General Insurance Convention 2006
Vienna, 2006
All available papers presented at the 2006 General Insurance Convention 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 for this event the conference 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 27 September 2006
| Time | Title and Speaker |
| 9.00-10.15 | Plenary 1 Address by the Institute President, Nick Dumbreck [pdf] |
| 9.00-10.15 | Plenary 1 The Austrian Perspective [pdf] Klaus Wegenkittl, President of the AVO, Austrian Actuarial Association |
| 10.15-11.15 | Workshop A03 Catastrophe risk aggregation [slides, pdf] J B Crozet and Reeken Patel |
| 10.15-11.15 | Workshop A04 Do non-life insurers treat customers fairly? [slides, pdf] Camilla Bennett, Chair of GI TCF Working Party |
| 10.15-11.15 | Workshop A05 Time horizon solved! [pdf] Stefan Claus and Roger Jackson |
| 10.15-11.15 | Workshop A08 Solvency II - Recent developments and implications [slides, pdf] John Charles, Ming Roest |
| 10.15-11.15 | Workshop A09 Large loss energy analysis [slides, pdf] Tom Jowett |
| 11.45-13.00 | Plenary 2: GRIT [slides,pdf] Tony Jones |
| 11.45-13.00 | Plenary 2: A practical and quantitative approach to describing reserving uncertainty [pdf] Lis Gibson |
| 11.45-13.00 | Plenary 2: Reserve ranges - the Australian experience [pdf] Scott Collings |
| 14.00-15.00 | Workshop B01 ERM in general insurance [pdf] Donald Mango, Brian Doyle and Dix Roberts |
| 14.00-15.00 | Workshop B03 Managing for profit and effective pricing governance in the London Market [slides, pdf] Fiachra McLoughlin and Simon O'Shea |
| 14.00-15.00 | Workshop B04 D&O pricing, not as easy as ABC [pdf] Anup Seth |
| 14.00-15.00 | Workshop B06 Actuaries excel: but what about their software [paper, pdf] Louise Pryor |
| 14.00-15.00
|
Workshop B07 Using the work of other professionals [slides, pdf] Andrew Newman Case studies [pdf] |
| 15.00-16.00
|
Plenary 3 |
| 15.00-16.00 | Plenary 4 GRIP - General insurance premium Rating Issues working Party [paper 2.2mb, pdf] Duncan Anderson |
Thursday 28 September 2006
| Time | Title and Speaker |
| 9.00-10.00 | Workshop C01 GRIP - General insurance premium Rating Issues working Party [paper 2.2mb, pdf] Duncan Anderson |
| 9.00-10.00 | Workshop C02 The power of group thinking and its impact on actuaries [pdf] Stuart Brown and Philip Tippin |
| 9.00-10.00
|
Workshop C03 Lloyd's issues [slides, pdf] Henry Johnson, Jerome Kirk, Veekash Badal Paper [pdf] |
| 9.00-10.00
|
Workshop C04 Embedding capital models in the business [pdf] Alex Marcuson Paper [pdf] |
| 9.00-10.00 | Workshop C05 Reserving for Solvency II. What might we reasonably expect? [slides, pdf] Kathryn Morgan and James Rakow |
| 9.00-10.00 | Workshop C07 Optimizing groupings of classes of business. Triangle segmentation [pdf] Simon Margetts; Sergio Pezzulli |
| 9.00-10.00 | Workshop C08 Part VII transfers involving APH - a case study [slides, pdf] Lis Gibson and Darren Michaels |
| 10.30-12.00 | Plenary 5 Solvency II [slides, pdf] Kathryn Morgan and Annette Olesen |
| 10.30-12.00 | Plenary 5 UK domestic update and Solvency 2 - Pillar 3 [pdf] Rob Curtis |
| 10.30-12.00
|
Plenary 5 Reinsurance pricing: practical issues and considerations ; and A review of papers relevant to non-life reinsurance (with a liability focus) [pdf] Mark Flower, Chairman, Reinsurance Matters Working Party Paper [pdf] |
| 12.00-13.00
|
Workshop D01 |
|
12.00-13.00 |
Workshop D02 Report of the Data Quality Working Party Mark Rothwell Paper [pdf] |
| 12.00-13.00 | Workshop D03 Working Parties in the CAS [slides, pdf] Mark R Shapland |
| Why run-off companies should take DFA seriously [slides, pdf] Jonathan Broughton |
|
| 12.00-13.00 | Workshop D09 Top down/bottom up correlation [slides, pdf] Colin Kerley and Simon Margetts |
|
14.00-15.30 |
Plenary 6 General Insurance Board Report [slides, pdf] Derek Newton |
|
14.00-15.30 |
Plenary 6 Joined-up risk management - linking pricing, reserving and capitalisation [slides, pdf] James Orr |
|
14.00-15.30 |
Plenary 6 Recommendations for general insurer risk management [slides, pdf] Don Mango and Guy Carpenter |
|
14.00-15.30 |
Plenary 6 A postcode from the industry [slides, pdf] Andrew Pryde and James Toller |
|
16.00-17.00 |
Workshop E01 GRIP - General insurance premium Rating Issues working Party [paper 1.3mb, pdf] Duncan Anderson |
| 16.00-17.00 | Workshop E02 Understanding the customer value chain [slides,pdf] Michael Brockman |
| 16.00-17.00
|
Workshop E03 An actuarial toolkit. Introducing "The Toolkit Manifesto" [paper, pdf] Trevor Maynard Paper: Using R in insurance [pdf] (Markus Gesmann) |
| 16.00-17.00 | Workshop E04 Need to measure the uncertainty in your reserves? How are you going to do that? [slides, pdf] Kendra Felisky, Phil Hobbs and Craig Martindale |
| 16.00-17.00 | Workshop E05 Can one use the same model for pricing, budgetting and reserving? [slides, pdf] Jens Perch Nielsen |
| 16.00-17.00 | Workshop E06 Capital structures in insurance [pdf] Paul Mumford |
| 16.00-17.00 | Workshop E08 Solvency II and Basel II - What can actuaries learn? [slides, pdf] Martin Noble |
| 16.00-17.00 | Workshop E09 Challenges for Australian GI actuaries this summer (apart from fitting in watching The Ashes) [slides, pdf] Estelle Pearson |
Friday 29 September 2006
| Time | Title and Speaker |
| 9.30-11.00
|
Plenary 7 General insurance reserves for accounting and solvency: incorporating provision for risk [pdf] Martin White, Chairman of the Risk Margin Working Party Paper [pdf] Slides [pdf] |
| 9.30-11.00 | Plenary 7 Financial economics and insurance [slides, pdf] Andrew Hitchcox and Andrew Smith |
| 9.30-11.00 | Plenary 7 Embedding capital models in the business [slides, pdf] Ian Hilder and Alex Marcuson |
| 11.30-13.00 | Plenary 8 Risk management issues for GI actuaries [slides, pdf] Caroline Hunter-Yeats, Solicitor, Simmons and Simmons |
| 11.30-13.00 | Plenary 8 Treating customers fairly (TCF) [pdf] Camilla Bennett, Chair of GI TCF Working Party, and Nausicaa Delfas, Head of Department, Retail Themes Division, Financial Services Authority |
| 11.30-13.00 | Plenary 8 The Actuarial Prediction Survey [slides, pdf] Richard Winter |