Document library
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- Author:
- Julien Saunier
- Source:
- GIRO Conference and Exhibition 2012
D03: Individual claim development methodology
© 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 Individual Claim Development Julien Saunier © 2011 The ... read more >>
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- Author:
- Lawrence Cheng; Michael Fung; Cynthia Yuan
- Source:
- GIRO Conference and Exhibition 2012
D01: Economic capital modelling in emerging market
02/10/2012 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 Economic Capital Modelling In ... read more >>
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- Author:
- Donald F Mango
- Source:
- GIRO Conference and Exhibition 2012
C09: Reinsurance evaluation using capital tranching
04/09/2012 1 GIRO Conference and Exhibition 2012 Capital Tranching: A RAROC Approach to Assessing Reinsurance Cost Effectiveness Don Mango, Guy Carpenter, New York Guy Carpenter Co-Authors: Claude Bunick, Avi Adler, John Major © 2011 The ... read more >>
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- Author:
- Neil Bruce
- Source:
- GIRO Conference and Exhibition 2012
C06: Towards optimal reserving: best practice in the new world
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 20th September 2012 GIRO Conference and Exhibition 2012 Towards optimal reserving: best ... read more >>
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- Author:
- Maryam Abdullah; Marios Argyrou; Naiterprit Hanspal; George Orros
- Source:
- GIRO Conference and Exhibition 2012
C04: Embedding Solvency II into business as usual for general insurance
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 20th September 2012 GIRO Conference and Exhibition 2012 Embedding Solvency II into BAU for ... read more >>
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- Author:
- Maryam Abdullah; Marios Argyrou; Naiterprit Hanspal; George Orros
- Source:
- GIRO Conference and Exhibition 2012
C04: Embedding Solvency II into business as usual for general insurance - paper
Embedding Solvency II into Business as Usual for General Insurance Embedding Solvency II into BAU Working Party Working Party Members George Orros – Chair Maryam Abdullah Marios Argyrou Naiterprit Hanspal Bhavesh Haria Colin McCarthy ... read more >>
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- Author:
- Alan Calder; Andrew Couper; Joseph Lo
- Source:
- GIRO Conference and Exhibition 2012
C02: Catastrophe model blending: practicalities - paper
1 Foreword Catastrophe modelling has become a key underwriting and risk management tool over the past 15 years. However with the advent of increasingly complex stochastic catastrophe modelling tools, new risks and dangers appear. The ... read more >>
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- Author:
- Maria Dolores Martinez-Miranda; Jens Perch Nielsen
- Source:
- GIRO Conference and Exhibition 2012
B06: Adding prior knowledge to double chain ladder
03/09/2012 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 Adding prior knowledge to Double ... read more >>
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- Author:
- Michael Fackler
- Source:
- GIRO Conference and Exhibition 2012
B02: The financial crisis: risk transfer, insurance layers and (no?) reinsurance culture
1 GIRO Conference, Brussels, September 2012 The Financial Crisis – Risk Transfer, Insurance Layers, and (no?) Reinsurance Culture Michael Fackler freelance actuary Munich (Germany) Two worlds apart? The markets for credit derivatives and ... read more >>
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- Author:
- Michael Fackler
- Source:
- GIRO Conference and Exhibition 2012
B02: The financial crisis: risk transfer, insurance layers and (no?) reinsurance culture - paper
GIRO Conference and Exhibition 2012 1 Abstract The financial crisis of 2007 has triggered various debates, ranging from the stability of the banking system to subtle technical issues regarding the Gaussian and other copulas. All these debates are ... read more >>
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- Author:
- Ralph Baxter
- Source:
- GIRO Conference and Exhibition 2012
A05: What lies beneath: the unseen cost and risk in actuarial data
