Publication / Presentation Library (Part
2)
[this page | pdf | back links]
Published material
authored or co-authored by Nematrian staff prior to 2009 includes material set
out below. Papers that are shown as co-authored generally involve some authors
who are not Nematrian employees. For a summary of the different types of material
included in this list see here. For material
authored or co-authored from 2009 onwards see here.
|
Other material and
where published or presented
|
Type of document
(and authors)
|
Published
|
|
Risk-free rates of
return [local
copy]
Current issues in
pensions seminar
|
Presentation (Malcolm
Kemp, Andrew Smith)
|
Nov 2008
|
|
Coping with Extreme
Events
Risk and Investment
Conference, Manchester
[local
copy]
|
Presentation (Malcolm
Kemp)
|
June 2008
|
|
Market
Consistent Discounting
Interim report of
the Market Consistent Valuation Working Party to the Finance, Investment and
Enterprise Risk Management Conference
[local
copy]
|
Paper (Seamus Creedon,
Iain Forrester, Parit Jakhria, Malcolm Kemp, Antoon Pelsser, Andrew Smith,
Colin Wilson)
|
Jun 2008
|
|
Liability
Driven Benchmarks for UK Defined Benefit Pension Schemes
Finance &
Investment Conference, 2005
[local
copy]
|
Paper (A.J. Chambers,
A.E. Barnes, M. Barnes, L.J.Beukes, D.E. Dyer, P. Fulcher, M.H.D.Kemp, A.M.
Lawrence, C.D. Tatham, N.M. Winter)
|
Jun 2005
|
|
Risk Management
in a Fair Valuation World
Institute of
Actuaries Sessional Meeting), British Actuarial Journal, 11(4),
595-725 [local
copy]
|
Paper (Malcolm Kemp)
|
Apr 2005
|
|
Applications
of Derivatives in Life Insurance
Faculty and
Institute of Actuaries Investment Conference, 2000 [local
copy]
|
Paper (Colin Wilson
Gareth Derbyshire, Dan Jelicic, Malcolm Kemp, Matthew Williams)
|
Jun 2000
|
|
Investment
Manager Style Analysis
Faculty and
Institute of Actuaries Investment Conference, 2000 [local
copy]
|
Paper (Malcolm Kemp,
Mark Richardson, Colin Wilson)
|
Jun 2000
|
|
Demystifying
Active Quant
Faculty and
Institute of Actuaries Investment Conference, 2000 [local
copy]
|
Paper (Dan Jelicic,
Mike Brooks, Steve Holt, Simon Jagger, Malcolm Kemp, Paul Lavin, Colin
Wilson)
|
Jan 2000
|
|
Portfolio
Risk Measurement and Reporting: An Overview for Pension Funds. Institute
of Actuaries [local
copy]
|
Paper (Malcolm Kemp,
Martin Cumberworth, Daniel Gardner, Julie Griffiths, Christopher Sandford)
|
Jan 2000
|
|
The Role
and Responsibilities of Actuaries in the Defined Contribution Environment in
the United Kingdom
(Institute of
Actuaries Sessional Meeting), British Actuarial Journal, 5(4),
763-800
|
Paper (M.A. Stocker,
S.D. Dudley, G.E. Finlay, H.J.Fisher, O.C. Harvey Wood, M.H.D. Kemp, W. Lumb,
M.W. Miles, S.L.Wasserman)
|
Apr 1999
|
|
Pricing Derivatives
under the Wilkie Model
British Actuarial
Journal, 5(3), 621-653
|
Paper (Malcolm Kemp)
|
2000
|
|
Actuaries and
Derivatives
(Institute of
Actuaries Sessional Meeting), British Actuarial Journal, 3(1),
51-180
|
Paper (Malcolm Kemp)
|
Oct 1996
|
|
Asset/liability
modelling for pension funds [local
copy]
Staple Inn Actuarial
Society
|
Paper (Malcolm Kemp)
|
Oct 1996
|
|
Life Office Investment
Strategy [local
copy]
Staple Inn Actuarial
Society
|
Paper (Malcolm Kemp)
|
May 1992
|
Types of
material listed above
Material
listed above can involve a Book, Book Chapter, Paper, Speech, Presentation,
Article, Note or Consultation Paper Response. Please note that some of the
above papers may include ideas included in patent applications or for which
other forms of intellectual property protection have been sought.
Virtually all material
shown above has been published externally in some manner. The majority is also
available from the Nematrian website but some of the links listed above are to
documents on other websites, some of which may be subscription based.
Excluded from the above
listing is client-specific material and general lecture material, e.g. lecture
material on enterprise risk
management or giving a high-level
overview of Solvency II.