Document library
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- Author:
- Graham Fulcher
- Source:
- General Insurance Convention 2008
2: History of Securitisation Sub-Group
Securitisation of Non-Life Insurance Working Party GIRO 2008 Graham Fulcher (Chair) Mohamed Afify, Cormac Bradley, Jean Bernard Crozet David Davies, Will Forster, Susanne Frisby, Paul Fulcher, Visesh Gosrani Shalin Haria, Cameron Heath, ... read more >>
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- Author:
- Thomas Wallace
- Source:
- General Insurance Convention 2008
3: Zero Beta Assumption Sub-Group
Securitisation of Non-Life Insurance Working Party GIRO 2008 Graham Fulcher (Chair) Mohamed Afify, Cormac Bradley, Jean Bernard Crozet David Davies, Will Forster, Susanne Frisby, Paul Fulcher, Visesh Gosrani Shalin Haria, Cameron Heath, ... read more >>
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- Author:
- Gillian James
- Source:
- General Insurance Convention 2008
4: Basis Risk Sub-Group
Securitisation of Non-Life Insurance Working Party GIRO 2008 Graham Fulcher (Chair) Mohamed Afify, Cormac Bradley, Jean Bernard Crozet David Davies, Will Forster, Susanne Frisby, Paul Fulcher, Visesh Gosrani Shalin Haria, Cameron Heath, ... read more >>
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- Author:
- Jean Crozet
- Source:
- General Insurance Convention 2008
Integrating pricing and capital modelling. Appendix - Survey results
Appendix Survey Results ... read more >>
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- Author:
- Mohammad Khan
- Source:
- General Insurance Convention 2008
6: Regulatory Regimes Sub-Group
Securitisation of Non-Life Insurance Working Party GIRO 2008 Graham Fulcher (Chair) Mohamed Afify, Cormac Bradley, Jean Bernard Crozet David Davies, Will Forster, Susanne Frisby, Paul Fulcher, Visesh Gosrani Shalin Haria, Cameron Heath, ... read more >>
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- Author:
- Graham Fulcher
- Source:
- General Insurance Convention 2008
1: Brief introduction to securitisation
Introduction to Reports of the Securitisation of Non-Life Insurance Working Party GIRO October 2008 Graham Fulcher (Chairman) History of Securitisation Sub-Group Graham Fulcher (Sub-Chair) David Davies Will Forster Melodie Pollet-Villard Zero ... read more >>
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- Author:
- Satnam Bhooee
- Source:
- General Insurance Convention 2008
Masala, monsoons and mathematical models; working as an actuary in India (Handout)
1 GIRO Convention 23-26 September 2008 Hilton Sorrento Palace GIRO Convention 23-26 September 2008 Hilton Sorrento Palace Masala, Monsoons & Mathematical Models: Working as an Actuary in India Satnam Bhooee, RSA Masala Monsoons & Mathematical ... read more >>
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- Author:
- Tom Woolgrove
- Source:
- General Insurance Convention 2008
The road to Solvency II. A business perspective. (Handout)
1 GIRO Convention 23-26 September 2008 Hilton Sorrento Palace The Road to Solvency II A business perspective Tom Woolgrove MD, HBOS General Insurance Objectives ? Views on Solvency II ? Lessons Learned from ICA and Basle II ? Challenges for Actuarial ... read more >>
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- Author:
- Allan Kaufmann
- Source:
- General Insurance Convention 2008
Actuarial aspects of internal models under Solvency II. (Handout)
1 1 GIRO Convention 23-26 September 2008 Hilton Sorrento Palace Actuarial Aspects of Internal Models under Solvency II 2 Actuarial Aspects of Internal Models under Solvency II Internal Models Working Group Preparation for February 2009 Sessional ... read more >>
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- Author:
- Andrew Murray; Lyuba Tarnopolsky
- Source:
- General Insurance Convention 2008
Claims reserve adequacy in the context of capital modelling and ILS: A rating agency's perspective. (slides)
1 GIRO Convention 23-26 September 2008 Hilton Sorrento Palace Claims reserve adequacy in the context of Capital modelling and ILS: A rating agency's perspective Andrew Murray, Lyuba Tarnopolsky – Fitch Ratings Ltd Claims reserve adequacy in the context ... read more >>
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- Author:
- Cherry Chan; Kartina Tahir Thomson
- Source:
- General Insurance Convention 2008
Increasing the relevance of risk tolerance to organisations today.
