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Conference papers for 2008
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Extreme Events Working Party HESG Paper 2008
General insurance pricing seminar, 13 June 2008. Chairman's welcome and introduction
Writing business at point of sale. The future? (handouts)
2008 Healthcare Conference
CMI Critical illness investigation
Actuarial Quality Open Forum, 16 September 2008
Promoting actuarial quality / Monitoring and scrutiny of actuarial work
Ageing population interest group and ILC UK conference
Choosing population projections for public policy conference. Welcome address.
Communicating uncertainty. How policymakers can have a range of uncertainty explained to them.
Ageing population member interest group and ILC UK conference
Coping with uncertainty and disagreement when projections are used for decision making.
Future mortality improvement: an actuary's perspective
Life expectancy: how certain are we about future trends and what is driving them?
Ageing population member interest group and ILC UK conference.
Forecasting mortality using the market
Choosing population projectsion for public policy seminar, 29 October 2008
Future mortality improvement: an actuary's perspective
Current issues in critical illness seminar, 10 December 2008
Future [broker] sales process for critical illness
Current Issues in General Insurance seminar 2008
Embedding ICA in the organisation. A risk manager's perspective (handouts)
FSA Update
Implications of sub-prime for non-life insurance
Current issues in general insurance seminar, 19 May 2008
Responses to the soft market (handouts)
Current issues in life assurance (CILA) seminar, 30 May 2008
Impact of credit markets - Life Office perspective
Current Issues in Life Assurance (CILA), 30 May 2008
Current issues in life assurance (handouts)
Current issues in life assurance seminar, 30 May 2008
Alternative sources of capital (handouts)
Alternative sources of capital: ISPV (handouts)
Challenges of the UK capital regime (handouts)
Dear CEO letter on with profits (handouts)
Global economic outlook
Solvency II - Update
Solvency II - Update
Current issues in pensions seminar, 25 November 2008
Pension Protection Levy: Developments this autumn
Pension Protection Levy: Developments this autumn
Current Issues in Pensions seminar, Spring 2008
Clearance – the Pensions Regulator’s perspective
Clearance - the Pensions Regulator's perspective (handouts)
Clearance - the Pensions Regulator's perspective (handouts)
Developments in investment products and alternative investment classes (handouts)
Member options
Member options (handouts)
Member options - commutation factors and enhances transfers
The developing buy-out market (handouts)
The developing buy-out market (handouts)
The developing buy-out market (handouts)
The impact of pension schemes on M&A in the UK (handouts)
Designated Professional Body seminar, 30 April 2008
Developments in the DPB and licensing issues (slides)
Money laundering update (slides)
Perimeter issues (slides)
Developments in pensions law and regulation seminar, 20 October 2008
An introduction and views on key recent pensions developments
Finance and Investment networking evening, 12 May 2008
The role of the CRO in Enterprise Risk Management
The role of the CRO in Enterprise Risk Management
The role of the CRO in Enterprise Risk Management [mp3 sound file]
Finance and Investment networking evening, 16 April 2008
Where theory and practice are not always the same Earning LIBOR on cash is easy - isn't it?
Where theory and practice are not always the same: Earning LIBOR on cash is easy - isn't it? (MP3 sound file)
Finance and Investment networking evening, 20 February 2008
Is any early end to the credit crunch in sight?
Portfolio construction - the impact of the credit crunch [mp3 sound file]
Finance and Investment Networking evening, 20 February 2008
Portfolios after the fun
Finance, Investment and Risk Management Conference 2008
Agent-based modelling (handouts)
Alternative beta strategies: A new paradigm to the hedge fund industry
Annuities and aggregate morality risk: mountains out of molehills (handouts)
Catastrophe risk financing under changes in hurricane activity (handouts)
Commodities: A strategic asset allocation [handouts]
Complexity economics. Application and relevance to actuarial work
Components of yield curve movements. Illustrative worked examples. An Interim Report of the Stress Test Working Party
Controlling the growth of your hedge. Draft Report of a Working Party on Dynamic Investment Strategies
Controlling the growth of your hedge. Dynamic Investment Strategies Working Party (handouts)
Discount rates for valuation, including taking account of liquidity
Economic capital models for Basel/Solvency II, Pillar II
Extreme events deriving tail probabilities for economic distributions relevant to individual capital assessents
Holiday reading for actuaries (handouts)
How much of hedge fund returns are market related. The hedge fund landscape
How valuable is liquidity? Working Party Paper
Longevity hedging via the capital markets (handouts)
Longevity hedging via the capital markets (slides)
Market consistent discounting. Interim report of the Market Consistent Valuation Working Party
Modern approaches to financing pension commitments (handouts)
SWAPS and SWAPTIONS Interest rate risk exposures
The market value of pension liabilities (handouts)
When theory and practice are not always the same. Earning Libor on cash is easy - isn't it?
