General Insurance Convention 2005
Blackpool, 2005
All available papers presented at the 2005 GIRO Convention held from 18-21 October at the Imperial Hotel, Brighton are listed on this page.
Any queries about the Convention should be addressed to the Conference Department at e-mail: conferences@actuaries.org.uk.
Please note that the presentations are available only in Adobe pdf "handout" format, displaying three slides to a page. If you require the papers in any other format, please contact the Conference Officer.
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.
Wednesday 19 October 2005
| Time | Title and Speaker | |
| 09.00-10.15 | PLENARY 1: The regulation of non-life insurance - quo vadis [slides, pdf] Shirley Beglinger, previously a member of management at Swiss Re Group |
|
| 09.00-10.15 |
|
PLENARY 1: The application of strategic models to non-life insurance markets [slides, pdf] Roger Massey and members of the working party Paper [pdf] |
| 10.15-11.15 | WORKSHOP A01: The world post ICA [slides, pdf] Paul Frydas, KPMG |
|
| 10.15-11.15 | WORKSHOP A02: Operational risk management frameworks and methodologies [slides, pdf] Quentin Thom, Risk Consulting, Financial Services Advisory |
|
| 10.15-11.15 | WORKSHOP A03: DIY dependence or The virtues of mixing [slides, pdf] Andreas Tsanakas, Lloyd's |
|
| 10.15-11.15 | WORKSHOP A04: Lloyd's issues [slides, pdf] Henry Johnson, Lloyd's |
|
| 10.15-11.15 | WORKSHOP A06: Insurance capital as a shared asset - theory and practice [slides, pdf] Don Mango, GE Insurance Solutions, CAS Vice President, Research and Development |
|
| 10.15-11.15 | WORKSHOP A07: Mike Brockman |
|
| 10.15-11.15 | WORKSHOP A08: Underwriting or actuarial pricing, you decide? [slides, pdf] Patrick Grealy and Stuart Wren |
|
| 10.15-11.15 | WORKSHOP A09: Accounting battles [slides, pdf] Martin White and F James Mcpherson |
|
| 11.45-13.00 | PLENARY 2: Believe in your ICA [slides, pdf] Richard Tamayo, Finance Director, NHBC |
|
| 11.45-13.00 | PLENARY 2: Living your ICA - the experience of BUPA's general insurer [slides, pdf] David Paul, Group Actuary, BUPA |
|
| 14.00-15.30 | PLENARY 2: ICA Guidance Note Working Party. Who are we? [slides, pdf] Andrew Hitchcox, Working Party Chairman |
|
| 14.00-15.30 | PLENARY 3: Solvency II [slides, pdf] Annette Olesen |
|
| 14.00-15.30 | PLENARY 3: Financial risks of climate change [pdf] Dr Sebastian Catovsky, Policy Adviser, Natural Perils |
|
| 14.00-15.30 | PLENARY 3: Impacts of climate change on financial institutions' medium to long term assets and liabilities [slides, pdf] Louis Perroy |
|
| 16.00-17.00 | WORKSHOP B02: Irish issues [slides, pdf] Richard Tulloch, B&W Deloitte Limited |
|
| 16.00-17.00 | WORKSHOP B03: The actuary and street pricing [slides, pdf] Michael Tripp |
|
| 16.00-17.00 | WORKSHOP B04: Gulf of Mexico offshore energy [slides, pdf] Tom Jowett, GE Frankona |
|
| 16.00-17.00 | WORKSHOP B05: Claims inflation - uses and abuses [paper, pdf] Simon Sheaf and members of the working party |
|
| 16.00-17.00 | WORKSHOP B05: Claims inflation - The Scarlet Pimpernel of actuarial work [pdf] Simon Sheaf and members of the working party |
|
| 16.00-17.00 | WORKSHOP B06: Accounting and solvency developments - what you need to be worried about! [slides, pdf] John Charles, Mohammad Khan and Shreyas Shah |
|
| 16.00-17.00 | WORKSHOP B07: IFRS 4 - Disclosure requirements [slides, pdf] Simon O'Shea and Ash Ruparelia |
|
| 16.00-17.00 | WORKSHOP B09: An operational review of claims reserves [slides, pdf] Doug Brown |
|
| 16.00-17.00 | WORKSHOP B10: US asbestos: survival of the fittest? [slides, pdf] Darren Michaels & Keith Rayment |
|
| 16.00-17.00 | WORKSHOP B11: Capital allocation and risk measures in practice [slides, pdf] Peter England |
|
| 16.00-17.00 | WORKSHOP B12: Information and entropy. From Black Holes to Black Scholes [slides, pdf] David Sanders, Milliman |
Thursday 20 October 2005
| Time | Title and Speaker | |
| 09.00-10.30 | PLENARY 4: The Actuarial Profession Strategy Review [pdf] Michael Pomery, President, Institute of Actuaries |
|
