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Author:
Pietro Parodi
Source:
GIRO Conference and Exhibition 2012

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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Author:
Members of the Discrimination Working Party
Source:
GIRO Conference and Exhibition 2012

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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Author:
Anthony Wright
Source:
GIRO Conference and Exhibition 2012

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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Author:
Oliver Bettis
Source:
GIRO Conference and Exhibition 2012

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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Author:
Stephen Kelly; Simon Sheaf
Source:
GIRO Conference and Exhibition 2012

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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Author:
Neil Chapman
Source:
GIRO Conference and Exhibition 2012

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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Author:
Nigel Hooker; Matthew Lightwood
Source:
GIRO Conference and Exhibition 2012
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Author:
Darren Farr
Source:
GIRO Conference and Exhibition 2012

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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Author:
Institute and Faculty of Actuaries

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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Author:
Joe Monk; Peter Brinck; Kathryn Hudson; Katherine Peet; Leith Raw
Source:
GIRO Conference and Exhibition 2012

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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Author:
James Quin
Source:
GIRO Conference and Exhibition 2012

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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Author:
Pietro Parodi
Source:
GIRO Conference and Exhibition 2012

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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Author:
Laurence Townley
Source:
GIRO Conference and Exhibition 2012

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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Author:
Harish Gohil; Martyn Street
Source:
GIRO Conference and Exhibition 2012

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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Author:
Sebastian Rath
Source:
GIRO Conference and Exhibition 2012

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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Author:
Frank Cuypers
Source:
GIRO Conference and Exhibition 2012

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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Author:
Peter England; Robert Scarth; Martin Cairns
Source:
GIRO Conference and Exhibition 2012

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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Author:
James Rakow; Matthew Wilson; James Guszcza
Source:
GIRO Conference and Exhibition 2012

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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Author:
Jens Perch Nielsen
Source:
GIRO Conference and Exhibition 2012

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 >>