Financial reporting seminar, 23 October 2008
Actuarial forms
General Insurance (GIRO) Convention 2008
GIROC Effectiveness of Reserving Methods Working Party
Paramenter, data and model uncertainty
General Insurance Convention 2008
1: Brief introduction to securitisation
2: History of Securitisation Sub-Group
3: Zero Beta Assumption Sub-Group
4: Basis Risk Sub-Group
5: Lessons from the Sub-Prime Sub-Group
6: Regulatory Regimes Sub-Group
7. Other Non-life Risks and Assets Sub-Group
A mixing severity model incorporating three sources of data for operational risk quantification
A practical study of economic scenario generators for general insurers. (Handout)
A simple model of insurance market dynamics (slides)
A stochastic framework for imcremental average reserve models. Example: R code implementing the approach
A stochastic framework for incremental average reserve models
A stochastic framework for incremental average reserve models (slides)
Actuarial aspects of internal models under Solvency II. (Handout)
Actuarial models and the real world (handout)
Captives - reserving, regulation and innovation in international financial centres. (Slides)
Claims inflation: A research programme supported by the Actuarial Profession
Claims reserve adequacy in the context of capital modelling and ILS: A rating agency's perspective. (slides)
Commercial lines: Pricing in an imperfect world (handout)
Current insurance opportunities and issues in the Middle East and North Africa (MENA) region. (Slides)
Defence against the dark arts - a practical handbook for reserving actuaries (Handout)
Defence against the dark arts. A practical handbook for reserving actuaries
Demand Modelling Working Party (full report)
Demand Modelling Working Party (slides)
Demand Modelling Working Party (summary)
Economic risk and capital (ERCA) Working Party - Update. (handout)
Factors affecting the price of catastrophe bonds (slides)
Floods in Europe. From weather conditions to insurance. (Slides)
Free market pricing. Working Party report
General Insurance Practice Executive Committee Report (handout)
GIRO Flood Risks Working Party
Granular loss modelling
Increasing the relevance of risk tolerance to organisations today.
Insurance linked securities - rating agency approach and case study (handout)
Integrating pricing and capital modelling
Integrating pricing and capital modelling. Appendix - Survey results
Introduction to Solvency II. (Slides)
Irish issues (Handout)
Irish issues 2008 (slides)
KPMG Internal Models working group (handout)
Lime Street, Wall Street and Main Street. (Slides)
Lloyd's issues (handout)
London market pricing in the soft market (slides)
Masala, monsoons and mathematical models; working as an actuary in India (Handout)
Modelling aggregate non-life underwriting risk: Standard formula vs internal model (slides)
Operational risk. Bending the tail of the dragon (handout)
Our industry - 5 years on. (Slides)
Personal lines pricing (slides)
Practical market value margins. (Slides)
Predictive modelling techniques in commercial lines pricing
Price optimisation: successful practical implementation. (Handout)
Questioning the Black Box. Results and discussion from the Deloitte Reserving Process Survey (slides)
Reserve variability - a case study. (Handout)
Reserving Oversight Committee (ROC) Working Party paper: Reserving uncertainty
Reserving risk: make the invisible visible!
