2013 1 C6: Long Term Care An International Perspective (A Teaser) Edd Moyle, Chris Reynolds PartnerRe 11 November 2013 Disclaimer The views expressed today are those of the presenters and do not necessarily reflect those of their employers, and ... read more >>

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Author:
Burak Yelkovan
Source:
Life Conference and Exhibition 2013

A02: Taking the lid off Least Squares Monte Carlo

08/11/2013 1 Taking the lid of Least Squares Monte Carlo Burak Yelkovan 08 November 2013 Introduction & Background 08/11/2013 2 Introduction • Proxy models are simplified functions that • Represent liabilities and/or assets • Can very quickly ... read more >>