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Sessional research papers for 2007
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Briefing note – Solvency II. Institute Sessional Meeting 26 March 2007
Faculty of Actuaries Sessional Meeting, 19 February 2007 (slides)
General insurance premium rating - the way forward. Notice of the Institute Sessional Meeting to be held on 21 May 2007 at Staple Inn Hall
Should projections of mortality improvements be subject to minimum value?
The Challenge of Solvency II
Two dimensional mortality data: patterns and projections [mp3 sound recording]
Data files used in paper
Two-dimensional mortality data: patterns and projections
Faculty Sessional Meeting, 19 February 2007
Funding and the sponsor covenant (slides)
Scheme specific funding (slides)
Faculty Sessional Meeting, 19 February 2997
The ECR and financial advisers (slides)
Institute Sessional Meeting, 26 February 2007
Should projections of mortality improvements be subject to a minimum value?
Institute Sessional Meeting, 30 April 2007
Modelling and managing risk
Our changing future meeting in Scotland
Individual Capital Assessment (ICA)
Liability-driven investment
Longevity - risk and opportunity
QIS3: How will Solvency II change life insurers' balance sheets?
UK pensions - where are we now?
Our Changing Future meeting, 6 November 2007
Current issues in retail pensions
R source used to create heat maps of mortality improvements
Two dimensional mortality data: patterns and projections
Sessional meeeting paper
Pricing and risk capital in the equity release market
Sessional meeting paper
Credit deriviatives working party paper [mp3 sound file]
General insurance premium rating - the way forward. Summary of the recommendations of the General Insurance Premium Rating Working Party (GRIP)
Operational risk management [mp3 sound file]
The challenge of Solvency II
Two dimensional mortality data: patterns and projections
Sessional meeting. Recording of discusion
Pension scheme funding and sponsor covenants [mp3 recording]
Sessional Meeting. Recording of discussion
General insurance premium rating - the way forward [mp3 sound file]
Modelling and managing risk [mp3 sound file]
Solvency II panel discussion [mp3 sound file]
Spreadsheet used to fit GLMs in Section 17
Two dimensional mortality data: patterns and projections.