Document library
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E06: Triangle-free reserving
19/09/2012 1 © 2012 The Actuarial Profession www.actuaries.org.uk GIRO Conference and Exhibition 2012 Juggling uncertainty the actuary’s part to play 20/9/2012 GIRO Conference and Exhibition 2012 Triangle-free reserving Pietro Parodi, Willis Ltd © ... read more >>
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E03: Updating from the Discrimination Working Party - paper
Fairness in Insurance Pricing 17 September 2012 Preface for distribution to the Profession This paper has been written by the GIRO working party: Discrimination or Differentiation: What’s Fair? The intended audience is not the GIRO ... read more >>
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C05: The Munich chain ladder: a personal view
01/10/2012 1 GIRO Conference and Exhibition 2012 The Munich chain ladder: a personal view Anthony Wright © 2011 The Actuarial Profession www.actuaries.org.uk The Munich Chain Ladder Reference: Quarg, Gerhard, and Thomas Mack, "Munich Chain ... read more >>
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C01: Resource and environmental limits to economic growth
18/09/2012 1 © 2012 The Actuarial Profession www.actuaries.org.uk GIRO Conference and Exhibition 2012 Juggling uncertainty the actuary‘s part to play 20th September 2012 GIRO Conference and Exhibition 2012 Resource and environmental limits to ... read more >>
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D04: What has Pillar III ever done? Reporting and disclosure under Solvency II
18/09/2012 1 GIRO Conference and Exhibition 2012 What has Pillar III ever done for me? Reporting and disclosure under Solvency II Simon Sheaf and Stephen Kelly 20 September 2012 Agenda Introduction Narrative reporting Quantitative reporting Level 3 ... read more >>
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D07: Ministry of Justice reforms: implications for pricing and reserving
© 2012 The Actuarial Profession www.actuaries.org.uk GIRO Conference and Exhibition 2012 Juggling uncertainty the actuary’s part to play 20 September 2012 GIRO Conference and Exhibition 2012 Ministry of Justice reforms: implications for pricing and ... read more >>
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A01: Global statistics from the International Union of Marine Insurance Facts and Figures Committee
1 © 2012 The Actuarial Profession www.actuaries.org.uk GIRO Conference and Exhibition 2012 Juggling uncertainty the actuary’s part to play Wednesday 19th September 2012 GIRO Conference and Exhibition 2012 Global Statistics from the ... read more >>
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GIRO Conference 2013 - Detailed Specific Task Description
This document sets out the detailed and specific task description to assist members who are considering volunteering to join the GIRO Conference Committee for 2013. GIRO Committee 2013 Detailed Specific Task Description: The Actuarial ... read more >>
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Plenary 6: Reserving on a contract-by-contract basis - paper
1 Introduction This paper has the basic aim of applying familiar projection methods to a slightly wider set of data in order to add more value from the reserving process. It also neatly avoids some of the complications involved in providing ... read more >>
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Plenary 1: Are investors interested?
13/09/2012 1 GIRO Conference and Exhibition 2012 Are investors interested? James Quin, PwC September 2012 Setting the scene September 2012 1 13/09/2012 2 Setting the scene 0 200 400 600 800 1,000 1,200 06-Sep-07 06-Sep-08 ... read more >>
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E05: Undertaking specific parameters (USPs): latest developments
13/09/2012 1 © 2012 The Actuarial Profession www.actuaries.org.uk GIRO Conference and Exhibition 2012 Juggling uncertainty the actuary’s part to play Workshop E5 – Undertaking-specific parameters (USPs): Latest developments Richard Bulmer ... read more >>
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C10:Headline news: 'Actuarial Function' to get a capital A and F
13/09/2012 1 © 2012 The Actuarial Profession www.actuaries.org.uk GIRO Conference and Exhibition 2012 Juggling uncertainty the actuary’s part to play Date of presentation GIRO Conference and Exhibition 2012 Headline news: "Actuarial Function" ... read more >>
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A02: Global reinsurance: 2012-2013 rating agency review and outlook
17/09/2012 1 © 2012 The Actuarial Profession www.actuaries.org.uk GIRO Conference & Exhibition 2012 Global Reinsurance: Rating Agency Review & Outlook 2012-2013 19 September 2012 GIRO Conference and Exhibition 2012 Global Reinsurance: ... read more >>
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Mortality improvements by socio-economic circumstances, discussion paper
This paper was presented at a sessional research meeting at Staple Inn Hall, London, on 24 September 2012. Mortality improvements by socio-economic circumstances in England (1982 to 2006) A discussion paper BY J.L.C. LU, W. WONG, AND M. BAJEKAL ... read more >>
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D08: Growth markets, their exposure to catastrophe risk and challenges to modelling
© 2012 The Actuarial Profession www.actuaries.org.uk GIRO Conference and Exhibition 2012 Juggling uncertainty: the actuary’s part to play 20/09/2012 GIRO Conference and Exhibition 2012 Growth markets, their exposure to catastrophe risk and ... read more >>
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B09: Validating internal models: the Swiss experience
Validating Internal Models: the Swiss Experience GIRO, 19 September 2012 2 Models Reserves Different models depending on data availability / quality line of business / market processes / claims mgmt … actuarial judgment → 1st moment of ... read more >>
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B04: IFRS 4 for beginners: everything you ever wanted to know but were afraid to ask
05/09/2012 1 © 2012 The Actuarial Profession www.actuaries.org.uk GIRO Conference and Exhibition 2012 Juggling uncertainty the actuary’s part to play 19 September 2012 GIRO Conference and Exhibition 2012 IFRS 4 for beginners: Everything ... read more >>
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E02: Analytics: a transatlantic comparison
GIRO Conference and Exhibition 2012 Juggling uncertainty the actuary’s part to play © 2012 The Actuarial Profession www.actuaries.org.uk 20th September 2012 GIRO Conference and Exhibition 2012 Analytics: A transatlantic ... read more >>
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D09: Quantifying operational risk: a new monograph from Chapman & Hall
04/09/2012 1 © 2012 The Actuarial Profession www.actuaries.org.uk GIRO Conference and Exhibition 2012 Juggling uncertainty the actuary’s part to play 20 September 2012 GIRO Conference and Exhibition 2012 Statistical Modelling of Operational ... read more >>