Monday, 15 October 2012: Pre Convention Day Tuesday, 16 October 2012: Convention Day 1 Wednesday, 17 October 2012: Convention Day 2
Morning Outreach Activity

Swiss Re Golf Day

Opening Plenary Session

Concurrent Sessions

Opening Plenary Session

Concurrent Sessions
Afternoon Outreach Activity

Swiss Re Golf Day

Swiss Re Beginners Golf Clinic
Concurrent Sessions

Closing Plenary Session
Closing Plenary Session
Evening   Gala Dinner  

The provisional programme is now available for viewing. While every attempt will be made to ensure the accuracy of this programme it may be subject to change without prior notice.

Paper and Presentation Summaries

Click here to download the summaries of all papers and presentations for the 2012 Convention.

Click here to download all papers for the 2012 Convention. Alternatively, select the papers you are interested in from the list below.

Click here to download all presentations for the 2012 Convention. Alternatively, select the presentations you are interested in from the list below.

Papers and Presentations

Plenary Sessions

  • Opening Keynote Address
    Hania Zlotnik
  • Education Matters in South Africa
    Professor Brian O'Connell, Dr Louise van Rhyn
  • Integrating Influence
    Dave Miller
  • Closing Keynote Address
    Presentation to follow
    Minister Trevor Manuel

Life Topics

  • Living Versus Guaranteed Annuities: In Search of a Sustainable Retirement Income
    Paper | Presentation
    Mayur Lodhia, Johann Swanepoel
  • A Framework To Understand Smoothing And Guarantees In Savings Products
    Paper | Presentation to follow
    Marchand van Rooyen
  • Science Non-Fiction: Genetics and Insurance
    Greg Becker, Noelene Kingsley
  • Swimming In The Deep End Of The Risk Pool: Why Are Healthy Individuals Purchasing Non-underwritten/Limited-underwritten Life Insurance?
    Paper | Presentation
    Elad Smadja

Pension Topics

  • Defined Contribution Investment Decisions: Using Smoothing To Meet Conflicting Objectives
    Paper | Presentation
    Guy Chennells
  • A Comparison Of Annuitisation Options Under Ruin Theory And Discounted Utility Models
    Paper | Presentation
    Megan Butler, Brian Hu and Dwayne Kloppers
  • Case study on the financial impact of the amended IAS 19 on the Top 40 listed companies in South Africa
    Nanie Rothman
  • IAS 19 Revised 2013: analysis and implica­tions for employers and actuaries
    Bernard Yen

Investments and Banking Topics

  • Long-term Extremes Of South African Financial And Economic Variables
    Paper | Presentation
    Daniel Shapiro
  • How A Single-factor Capm Works In A Multi-currency World
    Paper | Presentation
    Rob Thomson, Şule Şahin, Taryn Reddy
  • Dealing In Junk: Money Makers Or Money Takers?
    Paper | Presentation
    Fuxun Xia, Wayron Lewis
  • Profit recognition: a banker's dilemma
    Jonathan Havemann, Antonie Jagga
  • Risk Adjusted Performance Measures In A Property Finance Business In South Africa: A Banking Perspective
    Paper | Presentation
    Michael Tichareva

Health Topics

  • Healthcare Expenditure In The Last Year Of Life: The Experience Of South African Medical Schemes
    Paper | Presentation
    Matan Abraham, Kathryn Dreyer, Mario Giuricich, Shivani Ramjee
  • A critical look at the solvency and investment regulations governing medical schemes
    Presentation 1 | Presentation 2
    Christoff Raath, Gary Scott

Short Term Topics

  • Methodology for probable maximum loss calculation and potential implications of acid mine water for the South African general insurance industry
    Andrzej Kijko, Ansie Smit, Natalie van de Coolwijk, Zanté Kilian
  • UMAs in a SAM World
    Jaco van der Merwe, Karl Meissner-Roloff
  • Valuing The Unexpired Risk Of Motor Service Plans
    Paper | Presentation
    Fidelis T Musakwa

ERM Term Topics

  • Learnings from 3 years' external model validations at South African banks
    Andries Schutte, Pravin Burra

Professional Matters Topics

  • The Actuary Acting As Expert Witness In Cases Involving Compensation For Loss Of Future Earnings: Some Guidelines From South African Law
    Rinus du Plessis

Mortality Topics

  • Longevity And Mortality Improvements
    Paper | Presentation
    Jason Cooper-Williams, Lize-Mari Albertyn, Paul Lewis
  • National life tables (potential title: SALT 2006-2008: a methodology and results)
    Rob Dorrington
  • Life Expectancies Of Hiv-positive Adults Receiving Antiretroviral Treatment In South Africa
    Paper | Presentation to follow
    Leigh Johnson, Joël Mossong, Rob Dorrington, Michael Schomaker, Chris Hoffmann, Olivia Keiser, Matthew Fox, Robin Wood, Hans Prozesky, Janet Giddy, Daniela Belen Garone, Morna Cornell, Matthias Egger, Andrew Boulle, for the IeDEA Southern Africa Collaboration

Microinsurance Topics

  • Developments in the regulatory landscape and role of the pricing expert
    Presentation 1 | Presentation 2
    Janice Angove, Gary Herbert
  • Takaful Models: overview from an actuarial perspective
    Antonie Jagga, Junaid Khan
  • New econometric methods for estimating risk and time preferences based on lottery-choice experiments
    Andre Hofmeyr, Don Ross

Wider Fields Topics

Call for Papers

The Actuarial Society 2012 Convention issued a Call for Papers and Presentations looking for dynamic speakers with thought-provoking sessions, panel discussions and debates. We were open to a wide range of submissions and in particular were looking for session proposals that offer:

1. Technically demanding content
2. Different perspectives
3. Presentations from working parties


  • Abstract of paper or presentation due by Tuesday, 20 March 2012
  • Draft paper or presentation ready for review by Thursday, 16 August 2012
  • Final paper due by Monday, 3 September 2012 (for prize eligibility* and printing)

The Call for Papers and Presentations for the 2012 Convention is now closed. We have received a record number of submissions and are working on a powerful programme line-up which will be updated on this page as it progresses.


Click here to download the delegate list

Sponsorship opportunities are now available. Click here to download the sponsorship prospectus