General Insurance Convention 2004

Killarney, 2004

All available papers presented at the 2004 GIRO Convention in Killarney, Ireland are listed on this page. Where possible the papers have been made available in two formats - as the original Powerpoint presentation, 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.

Write up of Convention, by Wendy Hawes [pdf]

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

PLENARY 1
The Irish perspective [slides,pdf]
Pat Healy
That was the year that was [slides, pdf]
James McPherson and Mohammed Armoghan 
PLENARY 3
Report of the Professional Issues Working Party [slides, pdf]
Andrew Newman
PLENARY 4:
Cycle survival kit II [slides, pdf]
Kevin Wenzel

PLENARY 5:
UK asbestos - the definitive guide [paper, pdf, 1.5mb]

UK Asbestos Working Party
Slides [ppt, 3.1 mb]
Zipped file of accompanying spreadsheets, 1.6 mb (Available on request from libraries@actuaries.org.uk)
PLENARY 6:
Statutory actuarial involvement in non-life reserving [paper, pdf]
Derek Newton
General insurance actuaries: a reserved role? [pdf]
David Hindley and Derek Newton
Slides [ppt]
PLENARY 7:
International accounting standards for general insurance [paper, pdf]
Martin White (Chairman)
Update on CP190 [slides, pdf]
Alan Spence, Stefan Claus
Report of the IAS Working Party 2004 [slides, pdf]
IAS Working Party
Stress testing and scenario analysis. Risk assessment and quantification and use in the determination of capital [paper, pdf]
Members of the Stress Testing and Scenario Analysis Working Party
Slides [ppt]
PLENARY 8:
Morris Review and other challenges [slides, pdf]
Michael Pomery
Slides [ppt]
General Insurance Board Update [slides, pdf]
David Hindley, Chairman, General Insurance Board
Slides [ppt]
Report of the Professional Issues Working Party [slides, pdf]
Andrew Newman
Actuarial Opinion Survey 2002. The final results [slides, pdf]

Workshops

WORKSHOP A1:
Rating long-tail excess of loss reinsurance [paper, pdf]
Mark Cockroft
Pricing long-tail excess of loss reinsurance [slides, pdf]
Mark Cockroft
Bayesian credibility for excess of loss reinsurance rating [paper, pdf]
Mark Cockroft
WORKSHOP A2:
Individual large claims reserving
Karl Murphy, Andrew McLennan
Slides [ppt]
WORKSHOP A4:
A-Could do better: managing the rating process [slides, pdf]
Cormac Bradley, Chris Waites
WORKSHOP A5:
The Bermudian (Re)Insurance Market: beach or business?
Anup Seth
Slides [ppt]
WORKSHOP A6:
Lloyd's market result forecasts, or who needs actuaries [slides, pdf]

Mark Graham
WORKSHOP A7:
M&A in the insurance market - a revival? [slides, pdf]
James McPherson, Andrew Pryde
WORKSHOP B1:
More on stochastic reserving in general insurance
Peter England, Richard Verrall
Slides [ppt]
WORKSHOP B2:
Norwich Union flood project [slides, pdf, 8.6 mb]
Laurence Loughnane
WORKSHOP B4:
Emerging market practice for ICAs [slides, pdf]
Nigel Gillott
WORKSHOP B5:
Knotty DFA/ICA issues at Lloyd's [slides, pdf]
Phil Ellis
Slides [ppt]
WORKSHOP B6:
Risk Measures: beyond coherence? [slides, pdf]
Andreas Tsanakas
WORKSHOP B7:
DLA's experience in connection with solvent schemes for pools [paper, pdf]
Nigel Montgomery. See also:
WORKSHOP C1:
Wall Street Banks - Reserving Issues
John Charles, Tony Hartington
Slides [ppt]
WORKSHOP C2:
Stress and scenario analysis - risk assessment and quantification and use in the determination of capital

Richard Shaw
Slides [ppt]
WORKSHOP C3:
How to believe your models [slides, pdf]
Louise Pryor
WORKSHOP C4:
International accounting standards for general insurance [pdf]
Martin White (Chairman)
WORKSHOP C5:
Lloyd's realistic disaster scenarios [slides, pdf]
James Orr
WORKSHOP C6:
CAS Update. Where we've been, where we are, and where we're going [slides, pdf]

Mary Frances Miller
Slides [ppt]
WORKSHOP C7:
A view from "Down Under". Recent developments in general insurance actuarial work in Australia [slides, pdf]
Dave Finnis
WORKSHOP D1:
Valuing reinsurance from a buyer's perspective [slides, pdf]
Dean Dwonczyk and Simon Pollack
WORKSHOP D2:
Doing an ICA [slides, pdf]

Laurence Lee-Tsang-Tan, Julian Leigh and John Rowland
WORKSHOP D4:
Solvency II - The potential impact ... and how actuaries can contribute to the new European regulation [slides, pdf]

Annette Olesen
WORKSHOP D5:
Current developments in the Irish insurance market 
Gerard Bradley, Joe Kennedy, David Costello
Slides [ppt]
WORKSHOP D6:
Franchise performance directorate (FPD) - an overview [slides, pdf]
Robert Humphreys
WORKSHOP D7:
Managing overconfidence
Douglas Collins
Slides [ppt]
WORKSHOP:
The best workshop for 200 years [slides, pdf]
Andrew Smith
Slides [ppt]

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