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Conference papers for 2009
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Launch of the new CMI mortality projections model
Stochastic re-reserving in multi-year internal models – An approach based on simulations
The CMI Mortality projections model
Joining forces on mortality and longevity conference
Prospective longevity risk analysis
A CEO's perspective of pension risk. Open Forum 5 October 2009
A CEO's perspective of pension risk, part 2 (mp3 sound file)
Buyouts and beyond seminar, 12 June 2009
Reducing pension scheme risk in the current environment. Impact on the market of the credit crunch with focus on longevity risk
The buy-out market: the perspective of the scheme
The buy-out market: the perspective of the scheme
CILA II 2009
Solvency II and issues for small firms
Current Issues in General Insurance Seminar, 6 May 2009
Coming soon to an examination centre near you: the new GI exams
Current issues in general insurance seminar, 6 May 2009
Current issues at Lloyd's
General Insurance Practice Executive Committee (GI PEC) Update
Current issues in health & care 2009
An update from the CMI on IP and CI
Current issues in health and care seminar, 28 October 2009
Solvency II and its implications for health and protection business
Current issues in Health and Care seminar, 28 October 2009
Solvency II and its implications for Protection Business. Calculation of the Solvency Capital Requirement (SCR)
Current issues in life assurance seminar, 11 May 2009
Lessons from the global financial crisis
Current issues in life assurance seminar, 30 May 2008
Managing closed funds (handouts)
Current issues in life assurance seminar, October 2009
The CMI Mortality projections model
Current issues in life assurance, 11 May 2009
Influenza pandemics
Influenza pandemics
Current issues in pensions seminar, November 2009
The SAPS mortality investigation: the CMI mortality projections model
Developments and challenges in the variable annuity market seminar, 15 May 2009
How can a VA writer react to today's challenging market conditions?
How can a VA writer react to today's challenging market conditions?
General Insurance Convention 2009
A rating agency's view of risk management (handout)
All's well that ends (handout)
An introduction to R (handout)
Are the upper tails of predictive distributions of outstanding liabilities underestimated when using bootstrapping? (slides)
B12: UK Asbestos Working Party update 2009 (5Mb)
Bayesian approach for prediction error in chain-ladder claims reserving (handout)
Befriend a risk manager today! (slides)
Best practice in technical pricing (slides)
Casualty catastrophes
Casualty catastrophes (handout)
Challenging times (slides)
Changing your ICA model to a Solvency II internal model. How hard can it be!? (slides)
Clustering in ratemaking: with application in territories clustering (handout)
Correlations and dependencies in economic capital models
Correlations and dependencies in economic capital models (slides)
Current issues at BAS (handout)
Directors and officers: Current headlines (slides)
Effect of the credit crunch on non-life insurance (slides)
Effect of the credit crunch on non-life insurance. Outline of talk (handout)
Effectiveness of reserving methods (slides)
ERM: Qualitative implementation guide for insurers
ERM: Qualitative implementation guide for insurers (handout)
Extracting value from Solvency II preparation (slides)
Going global. The IFRS journey continues (slides)
How to keep your supervisor happy (handout)
How to price in a recession (handout)
How to thrive in a recession and recovery (handout)
IFRS v Solvency II (handout)
Implementing audit safe actuarial practices. Examples from reserving (handouts)
Innovation (slides)
Insurance in terms of basic economics (slides)
Is actuarial demand cyclical? (slides)
Lessons learned from the financial crisis (slides)
Lloyd's issues. IT projects and how to survive them (handout)
London market pricing framework (slides)
Managing business in a capital constrained era (slides)
Managing underwriting in the London market (slides)
Model validation and monitoring in personal lines pricing (handout)
Modelling with PillarOne. Risk management meets open source (slides)
Non-parametric IBNER projection (slides)
One-year reserve and premium risk (handout)
Optimisation in a capital scarce world (slides)
Outwitting the fraudsters. The story so far (slides)
Performance testing: are you using the best reserving methods? (slides)
Practical implementation of granular reserving (slides)
Pricing optimisation issues and challenges (slides)
Regulatory prudential versus shareholder IFRSA reporting (handout)
Report of the Model Validation and Monitoring in Personal Lines Pricing Working Party
Reserve variability and Solvency II (slides)
Risk modelling and management: lessons from life (handout)
Schemes of arrangement and business transfers
Schemes of arrangement and business transfers (slides)
Solvency II (slides)
Solvency II and technical provisions. What will UK actuaries do differently? (handout)
Solvency II non-life modelling issues. Calculating economic capital under solvency II (slides)
Solvency II: Internal model approval process (IMAP) - making it simple (slides)
Talent management within the actuarial sector (handout)
The Actuaries' Code (handout)
The debate - this house believes that deterministic reserving methods should no longer be used (slides)
The impact of Solvency II on reserving (slides)
The impact of the current financial crisis on the run-off market (handout)
The insurability of the impacts of climate change
The insurability of the impacts of climate change (handout)
The myths about Solvency II (handout)
The particular problems with periodical payments (handout)
The ultimate and one-year views of reserving risk with respect to solvency and risk Margins (slides)
The use of econometric time series modelling techniques in ERM (slides)
Theoretical and practical aspects of parameter and model uncertainty (slides)
UK flood and storm catastrophe modelling (slides)
UK tax legislation for general insurance technical provisions
UK tax legislation for GI reserves (slides)
Understanding the business better for reserving (handout)
Using analytics beyond price optimisation (handout)
What is a 1-in-200?
