General Insurance Convention 2003

Cardiff, 2003

The following papers were presented at the 2003 GIRO Convention. The papers are in Adobe Acrobat format.

Any queries about the Convention should be addressed to the Conference Department at e-mail: conferences@actuaries.org.uk.

Write up of Convention, by Karen Seidel [pdf]
Not available

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.

Plenary Sessions

  Risk - measurement or bust. Report from the Operational Risk Working Party [pdf, 1.3 mb]
Michael Tripp
  The cycle survival kit: an investigation into the reserving cycle and other issues. Report from the Managing the Reserve Cycle Working Party [pdf]
Nick Line
  Cynic and idealist: two views of the insurance cycle (and of the general insurance business) [pdf]
Martin White
  Developing relationships with underwriters. Report from the Developing Relationships with Underwriters Working Party [pdf]
Stuart Wrenn
  Report from the Clearer Communication Working Party [pdf]
Catherine Cresswell
  Extreme events II. Financial catastrophes. The overthrow of modern financial theory. Report from the Extreme Events Working Party [pdf]
David Sanders

Workshops

  Aviation: current reinsurance programme [slides, pdf]
Graham Lyons
  The new FSA capital requirements [pdf]
Nigel Gillott
  International accounting standards [pdf]
Fair Value Working Party
Martin White
  The overhaul of Lloyd's realistic disaster scenarios: 2003 update [paper, pdf]
James Orr
  Lloyd's signing actuaries - issues [pdf]
Henry Johnson
  A risk theoretical model for assessing the solvency profile of a general insurer [paper, pdf]
Nino Savelli
  A multi-model approach to catastrophe aggregate distributions; and The construction of a life and PA cat model from a WC cat model natural perils [paper, pdf]
Timothy Tetlow
  Operational risk [workshop summary] [pdf]
Louise Pryor
  Risk and capital assessment and supervision in financial firms : 2nd Interim Working Party report [paper, pdf]
Seamus Creedon
  Stress testing and scenario analysis [workshop, pdf]
Richard Shaw
  UK & European asbestos [slides, pdf, 2.2 mb]
Darren Michaels and Anthony Williams
  US asbestos [slides, pdf]
Gregory Overton and Darren Michaels
  Coping with domestic problems. Household help [text, pdf]
Cheryl Russell
Slides, including quiz results [pdf]
     
  The importance of being normal [pdf]
Stephen Carlin and Andrew Smith
Not available
  A global framework for insurer solvency assessment
Hans Waszink
  FSA capital self-assessment [slides, pdf]
Julian Leigh
  Financial guarantee business. Time for a reality check [pdf]
Chris Waites and Cormac Bradley
  US D&O and PI [slides, pdf]
Doug Collins
  Worldwide actuaries. Separated by a common set of standards and practices [slides, pdf]
David Powell and Douglas Collins
  Capital assessment [slides, pdf]
Seamus Creedon
  European motor [slides, pdf]
John Charles
Slides [ppt]
  The HIH Royal Commission. Lessons from down under [pdf]
Alex Marcuson
Slides [ppt]
  Practical issues in dependences [slides, pdf, 2.6 mb]
Dimitris Papachristou, Veronique Grenon

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