03/09/2012 1 GIRO Conference and Exhibition 2012 What lies beneath – the unseen risk in our data Ralph Baxter, CEO, ClusterSeven © 2011 The Actuarial Profession www.actuaries.org.uk Themes 1 • Data, data, data • Corporate systems vs ... read more >>
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- Author:
- Neil Bruce; Susan Dreksler
- Source:
- GIRO Conference and Exhibition 2012
Plenary 6: A practical guide to building your own teepee
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 21 September 2012 GIRO Conference and Exhibition 2012 Climbing Mount TP Neil Bruce & ... read more >>
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- Author:
- Chris Hitchings
- Source:
- GIRO Conference and Exhibition 2012
Plenary 5: Cyclophilia: an analyst's view of the pricing cycle
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 GIRO Conference and Exhibition 2012 Cyclophilia: an analyst’s view of the pricing cycle ... read more >>
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- Author:
- Buu Truong
- Source:
- GIRO Conference and Exhibition 2012
Plenary 1: Mind the gap
29/08/2012 1 © 2012 The Actuarial Profession www.actuaries.org.uk GIRO Conference and Exhibition 2012 Juggling uncertainty the actuary’s part to play 18 September 2012 GIRO Conference and Exhibition 2012 Mind The Gap Buu Truong © 2011 The ... read more >>
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- Author:
- Paul Wooley; Dmitri Vayanos
- Source:
- Networking event: Replacing the Theory of Efficient Markets
Networking event: Replacing the Theory of Efficient Markets - Implications for Polciy and practice
REPLACING THE THEORY OF EFFICIENT MARKETS--- IMPLICATIONS FOR THEORY AND PRACTICE Paul Woolley and Dimitri Vayanos London School of Economics Plan of the talk Momentum, reversal and value. Prominent market anomalies. An institutional ... read more >>
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General Counsel Division (2012). Memoranda of Understanding: Working With Our Co-Regulators. Edinburgh: Institute and Faculty of Actuaries
This document provides some quick tips onworking with our co-regulators Memoranda of Understanding: Working with our co-regulators 2012/2013 Quick reference guide Version 1 August 2012 MEMORAND A OF UNDERS T ANDIN G: WORKING ... read more >>
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- Author:
- Jessica (Weng Kah) Leong, Shaun Wang and Han Chen
- Source:
- Brian Hey Prize - GIRO 2012
Brian Hey Prize - Back-Testing the ODP Bootstrap of the Paid Chain-Ladder Model with Actual Historical Claims Data
Back-Testing Bootstrapping Method 1 ABSTRACT This paper will back-test the popular over-dispersed Poisson (ODP) bootstrap of the paid chain-ladder model, as detailed in England and Verrall (2002), using real data from hundreds of U.S. companies, ... read more >>
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- Author:
- Donald Mango, John Major, Avraham Adler and Claude Bunick
- Source:
- Brian Hey Prize - GIRO 2012
Brian Hey Prize - Capital Tranching: A RAROC Approach to Assessing Reinsurance Cost Effectiveness
1 Motivation. The current industry standard approach evaluates reinsurance effectiveness by calculating capital cost savings as the product of a fixed capital cost rate and the required capital which is released. Reinsurance is deemed “value-creating” ... read more >>
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- Author:
- Alan Calder, Andrew Couper and Joseph Lo. Foreword by Stephen Postlewhite
- Source:
- Brian Hey Prize - GIRO 2012
Brian Hey Prize - Catastrophe Model Blending
1 Foreword Catastrophe modelling has become a key underwriting and risk management tool over the past 15 years. However with the advent of increasingly complex stochastic catastrophe modelling tools, new risks and dangers appear. The ... read more >>
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- Author:
- Ryan Warren, Ji Yao, Tim Rourke, Jan Iwanik
- Source:
- Brian Hey Prize - GIRO 2012
Brian Hey Prize - Game Theory in General Insurance
Institute and Faculty of Actuaries, GIRO, 2012 1 13 August 2012 Game Theory in General Insurance How to outdo your adversaries while they are trying to outdo you Ryan Warren (Chair) Ji Yao Tim Rourke ... read more >>