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  Actuarial Science and InsuranceInsurance and Pensions

  Tuesday, 11 June, 2013

  Trading risk - The value of relationships, models and face-to-face interaction in a global reinsurance market

  This report presents the results of an industry-commissioned,...

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  Actuarial Science and InsuranceInsurance and Pensions

  Tuesday, 28 May, 2013

  Global Reinsurance Masterclass series 3 - Winning the game

  Reinsurance providers have typically avoided head-to-head competition....

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  Actuarial Science and InsuranceInsurance and Pensions

  Friday, 24 May, 2013

  Global Reinsurance Masterclass series 2 - Fit for purpose

  The second in a series of Masterclassses focuses on the buyers...

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  Actuarial Science and InsuranceInsurance and Pensions

  Wednesday, 22 May, 2013

  Global Reinsurance Masterclass series 1 - Re-think reinsurance

  In this first masterclass of a series of seven, we analyse the...

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  Actuarial Science and InsuranceInsurance and Pensions

  Wednesday, 8 May, 2013

  Double Chain Ladder, Claims Development Inflation and Zero Claims

  The authors' previous academic research into Double Chain Ladder...

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  Actuarial Science and InsuranceInsurance and Pensions

  Thursday, 2 May, 2013

  Prediction of RBNS and IBNR claims using claim amounts and claim counts

  This paper proposes a stochastic model for loss reserving based...

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  Actuarial Science and InsuranceInsurance and Pensions

  Wednesday, 24 April, 2013

  Double Chain Ladder

  This paper presents an extension to the model for forecasting...

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  Actuarial Science and InsuranceInsurance and Pensions

  Monday, 22 April, 2013

  Continuous Chain Ladder - Reformulating a classical insurance problem

  The estimate of outstanding liabilities is of immense importance...

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  Actuarial Science and InsuranceInsurance and Pensions

  Monday, 18 March, 2013

  Pensions and Growth - Smoothing in Pension Scheme Funding Valuations

  In response to continuing deficits in UK defined pension benefit...