Document library
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- Author:
- Pensions Practice Executive Committe
IASB exposure draft: Financial Instruments: classification and measurement. Comments from the Actuarial Profession
responses September 2009 International Accounting Standards Board Exposure Draft: Financial Instruments - Classification and Measurement 1 About The Actuarial Profession The Actuarial Profession is governed jointly by the Faculty of ... read more >>
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- Author:
- Robert Cowell
Exploration of a novel bootstrap technique for estimating the distribution of outstanding claims reserves in general insurance
This is a report on an exploration of the effectiveness of a novel non-parametric bootstrap method for estimating claims reserves, which we call the local chain ladder bootstrap technique. The method is simple and can readily be implemented in a ... read more >>
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- Author:
- General Insurance Practice Executive Committee
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- Consultation response
Equality Bill: Making it work. Ending age discrimination in services and public functions
consultation response September 2009 Government Equalities Office Equality Bill: Making it work Ending age discrimination in services and public functions Response from the UK Actuarial Profession A g e Consu l t a t i o ... read more >>
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- Author:
- General Insurance Communications Committee
General Insurance Current Issues Committee Newsletter, September 2009
General Insurance Communications Committee Current Issues Newsletter ‐ September 2009 ... read more >>
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- Author:
- Pensions Practice Executive Committee
IASB Exposure Draft: Fair value measurement; and Discussion Paper: Credit risk in liability measurement. Comments from the Actuarial Profession
responses September 2009 International Accounting Standards Board Exposure Draft: Fair value measurement Discussion Paper: Credit risk in liability measurement 1 About The Actuarial Profession The Actuarial Profession is governed jointly ... read more >>
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- Author:
- ERM Practice Executive Committee
ERM for pension scheme actuaries
UK defined benefit pension schemes have experienced one of their most difficult years in history. Many of the significant risks inherent in defined benefit pension provision have had a severe negative impact on the finances of UK businesses, whilst ... read more >>
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- Author:
- Ana Madrigal; Fiona Matthews; Deven Patel; Andrew Gaches; Steven Baxter
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- Sessional meeting paper
What longevity predictors should be allowed for when valuing pension scheme liabilities? (slides)
What longevity predictors should be allowed for when valuing pension scheme liabilities? Institute sessional meeting - September 2009 A M MADRIGAL F E MATTHEWS D D PATEL. . , . . , . . , A. T. GACHES AND S. D. BAXTER 3 Overview ? ... read more >>
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- Author:
- S D Baxter; A T Gaches; A M Madrigal; F E Matthews; D D Patel
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- Sessional meeting paper
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- Author:
- Global Financial Crisis Group
HM Treasury consultation on reforming financial markets
The Actuarial Profession welcomes the opportunity to comment on HM Treasury's proposals for reforming financial markets. consultation response September 2009 H M Treasury Reforming Financial Markets Faculty of Actuaries Mac l aur i n Hous e ... read more >>
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- Author:
- Martyn Dorey
- Source:
- Highlights of the 2009 Pensions Conference
Financial modelling needs to change in light of the credit crunch
1 Variable Dependency ‘D’ Distributions: A General Framework to Generate Skew Elliptical Multivariate Copulas with Polytonal Dependency Working paper presented to Institute of Actuaries Finance and Risk conference, ... read more >>
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- Author:
- Neil Bowden
- Source:
- Highlights of the 2009 Pensions Conference
The downturn: legal issues - trustees and employers
1 Current Issues in Funding 5 November 2007 Neil Bowden ALLEN & OVERY LLP London Part 3 (Scheme Funding) Pensions Act 2004 ? Analysis of roles of Trustees/Employer/Actuary/ Regulator ? Where do the scheme rules fit in? ? What does the law say ... read more >>
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- Author:
- Jay Shah
- Source:
- Highlights of the 2009 Pensions Conference
Case for pension risk transfer
1 The 2nd Younger Members Convention 1-2 December 2003 The Glasgow Moat House Payal Shah Whose Money Is It Anyway? 1 December 2003 Agenda Current position Proposed changes Impact on companies/individuals Longer term actions Case study 2 Old Code Pre ... read more >>
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- Author:
- Jay Shah
- Source:
- Highlights of the 2009 Pensions Conference
Case for pension risk transfer
1 Case for Pension Risk Transfer 1 Jay Shah Partner, Pension Corporation Swimming against the tide No longer a staff retention tool Percentage of schemes 2006 2007 2008 Open 41% 36% 31% Closed to new b 44% 45% 50% mem ers Closed to future ... read more >>
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- Author:
- Richard Clark
- Source:
- Pensions and the law, seminar 6 October 2009
Insolvency related risks – how to help protect a scheme
The IASB Proposals and Non–Life Insurance Peter Clark Peter Hinton Erica Nicholson Liam Storey Gary Wells Martin White The IASB proposals and Non-life Insurance ABSTRACT 1 OVERVIEW AND ... read more >>
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- Author:
- Ana Madrigal; Fiona Matthews; Deven Patel; Andrew Gaches; Steven Baxter
- Source:
- Sessional meeting paper
What longevity predictors should be allowed for when valuing pension scheme liabilities?
Data held within administration records of occupational pension schemes yield a rich source of information on mortality rates and the statistical predictors (covariates) of longevity. In this paper we provide, for the first time, a multivariable analysis ... read more >>
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- Author:
- Institute and Faculty of Actuaries
- Source:
- Application form
Application to act as supervisor of an EU actuary during an adaptation period
Form of application to act as supervisor of an EU actuary during an adaptation period under the terms of the Groupe Consultatif Agreements for the Mutual Recognition by each Subscribing Association of Members of other Subscribing Associations. APPLICATION ... read more >>
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Professionalism Awareness Committee terms of reference
Terms of Reference – Professionalism Awareness Committee 2009 – 2010 09/09/09 The Actuarial Profession PROFESSIONALISM AWARENESS COMMITTEE Reporting to the Professional Regulation Executive Committee Terms of Reference 2009 ... read more >>
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Standards Review Committee terms of reference
Terms of Reference Standards Review Committee 2009 – 2010 09/09/09 The Actuarial Profession STANDARDS REVIEW COMMITTEE Reporting to the Professional Regulation Executive Committee Terms of Reference 2009 - 2010 The Standards ... read more >>
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Professional Regulation Executive Committee terms of reference
Terms of Reference – Professional Regulation Executive Committee 2009 – 2010 December 2009 The Actuarial Profession Professional Regulation ... read more >>
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- Source:
- Press release
One year on from Lehman Brothers
September 15 2008 was the date Lehman Brothers filed for bankruptcy. On the eve of the anniversary of this event, three leading members of the UK Actuarial Profession, took part in a round table discussion to consider the causes and effects of the ... read more >>