Reserving uncertainty (handout)
Risk aggregation in a multi-line, multi-entity group. (Handout)
Risk appetite workshop (slides)
Robotic reserving. (slides)
Solvency II - diversification (handout)
Solvency II - Update from the CEA. (handout)
Solvency II advanced workshop (handout)
Stochastic loss reserving with the collective risk model (handout)
Sub-prime - background and reserving approaches (handout)
Subprime ... impacts for capital assessment
Subprime .... impacts for capital assessment. (Handout)
Technical (yet practical) reserving tools for a cyclical market. (handout)
The general insurance market in Italy and the actuarial challenges. (slides)
The implication of the underwriting and reserving cycles for reserving [slides]
The implications of the underwriting and reserving cycles for reserving
The Insurance Industry steps forward under the flag of Deng Xiao PIng. (Handout)
The opportunities and hazards of being a lone actuary. Report of the Working Party to GIRO 2008
The opportunities and hazards of being a lone actuary. (Handout)
The post Solvency II world. What will your risk, finance and actuarial functions look like? (Slides)
The road to Solvency II. A business perspective. (Handout)
Theoretical and practical aspects of QIS4 (slides)
To be discontinued .... A run-off update
Trends in strategic restructuring and re-domestication in European insurers including the impact in, and the role of, actuaries. (slides)
UK Asbestos Working Party Update 2008
UK Asbestos Working Party. (slides)
Uncertainty in short-term claims development (Handout)
Under the shadow of Mt Vesuvius (handout)
Use and abuse of reinsurance under IFRS Phase II (handout)
Variable capital loads
Variable capital loads in pricing. Working Party Report
We have lift off! From actuary to leader
What is the risk-free rate? (Slides)
Who killed the spark? (handout)
General Insurance Pricing Seminar, 13 June 2008
Conflicting objectives. Putting commercial lines pricing in context (handouts)
General insurance pricing seminar, 13 June 2008
Demand modelling in personal lines
Demand modelling in personal lines
ISO industry data - how it works in the US and what might be done in the UK (handouts)
Practical pricing for commercial lines. An introduction (handouts)
Predictive modelling for commercial insurance
Price optimisation - a European case study (handouts)
Understanding the customer value chain
Understanding the customer value chain
General Insurance Pricing Seminar, 23 June 2008
What do London Market Actuaries price?
Healthcare Conference 14-16 May 2008
A year in progress (handouts)
Healthcare Conference 2004
Trends in critical illness risk costs - further lessons from population data
Healthcare Conference 2008
Critical illness reviews - a marketing opportunity (handouts)
Critical illness reviews - a marketing opportunity (handouts)
Critical illness reviews - a marketing opportunity (handouts)
Current issues - Update on health insurance regulation in Ireland (handouts)
Did Methuselah need long-term care? (Will we?) (handouts)
Glasses Ł30 ... (handouts)
Group IP - Regulatory developments (handouts)
Income protection and the search for simplicity (handouts)
Income protection UK: Going for gold ... (handouts)
Income protection UK: Going for gold ... (handouts)
Micro Insurance: Considerations for health and care (handouts)
Our future health secured? A review of NHS funding and performance since 2002 (handouts)
Point of sale innovation. The view of progress
Solvency II. A look at the current proposals and impact on health insurance
Still using a ruler to project the future?
The changing distribution landscape and the impact on healthcare business (handouts)
The Irish health care system (handouts)
The tele interviewing proposition (handouts)
To tier or not to tier. This is the question? (handouts)
Healthcare Conference, 14-16 May 2008
Separating the advice process and the application process (handouts)
Highlights of the 2007 Life Convention seminar
ICAS to Solvency II
Pension reform and life insurers
Pension reform and life insurers
Tax in unit pricing (handouts)
The 'Credit Crunch'
The development of GMXB (Guaranteed Minimum Benefit) products (handouts)
The development of GMXB (Guaranteed Minimum Benefit) products (handouts)
The longevity revolution
The longevity revolution
Investment strategy for pensions actuaries seminar, 11 April 2008
Behavioural finance (handouts)
Hedge funds: industry update (handouts)
Investing in commodities (handouts)
LDI (liability driven investment): Practical issues and risks
The case for infrastructure investing (handouts)
Life Convention 2008
Actuarial aspects on internal models under Solvency II
Aggregation and diversification benefits. ICA (Individual Capital Assessment) Working Party:
Enterprise risk management: A view from two Chief Risk Officers (Key Topics Workshop)
How valuable is liquidity? (slides)
How valuable is liquidity? Liquidity Working Party report
Professional negotiating
Solvency II insights from key stakeholders
The Credit Crunch - Causes, consequences and cures
Transfer of Equitable's with-profits annuities to Prudential
Update from Working Party on Residual and Ancillary Risks in VA Guarantees
Update from Working Party on residual and ancillary risks in VA guarantees
Why actuarial projects fail and what we can do about it
Life insurer taxation seminar, 12 June 2008
Introduction
Tax modelling and planning
Managing Fraud Risk: Process and Failures, 17 September 2008
Trading fraud. Lessons from SocGen and other catastrophes
Momentum 2008
Actuaries as humans
Actuaries as humans
Postcode ratings for mortality
The role of enterprise risk management in ratings
The role of enterprise risk management in ratings
The role of enterprise risk management in ratings
The role of enterprise risk management in ratings
The role of enterprise risk management in ratings
The role of enterprise risk management in ratings
The role of enterprise risk management in ratings
The role of enterprise risk management in ratings
Momentum Convention 2008
Did Methuselah need long-term care? (Will we?)
