SA3 Learning portal: articles and conference papers

Advisory note on Lloyd’s US opinions. (1999)
Institute and Faculty of Actuaries. General Insurance Board. 14 pages

Asbestos briefing note. (2010)
Institute and Faculty of Actuaries. General Insurance Practice Executive Committee. 2010.

Asbestos liabilities & the new Risk Margins Framework. (2009)
Riley, B.; Watson, B.S.
Sydney: Finity Consulting, 2009.

Back-testing the ODP bootstrap of the paid chain-ladder model with actual historical claims data.
Leong, J.; Wang,S.; Chen, H.
Institute and Faculty of Actuaries. General Insurance Convention 2012.

A change agenda for reserving; Report of the General Insurance Reserving Issues Taskforce (GRIT) (2006)
Jones, T.; Copeman, P.J; Gibson, E.R, et al.
British Actuarial Journal (2006) 12(3): 435-619.

Competitive market analysis: an example for motor insurance.(2007)
Santoni, A.; Folch, E.; Sanche, B.
ASTIN Colloquium 2007 (Orlando, 19-22 June 2007).

The cost of compensation culture. (2002)
Lowe, J.A. et al.
Institute of Actuaries and Faculty of Actuaries, General Insurance Convention 2002.

The cycle survival kit – An investigation into the reserving cycle and other issues. (2003)
Archer-Lock, P.; Fisher, S.; Hilder, I.M., et al.
Institute of Actuaries and Faculty of Actuaries, General Insurance Convention 2003, 103-145.

Distribution-free calculation of the standard effort of chain ladder reserve estimates. (1993).
Mack, T.
ASTIN Bulletin (1993) 23(2): 213-225.
(available via International Actuarial Association website link or Casualty Actuarial Society website link)

Economic scenario generators and Solvency II; a discussion paper. (2009)
Varnell, E.M.
British Actuarial Journal (2011) 16(1): 121-159.

A framework for assessing risk margins. (2008)
Marshall, K.; Collings, S.; Hodson, M.; O'Dowd, C.
Released through Institute of Actuaries of Australia website.

Fair value accounting: Implications for general insurers. (2004)
Leigh, J.C.T.
Staple Inn Actuarial Society. 46 pages.

GRIP – General Insurance Premium Rating Issues Working Party [report].(2007)
Anderson, D.; Bolton, C.G; Callan, G.L, et al. 

Injury liabilities (US asbestos) [Measurement of asbestos bodily injury liabilities] (1994)
Cross, S.; Doucette, J.
Casualty Actuarial Society Forum (1994) Summer: 161-258.

Lloyd's guidance on technical provisions under Solvency II.
Look for latest guidance on www.lloyds.com

Loss reserves in the London Market. (1995)
Maher, G. P. M.
British Actuarial Journal (1995) 1(4): 689-760.

The management of losses arising from extreme events. (2002)
Sanders, D.E.A.; Brix, A.; Duffy, P., et al.
Institute of Actuaries and Faculty of Actuaries, General Insurance Convention 2002, 2: 1-257.

Mapping out the route to internal model approval.  (2009)
Morgan, K.
Link is to a subscription-based site: insuranceerm.com. Students will have to register for a free trial to access the paper.

Measurement of US pollution liabilities.  (1994)
Bouska, A.S; McIntyre, T.S.
Casualty Actuarial Society Forum (1994) Summer: 73-160.

Modeling the claims development result for solvency purposes.
Merz, M.; Wüthrich, M.V.
Casualty Actuarial Society Forum (2008) Fall: 542-568. (available via www.casact.org/pubs/forum)

A note on the overdispersed Poisson family. (2002) (accessed after login to Athens: Science Direct)
Schmidt, K.D.
Insurance: Mathematics & Economics (2002) 30(1): 21-25.

Predictive distributions of outstanding liabilities in general insurance. (2006) (access after member login to IFoA website or via Athens: Cambridge Journals)
Verrall, R.J.
Annals of Actuarial Science (2006). 1(2): 221-270

Quantification and reporting of uncertainty for GI reserving  (2007) (Reserving Oversight Committee)
Jones, T.; Copeman, P.J; Gibson, E.R., et al.
Institute of Actuaries and Faculty of Actuaries, General Insurance Convention 2007

Quantifying operational risk in general insurance companies (2004)
Tripp, M. H.; Bradley, H. L.; Devitt, R., et al.
British Actuarial Journal (2004) 10(5): 919-1026

Reinsurance pricing – practical issues and considerations  Reinsurance Matters Working Party (2006)
Flower, M.; Cook, I.; Lee, L., et al.
General Insurance Convention 2006

Reserving and uncertainty. A meta-study of the General Insurance Reserving Issues Task Force and Reserving Oversight Committee research in this area between 2004 and 2009. (2009)
Gibson, E.R. et al.
British Actuarial Journal (2011) 16(1): 63-80.

Review and comparison of rating agency capital models (2006)
Lebens, J. R.; Morin, F. on behalf of the Casualty Actuarial Society

Schemes of arrangement and business transfers (2009)
Hindley, D. et al.
Institute and Faculty of Actuaries. General Insurance Convention 2009,

Statistical motor rating: making effective use of your data. (1992).
Brockman, M.J.; Wright, T.S.
Journal of the Institute of Actuaries (1992) 119: 457-543.

Stochastic claims reserving in general insurance. (2002)
England, P.; Verrall, R.J.
British Actuarial Journal (2002) 8(3): 443-544.

Stochastic re-reserving in multi-year internal models - an approach based on simulation. (2009)
Diers, D.
ASTIN Colloquium 2009 (Helsinki, 1-4 June 1009) S4: 1-20

UK asbestos - the definitive guide. (2004).
Lowe, J.A. et al.
Institute of Actuaries and Faculty of Actuaries. General Insurance Convention 2004, 135-354.

UK Asbestos Working Party Update 2009 (2009)
Gravelsons, B.P. et al.
Institute of Actuaries and Faculty of Actuaries. General Insurance Convention 2009.

UK Asbestos Working Party Update 2010. (2010)
Brooks, R. et al.
Institute of Actuaries and Faculty of Actuaries. General Insurance Convention 2010.

UK Asbestos Working Party Update 2011. (2011)
Brooks, R. et al.
Institute of Actuaries and Faculty of Actuaries. General Insurance Convention 2011.

Other papers from General Insurance Research Organisation (GIRO) can be accessed via the links to the GIRO papers on the Institute and Faculty of Actuaries website.

The Paper and Presentation Archive  offers access to presentations released after conferences. Following links to year then title of the conference or meeting event.