GIRO Convention 23-26 September 2008 Hilton Sorrento Palace Increasing the Relevance of Risk Tolerance to Organisations Today Kartina Tahir Thomson & Cherry Chan Increasing the Relevance of Risk Tolerance to Organisations Today Agenda 1. ... read more >>
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- Author:
- Gregory Overton; Helen Wilkinson; Andrew Ward
- Source:
- General Insurance Convention 2008
Our industry - 5 years on. (Slides)
1 1 Presented by Gregory Overton, Helen Wilkinson & Andrew Ward GIRO 23-26 September 2008 Hilton Sorrento Palace Our Industry – 5 years on Agenda ? The current environment ? Drivers of change ? Possible consequences ? The future? The current ... read more >>
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- Author:
- Greg Taylor
- Source:
- General Insurance Convention 2008
Robotic reserving. (slides)
1 GIRO Convention 23-26 September 2008 Hilton Sorrento Palace Robotic reserving Greg Taylor Taylor Fry Consulting Actuaries University of Melbourne University of New South Wales Gráinne McGuire Taylor Fry Consulting Actuaries 2 Overview ? Robotic loss ... read more >>
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- Author:
- Simon Margetts; Serio Pezzulli
- Source:
- General Insurance Convention 2008
Granular loss modelling
GIRO Convention 23-26 September 2008 Hilton Sorrento Palace Granular Loss Modelling Sergio Pezzulli Ernst & Young LLP Simon Margetts Ernst & Young LLP � This workshop presentation can be regarded as an extension of our workshop given at GIRO ... read more >>
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- Author:
- Stephen Jones
- Source:
- General Insurance Convention 2008
Price optimisation: successful practical implementation. (Handout)
GIRO Convention 23-26 September 2008 Hilton Sorrento Palace B3 - Price Optimisation: Successful Practical Implementation Stephen Jones, EMB Implementation path of price optimisation techniques in the UK Extent of ImplementationRoll OutSingle ... read more >>
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- Author:
- Derek Newton; Vincent Robert
- Source:
- General Insurance Convention 2008
Reserve variability - a case study. (Handout)
GIRO Convention 23-26 September 2008 Hilton Sorrento Palace Workshop B8: Reserve Variability – a case study Vincent Robert & Derek Newton Agenda Introduction 1. Methods Considered 2. Diagnostic tests of the data (Residuals) 3. Case Study 4. ... read more >>
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- Author:
- Mark Flower; Gillian James; Terry Masters; Jim Riley
- Source:
- General Insurance Convention 2008
Subprime .... impacts for capital assessment. (Handout)
SUBPRIME… Impacts for capital assessment TERRY MASTERS terry.masters@aon.co.uk JIM RILEY jim.riley@aon.co.uk MARK FLOWER mark.flower@aon.co.uk GILLIAN JAMES gillian.james@aon.co.uk GIRO XXXV – September 2008, Sorrento 2 Interesting numbers - ... read more >>
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- Author:
- Gareth Haslip
- Source:
- General Insurance Convention 2008
A practical study of economic scenario generators for general insurers. (Handout)
GIRO Convention 23-26 September 2008 Hilton Sorrento Palace A Practical Study of Economic Scenario Generators For General Insurers Gareth Haslip Benfield Group Agenda ? Introduction to economic scenario generators ? Building blocks of an ESG ? Time ... read more >>
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- Author:
- Maria Heep-Altiner; Nigel Hooker
- Source:
- General Insurance Convention 2008
Risk aggregation in a multi-line, multi-entity group. (Handout)
1 GIRO Convention 23-26 September 2008 Hilton Sorrento Palace Risk Aggregation in a Multi-Line, Multi-Entity Group Dr. Maria Heep-Altiner - Talanx AG Dr. Nigel Hooker - DFA Capital Management Inc. Talanx Group: a Multi-Line, Multi-Entity Group ... read more >>
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- Author:
- Steve Gardner; Richard Winter
- Source:
- General Insurance Convention 2008
The opportunities and hazards of being a lone actuary. (Handout)
1 The Opportunities and Hazards of being a lone actuary Richard Winter and Steve Gardner 35TH ANNUAL GIRO CONVENTION SORRENTO ITALY Why are we here? ?Professional issues ?Lessons we have learnt ?Strategies for overcoming some issues ?Most points are ... read more >>