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]
  Update from the financial condition assessment working party [slides, pdf]
John Ryan
Slides [ppt]
  Lloyd's and the London Market [pdf]
Nick Prettejohn, CEO Lloyd's of London
Slides [ppt]
  APH Update [slides, pdf]
Darren Michaels and Amy Bouska
Slides [ppt]
  Fair value accounting for insurance [pdf]
Michael G McCarter and Peter K Clark
Slides [ppt]
  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]
  Calculating premium monitoring/rate change indices [slides, pdf]
Bill McConnell and Philip Archer-Lock
Slides [ppt]
  Capital allocation: challenges and changes [slides, pdf]
James Orr and Andreas Tsanakas
Slides [ppt]
  Credit analysis of general insurers and Lloyd's syndicates [slides, pdf]
Simon Harris
Slides [ppt]
  Extreme value theory [slides, pdf]
Paddy Paddam
  Financial condition reporting - practical aspects [slides, pdf]
John Ryan
Slides [ppt]
  Stochastic asset models revisited [slides, pdf]
Andrew Smith, Frances Southall, Elliot Varnell
  Compliance review [slides, pdf]
John Ryan and Paul Duffy
Slides [ppt]
  DFA and allocation of cost of capital (CAS) [slides, pdf]
Brian White, Swiss Re Investors Ltd
  PI and D&O [slides, pdf]
Henry Johnson
Slides [ppt]

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