by Paul Sweeting | Feb 25, 2016 | All, Books, Library
When the car driven by insurance tycoon Neil Barraclough swerves off the road, killing both him and his much younger wife Ellen, it is written off as yet another unfortunate road accident. But when temperamental Yorkshire detective Steven Norfolk takes a closer look,...
by Paul Sweeting | Jul 15, 2015 | All, Articles, Library
The funding position of a defined benefit pension plan is often closely linked to the performance of the sponsoring company’s business. For example, a plan sponsor whose financial health is dependent on high oil prices may struggle during periods of oil price...
by Paul Sweeting | Mar 1, 2013 | All, Articles, Library
In this paper we examine two aspects of extreme events: their calculation and their communication. In relation to calculation, there are two types of extreme events that are considered. The first is the extent to which extreme events in two or more variables occur...
by Paul Sweeting | Nov 14, 2011 | All, Articles, Library
Statement of Standard Accounting Practice (SSAP) 24 required, for the first time, particular levels of disclosure in relation to firms’ pension arrangements. Whilst this was a major step forward, it allowed a significant degree of discretion. This discretion meant...
by Paul Sweeting | Sep 1, 2011 | All, Books, Library
Financial Enterprise Risk Management provides all the tools needed to build and maintain a comprehensive ERM framework. As well as outlining the construction of such frameworks, it discusses the internal and external contexts within which risk management must be...
by Paul Sweeting | Jun 29, 2011 | All, Articles, Library
The uncertainty over cohort life expectancy continues to concern insurance companies and pension schemes. For pension schemes in particular, the combination of low interest rates and guaranteed pension increases have led to a much greater focus on future mortality...
by Paul Sweeting | Mar 22, 2011 | All, Books, Library
A heightened awareness of the aging population means that all parties have to closely track and monitor their longevity assumptions and developments. This ensures appropriate longevity bases are used in pricing and reserving for longevity risk. It has also spurred a...