What is a 1-in-200? (handout)
What is the appropriate framework to describe and understand risk? (handout)
Will Solvency II deliver for insurance what Basel II delivered for banks? (handout)
Winner's curse (slides)
Winner's curse. The unmodelled impact of competition. Report of the Winner's Curse GIRO Working Party.
Winner's curse. The unmodelled impact of competition. Report of the Winner's Curse GIRO Working Party. Appendices
Would the last insured please turn out the lights? Exit strategies for insurers and reinsurers (handout)
General Insurance Pricing Seminar, 24 Jun 2009
Predictive modelling techniques in commercial lines classes: just hype or do they really work?
Predictive modelling techniques in commercial lines classes: just hype or do they really work?
General Insurance Pricing seminar, 24 June 2009
Age discrimination reloaded
General Insurance Pricing Seminar, 24 June 2009
What's the right price? Underwriting support with multiple indications
GIRO Conference 2009
General insurance actuaries at the crossroads
General Insurance Convention 2009: papers
International diversity in measuring the fair value of general insurance contracts
Schemes of arrangement and business transfers
GIRO Conference 2009
UK tax legislation for general insurance technical provisions
GIRO Conference and Exhibition 6 - 9 October 2009
Practical aspects of Part VII transfers (slides)
GIRO Convention, 6 - 9 October 2009
B12: UK Asbestos Working Party update 2009. Spreadsheet models (9.4Mb)
Introduction to catastrophe models and working with their output (slides)
Glasgow Actuarial Students' Society meeting
Current issues in mortality
Health and Care Conference 2009
Critical Illness Rating Factors
Highlights of the 2008 Life Convention seminar, 12 March 2009
Liquidity premia in the current market environment
What is the risk-free rate?
Highlights of the 2009 Pensions Conference
Case for pension risk transfer
Case for pension risk transfer
Financial modelling needs to change in light of the credit crunch
The downturn: legal issues - trustees and employers
Joining forces on mortality and longevity conference, 21-22 October 2009
Joining forces on mortality and longevity. A multidisciplinary conference, 21-22 October 2009, Edinburgh. List of delegates' session choices
Joining Forces on Mortality and Longevity, October 2009
A new model of ageing and mortality (slides)
Adjusting for bias in mortality forecasts (slides)
An important step closer to the Sicilian Actuary (slides)
Are we ageing better at the highest ages? (slides)
Condition-based survival models (slides)
Connections between causes of diseases. Influenza and Sutherland's 'epidemiology of constitutions' (slides)
Do cohort mortality trends emigrate? (slides)
Forecasting mortality, different approaches for different cause of deaths? (slides)
Forecasting of U.K. population mortality (slides)
Future British mortality prospects (slides)
Genetic predisposition for a healthy long life (slides)
Introduction to cohorts theme (slides)
Life time vascular and metabolic traits and mortality risk (slides)
Lifetime body size, physical function and mortality risk (slides)
Longevity: a 'simple' stochastic modelling of mortality (slides)
Modelling multi-population mortality with cohort effects (slides)
Mortality: drivers of change (slides)
Prospective longevity risk analysis (slides)
Socio-economic status and the UK cohort effect (slides)
The healthy ageing phenotype: a meeting, a concept and its application (slides)
The role of lifetime lifestyle on mortality and longevity (slides)
Uncovering scheme-specific mortality (slides)
Which emerging treatments have the greatest potential to improve longevity? (slides)
Life conference 2009
Will my re-insurer be there when I need them most – Life Convention 2009 – Chris Barker and Jules Constantinou
Life Convention 2008
Nowich Union inherited estate reattribution. Issues for the independent expert (key topics workshop)
Life insurer taxation seminar, 11 June 2009
Life insurer taxation semianr. Case studies: Answers
Life insurer taxation seminar. Case Studies: Questions
Mortality and Longevity one-day seminars 2009
CMI update
Mortality and longevity seminar, 23 March 2009
Understanding the interactions between causes of death - Mortality projections, by the Cause Research Group
Open Forum, 12 October 2009
The Actuarial Profession's response to the global financial crisis
The Actuarial Profession's response to the global financial crisis
Open Forum: Capital adequacy - Is VaR the best approach. 25 March 2009
The VaR vs Tail VaR mindsets
Open Forum: Capital adequcy - Is VaR the best approach? 25 March 2009
Capital adequacy - Is VaR the best approach? (mp3 sound file)
Open Forum: In-solvency too? 11 December 2009
In-solvency too?
In-solvency too?
Open Forum: Underwriting in a soft market, 8 January 2008
Underwriting in a soft market: An actuary's perspective
Open Forum: Underwriting in a soft market, 8 January 2009
Underwriting in a soft market: An actuary's perspective
Our Changing Future Open Forum: Corporate bonds - as good as they look? 2 April 2009
Corporate bonds - as good as they look? Maybe - but some are better than others
Pensions and the law, seminar 6 October 2009
Insolvency related risks – how to help protect a scheme
Pensions Conference presentation 2009
Pensions Conference presentation 2009
Reinert Azambuja, M.I. (2009) Influenza recycling and secular trends in mortality and natality. British Actuarial Journal, 15 (Supplement): 123-150
Influenza recycling and secular trends in mortality and natality
Risk and Investment Conference 2009
Chasing the tail. Modelling of correlations and dependencies in economic capital models
Implications of divergence between gilt and swap curves
Lessons from the credit and liquidity crunch
Lessons from the credit and liquidity crunch
The carbon market - A primer for actuaries
Risk and Investment Conference, 2009
Update from investment and hedging practice area of VA Members Interest Group (slides)