Mortality and longevity seminar, 15 April 2008
Alternatives to traditional buyout (handouts)
Extensions to the Lee-Carter model, including risk management in the age-period and age-period-cohort versions of the model
Managing the uncertainty. Alternatives to traditional buyout (handouts)
Mortality Projections "By Cause" Research Group (handouts)
The Cairns-Blake-Dowd Model (handouts)
The role of longevity indices and mortality derivatives (handouts)
Update on the latest work of the CMI (handouts)
What might the future hold? The ageing process and the prospects for prolonging life expectancy (handouts)
Mortality and longevity seminar, 8 April and 15 April 2008
Extensions to the Lee-Carter model, including risk measurement in the age-period and age-period-cohort versions of the model. Combined figures
Mortality Experts meeting, 3 March 2008
Living ever longer?
Scoping mortality research. Report of the findings of the Mortality Developments Scoping Project
Scoping multi-disciplinary research into mortality
Mortality experts meeting, 3 March 2008
Scoping mortality research. A consultation document
Mortaltiy and longevity seminar, 15 April 2008
New developments of the Lee-Carter model for mortality dynamics
Non-executive directors seminar, 14 October 2008
Issues for non-executive directors under the current regime - dos and don'ts
Open forum on the credit crunch: Practical consequences for actuaries, 10 September 2008
Credit crunch: Practical considerations for general insurance actuaries
Open Forum: Liquidity premia in the current environment
Liquidity premium open forum
Liquidity premium open forum
Liquidity premium open forum
Open Forum: Liquidity premia in the current market environment, 6 November 2008
Liquidity premia in the current market environment. [mp3 sound file]
Open Forum: Micro-insurance, 2 September 2008
Micro-insurance case study - a community owned health mutual fund
Open Forum: Modelling and matching inflation-linked benefits. 4 November 2008
Modelling and matching inflation-linked benefits (mp3 sound file)
Open Forum: Modelling and matching inflation-linked benefits. 4 November 2008
Modelling inflation-linked benefits
Open Forum: Solvency II, 4 March 2008
The EU and the application of Solvency II to Pensions - the role of the Pensions Regulator
Pensions Accounting Reform networking evening, 1 July 2008
IASB Pensions Discussion Paper - a corporate perspective
IASB Pensions Discussion Paper - a corporate perspective. Appendix
Pensions accounting reform
Response from the Actuarial Profession
Pensions Convention 2008
Advising on pension and related benefit issues in corporate transactions (handout)
Buy out
Current issues in actuarial standards (handout)
Does size matter? Scheme specific funding and small schemes
Financial economics. Past, present and future (handouts)
Future mortality - behind the numbers (handouts)
Practicalities of entering the Pension Protection Fund (PPF) (handouts)
Recognising and dealing with conflicts: your clients', yours and everyone elses' (handouts)
The two different worlds. Why this is such a big issue at the moment (handouts)
Solvency II 2008
Solvency II - 2008 (Slides)
The End of the Pension Scheme seminar, 25 November 2008
Data cleansing. A case study
Webinar, 3 September 2008
Cash equivalent transfer values (handouts)
With profits committees seminar, 14 October 2008
The future of with profits
