General Insurance Convention 2001
Glasgow, 2001
Message from the GIRO Chairman, Richard Winter
Unfortunately the majority of working parties this year did not reach the point where it was possible for them to write a paper. As a consequence, there will be very few advance papers for this year's GIRO Convention. In the light of this, we have decided that in line with other Faculty and Institute conferences we will not be publishing a volume of papers for GIRO 2001.
The following papers were presented at the Joint GIRO/CAS Convention and have now been released into the public domain. Where possible, the papers have been made available in two formats - as Powerpoint presentations, and in Adobe Acrobat format displaying three slides to a page.
Any queries about the Convention should be addressed to the Conference Department at e-mail: conferences@actuaries.org.uk.
The copyright in the content of the conference and seminar papers on this site may rest either with the authors or with the profession. Single copies may be downloaded for private study or research but more extensive copying requires the permission of the copyright owner. Should you wish to make multiple copies of any material please contact the Conference Department. Where an author has not provided written copyright permission for a paper to be granted public access we have not been able to include it with the other conference papers on this part of the site.
Advance papers
| Premium rating indices [pdf] Bill McConnell (Chairman), Philip Archer-Lock, Nigel Finlay, Alex Foord, Ian Hilder, Mike Keig, Stephen Mathews, James Tanser, Stephen Wilcox, Martin White |
Papers presented at the Convention
Plenary Sessions
| General Insurance Board Update [slides, pdf] Julian Lowe, Chairman, GIB Slides [ppt] |
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| Update from the financial condition assessment working party [slides, pdf] John Ryan Slides [ppt] |
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| Lloyd's and the London Market [pdf] Nick Prettejohn, CEO Lloyd's of London Slides [ppt] |
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| APH Update [slides, pdf] Darren Michaels and Amy Bouska Slides [ppt] |
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| Fair value accounting for insurance [pdf] Michael G McCarter and Peter K Clark Slides [ppt] |
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| How good are actuarial predictions [slides, pdf] Richard Winter Slides [ppt] |
Workshops
| Business planning in personal lines using DFA [slides, pdf] Mike Brockman and Karl Murphy Slides [ppt, 1.3 mb] |
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| Calculating premium monitoring/rate change indices [slides, pdf] Bill McConnell and Philip Archer-Lock Slides [ppt] |
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| Capital allocation: challenges and changes [slides, pdf] James Orr and Andreas Tsanakas Slides [ppt] |
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| Credit analysis of general insurers and Lloyd's syndicates [slides, pdf] Simon Harris Slides [ppt] |
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| Extreme value theory [slides, pdf] Paddy Paddam |
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| Financial condition reporting - practical aspects [slides, pdf] John Ryan Slides [ppt] |
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| Stochastic asset models revisited [slides, pdf] Andrew Smith, Frances Southall, Elliot Varnell |
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| Compliance review [slides, pdf] John Ryan and Paul Duffy Slides [ppt] |
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| DFA and allocation of cost of capital (CAS) [slides, pdf] Brian White, Swiss Re Investors Ltd |
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| PI and D&O [slides, pdf] Henry Johnson Slides [ppt] |