| 09.00-10.30 | PLENARY 4: GRIP: General Insurance Premium Rating Issues Working Party [slides, pdf] Duncan Anderson, Chairman, GRIP Working Party |
|
| 09.00-10.30 | PLENARY 4: Update from the maths toolkit for actuaries' working party [slides, pdf] James Orr and Trevor Maynard |
|
| 09.00-10.30 |
|
PLENARY 4: A maths toolkit for actuaries. Part I [pdf] Trevor Maynard, Lloyds Part II [pdf] |
| 11.00-12.00 | WORKSHOP C01: Credit risk [slides, pdf] Rodney Bonnard and Simon Margetts, Ernst & Young LLP |
|
| 11.00-12.00 | WORKSHOP C03: Parameter uncertainty and capital modelling [slides, pdf] Richard Millns and Richard Weston |
|
| 11.00-12.00 | WORKSHOP C05: Sources of uncertainty and their impact [slides, pdf] Richard Shaw, Guy Carpenter Instrat |
|
| 11.00-12.00 | WORKSHOP C06: Part VII transfers [slides, pdf] Peter Copeman and Helen Wilkinson, PricewaterhouseCoopers |
|
| 11.00-12.00 | WORKSHOP C09: Focusing the effort on improving the accuracy of reserving [slides, pdf] Chloe Paillot |
|
| 11.00-12.00 | WORKSHOP C10: The application of strategic theories to non-life insurance markets [slides, pdf] Mark Flower |
|
| 11.00-12.00 | WORKSHOP C11: Market-consistent embedded value for general insurers [slides, pdf] John Charles, Julian Leigh |
|
| 12.00-13.00 | PLENARY 5: Periodical payments and the Courts Act [slides, pdf] Andrew Parker, Beachcroft Wansbroughs |
|
| 12.00-13.00 | PLENARY 5: Periodical payments and the Courts Act [pdf] Anthony Williams (Chair) and Members of the Working Party |
|
| 14.15-15.30 | PLENARY 6: Update from the General Insurance Board [slides, pdf] Derek Newton, Chairman, General Insurance Board |
|
| 14.15-15.30 | PLENARY 6: Professional Guidance. An update from the GN Working Party [slides, pdf] Members of the Working Party |
|
| 14.15-15.30 | PLENARY 6: GN12: General Insurance Business: Actuarial Reports. Pre-Exposure Draft Guidance Note Version 0.12 [pdf] |
|
| 14.15-15.30 | PLENARY 6: GN20: Actuarial reporting under the Lloyd's valuation of liabilities rules. Pre-Exposure Draft Guidance Note Version 7.0 [paper, pdf] |
|
| 14.15-15.30 |
|
PLENARY 6: GN33: Actuarial reporting for Lloyd's syndicates writing US business. Pre-Exposure Draft Guidance Note Version 4.0 [paper, pdf] |
| 14.15-15.30 | PLENARY 6: GNPP: General Insurance Principles and Practice. Pre-Exposured Draft Guidance Note [paper, pdf] |
|
| 16.00-17.00 |
WORKSHOP D02: Richard Shaw, Guy Carpenter Instrat |
|
| 16.00-17.00 | WORKSHOP D05: Aviation products pricing working party paper [paper, pdf] Luke Armitage, St Paul Travelers |
|
| 16.00-17.00 | WORKSHOP D05: Presentation by the aviation working party [slides, pdf] |
|
| 16.00-17.00 | WORKSHOP D06: Transfer pricing of reinsurance [slides, pdf] Simon Thompson, KPMG |
|
| 16.00-17.00 | WORKSHOP D07: Schemes of arrangement and actuaries [summary, pdf] Peter Copeman and Nick Watford, PricewaterhouseCoopers |
|
| 16.00-17.00 | WORKSHOP D09: Periodical payments and the Courts Act [slides, pdf] Joe Monk, Lane Clark and Peacock |
|
| 16.00-17.00 | WORKSHOP D10: Reserving risk and the impact on the mean [slides, pdf] Alex Lee and Simon Margetts, Ernst & Young LLP |
|
| 16.00-17.00 | WORKSHOP D11: Sharpening up an insurer's balance sheet. How the actuary can help [slides, pdf] Alex Marcuson |
|
| 16.00-17.00 | WORKSHOP D12: A maths toolkit for actuaries [pdf] James Orr and Trevor Maynard |
Friday 21 October 2005
| Time | Title and Speaker | |
| 09.30-10.15 |
|
PLENARY 7: GRIT [pdf] Tony Jones Paper [pdf] |
| 09.30-10.15 | PLENARY 7: Estimating reserving uncertainty [slides, pdf] Mohammad Khan and members of the Estimating Uncertainty Working Party |
|
| 11.30-13.00 | PLENARY 8: International Financial Reporting Standards (IFRS) and Actuaries [slides, pdf] Martin White and F James Mcpherson |
|
| 11.30-13.00 | PLENARY 8: Actuarial Opinion Survey 2003. The final results. Actuarial Opinion Survey 2004. Interim results [pdf] |
Workshops not listed on the programme
| Title and Speaker | |
| Workshop: Hurricane Katrina [slides, pdf] Lis Gibson |
|
| Workshop: Revenue management and insurance cycle [paper, pdf] J B Crozet |