Biennial Convention

Sunday 23 September 2007

Pre-Dinner Drinks

Trowbridge Deloitte Welcome Dinner – Christchurch Art Gallery
John Maroney, Institute CEO
Andrew Gale, Trowbridge Deloitte
Peter Brown, President NZSA

Monday 24 September 2007

Welcome

Fred Rowley, Institute President
Tony Bulmer, Facilitator
Presentation

Plenary 1

Global Forces

Rob Coombe Presentation
Chris Condon Presentation
Tony Coleman Presentation

Chair and Presenter Briefing

Concurrent 1

Repositioning Enterprise Risk Management
Stuart Wason
Presentation Paper

Practical Considerations for Asset Liability Modeling for Life and Wealth Management Companies'
Shaun Gibbs, Eric McNamara, Pauline Blight
Paper

International Developments in Insurance Regulation
Rob Esson
Presentation

The Impact of Climate Change on General Insurers
Lucy Simpson, Elaine Collins
Presentation Paper

Reinsurance Profit Shares
Damien Thornley
Presentation

Adventures in Health Risk: a History of Australian Health Insurance / One Price Fits All: A Review of Community Rated Health Insurance
Andrew P Gale, David Watson
Presentation Paper

Concurrent 2

A Review of Design and Hedging Strategies for Modern Australian Investment Guarantee Products
Zachary Roberts, John Nicholls
Presentation Paper

Resilience Reserve Task Force
Anton Kapel and Task Force Members
Presentation Paper

Putting Enterprise Risk Management into Best Practice: A Case at IAG
Andrew Matthews
Presentation Paper

Marketing and Market Development Plan Update
Edward Robbins
Presentation

Risk Margins for Outstanding Claims Liabilities in Health Insurance
Dimity Wall, Adam Searle
Presentation Paper

A Relative Approach to Measuring Firm Riskiness
Ashley Evans
Presentation

Concurrent 3

Wealth Management or Risk Management: The Future of Retirement Security
Wade Matterson
Presentation

Risk Management and the Actuary
Geoff Atkins
Presentation

Pricing Wealth Products in Competitive Markets
Ian Robinson
Presentation Paper

Optimal Insurance and Reinsurance Portfolios, Implied Pricing, Allocating Retrocessional Costs and Capital Allocation
Jerome Kreuser, Morton Lane
Presentation Paper

Australian Investment Performance 1960 to 2007 (and Investment Assumptions for Stochastic Models)
Colin Grenfell
Presentation Paper

The New Private Health Insurance Environment
Gayle Ginnane
Presentation

Plenary 2

Ahead of the Game

Actuaries Institute of Australia – Strategic Plan 2008 – 2010
Fred Rowley, Greg Martin

Just An Actuary Minute – Communication Skills
Tony Bulmer, Barry Rafe

Tuesday 25 September 2007

Convention Highlights
Tony Bulmer

Plenary 3

Risk Management

Gary Venter
David Ingram Presentation
Steve Taylor-Gooby Presentation

Concurrent 4

Risk Appetite: Practical Issues for the Global Financial Services Industry
Caroline Bennet, Kelly Cusick
Presentation Paper

The Stern Review of the Economics of Climate Change
Jill Green
Presentation Paper

Product Rationalisation Taskforce
Presentation Paper

Translation Invariant and Positive Homogeneous Risk Measures and Optimal Portfolio Management
Zinoviy Landsman
Presentation Paper

Building a Reserving Robot
Grainne McGuire
Presentation Paper

The Rapidly Growing General Insurance Markets in a Number of Developing Asian Countries
John Tucci
Presentation

Concurrent 5

Risk Based Capital and Capital Allocation in Insurance
Mike Sherris
Presentation Paper

It's Time to Abolish Retirement (and here's how to do it!)
Darren Wickham
Presentation Paper

Current Regulatory Issues for Life Insurers
David Rush
Presentation

Recognising Risk in Financial Decision Making
Tim Gorst, Anton Kapel
Presentation Paper

Actuarial Methods in Health Insurance Pricing, Provisioning and Forecasting
Peter Lurie
Presentation Paper

Pricing Alternative Forms of Commercial Insurance Cover
Andrew Harford
Presentation

Concurrent 6

Retirement Income Market
Lawrence Heyman, James Hickey
Presentation Paper Paper

Ways to Reduce Australia's Greenhouse Gas Emissions by 60% by 2050
Andrew Burge, Richard Cumpston
Presentation

General Insurance FCR
Robert Thomson
Presentation

ERM-II's Research Activities and Future Plans for Research and the Organisation
Wayne Fisher, Stephane Loisel, Anne Loisel
Presentation

A Review of the Methodology of Forecasting Long-Term Equity Risk Returns
Richard Fitzherbert
Presentation Paper

Actuarial Management of Health Funds in Australia
Peter Carroll

Plenary 4

Global Securities Regulation

Global Issues – Developments in Global Securities Regulation
Jane Diplock AO, International Organisation of Securities Commissions (IOSCO)
Presentation

Convention Highlights

Pre-Dinner Drinks

RGA Gala Dinner

Wednesday 26 September 2007

Concurrent 7

Aligning a Wealth Management Business with a Bank's Financial and Risk Goals
Robert Daly, Anton Kapel
Presentation

Comprehensive Company-wide Risk Management – a Cultural Change
John Wylie
Presentation

Marketing Mix Optimisation – Striking the Balance Between Pricing, Promotion and Media
Adam Driussi, Caroline Stevenson
Presentation Paper

The Reality of DFA
Blair Nicholls, Justin Skinner
Presentation Paper

Property Derivatives Issues and Applications in Risk Management
John Marshall
Presentation

Actuaries and Clerks – Some History of Actuaries in New Zealand
Dick Jessup

Concurrent 8

Next Generation Retirement Income Streams
Pauline Blight, Daniel Longden
Presentation Paper

Strategic Risk Management: Mapping the Commanding Heights and Hazards
Anthony Asher, Andrew Gale
Presentation Paper

What Actuaries Need to Do: Developing the Capabilities of Future Actuaries
John Shepherd

Quantification of Operational Risks in Banks: A Theoretical Analysis with Empirical Testing
John Evans, Robert Womersley, Danny Wong
Presentation Paper

A Few Topics in Stochastic Loss Reserving
Greg Taylor
Presentation

Contemporary Issues in Private Health Insurance
Andrew P Gale, David Watson
Presentation

Convention Highlights

Tony Bulmer

Plenary 5

Global Issues

Andrew D Smith
Angus Milgate
Donald Duval

Closing Remarks

Fred Rowley, Institute President