Christopher O‘Brien - Publications

The following lists my publications from 1996 to the present day.

Journal Articles

O'Brien, C.(2012)., "Actuaries as CROs?", The Actuary, Vol.February, pg 26.

Billings, M.; O'Brien, C.; Woods, M.(2011)., "Bring Risk into the Open", The Treasurer, pp 32-33, December/January.

Foroughi, K.; Barnard, C.R.; Bennett, R.W.; Clay, D.K.; Conway, E.L.; Corfield, S.R.; Coughlan, A.J.; Hibbett, G.J.; Kendix, I.V.; Lanari-Boisclair, M.; O'Brien, C.; Straker, J.S.(2011)., "Insurance accounting: a new era", British Actuarial Journal, forthcoming 2011.

O'Brien, C.(2011)., "The UK with-profits life insurance industry: a market analysis", British Actuarial Journal, Vol.15 part III, forthcoming 2011.

O'Brien, C.(2011)., "Equity between with-profits policyholders and shareholders", British Actuarial Journal, forthcoming 2011.

O'Brien, C.(2011)., "The origins and originators of early statistical societies: a comparison of Liverpool and Manchester", Journal of the Royal Statistical Society Series A, Vol.175 Part 1, pp 51-62.

O'Brien, C.(2011)., "How do firms set their risk appetite?", Actuarial Post, Vol.Issue 1 May, pp. 6-7.

O'Brien, C.(2011)., "Indicators of Success", Money Management, Vol.May, pp. 58-60.

O'Brien, C.; Fenn, P.(2011)., "Mutual life insurers: origins and performance in pre-1900 Britain", Business History, forthcoming 2011.

O'Brien, C.(2010)., "Insurance Regulation and the Global Financial Crisis: a Problem of Low Probability Events", Geneva Papers on Risk and Insurance, Vol.35, p. 35.52.

O'Brien, C.(2010)., "Men who counted: the first members of the Manchester Statistical Society", Transactions of the Manchester Statistical Society, Vol.2008-09, p. 93-144.

O'Brien, C.; Woods, M.; Billings, M.(2010)., "Accounting for pension risk", The Actuary, Vol.November, pp. 24-25.

Klumpes, P.; O'Brien, C.; Reibel, A.(2009)., "International Diversity in Measuring the Fair Value of Life Insurance Contracts", The Geneva Papers in Risk and Insurance, Vol.34, pp197-227.

O'Brien, C.(2009)., "Withdrawing profits", Money Management, Vol.September, pp.28-29.

O'Brien, C.(2009)., "Smooth Operators", The Journal of the Chartered Insurance Institute, Vol.Aug/Sept, pp.36-37.

O'Brien, C.(2009)., "Show me the money", The Actuary, Vol.June, pp. 33.

O'Brien, C.(2009)., "Valuation of Life Insurance Liabilities on a Market-Consistent Basis Experience from the United Kingdom", Actuarial Practice Forum.

Dowd, K.; Bartlett, D.; Chaplin, M.; Kelliher, P.; O'Brien, C.(2008)., "Risk management in the UK insurance industry the changing state of practice", International Journal of Financial Services Management, Vol.3 (1), pp. 5-23.

Fenn, P.; Vencappa, D.; Diacon, S.; O'Brien, C.; Klumpes, P.(2008)., "Market Structure and the Efficiency of European Insurance Companies: A Stochastic Frontier Approach", Journal of Banking and Finance, Vol.32 (1), pp. 86-100.

O'Brien, C.(2008)., "Market-consistent valuations of life insurance business. The UK experience", The Financial Reporter, Vol.72, pp. 15-18.

O'Brien, C.(2007)., "Solvency Abuse", Money Management, Vol.December, pp. 50-51.

O'Brien, C.(2007)., "How strong is strong?", Money Management, Vol.May, pp. 79-82.

O'Brien, C.(2007)., "Accounting for Risky Liabilities: the Case of UK Pensions Plans", International Journal of Accounting, Auditing and Performance Evaluation, Vol.4 (3), pp 286-304.

O'Brien, C.(2006)., "Modernizing Insurance Solvency Regulation: Evidence from the UK", Journal of Insurance Regulation, Vol.25 (1), pp. 41-60.

O'Brien, C.(2006)., "The downfall of Equitable Life in the UK: The mismatch of strategy and risk management", Risk Management and Insurance Review, Vol.9 (2), pp. 189-204.

O'Brien, C.; Diacon, S.(2006)., "Closed Life Funds", The Actuary, Vol.August, p. 37.

O'Brien, C.; Woods, M.(2006)., "Accounting for Pensions", Financial Management (CIMA), pp. 25-27.

Kelliher, P.; Bartlett, D.; Chaplin, M.; Dowd, K.; O'Brien, C.(2005)., "Liquidity Risk in Life Insurance", The Actuary, Vol.June, pp. 24-25.

Diacon, S.; Fenn, P.; O'Brien, C.(2004)., "Looking at general insurers reserves", General Insurance, Vol.New Year 2004 (100), pp. 48-50.

O'Brien, C.(2004)., "Constraints on Discretion Distributing Surplus in with Profits Life Insurance", Journal of Financial Regulation and Compliance, Vol.12 (2), pp.188-127.

O'Brien, C.(2004)., "Product Innovation in Financial Services A Survey", Journal of Actuarial Practice, Vol.11, pp.5-42.

O'Brien, C.(2004)., "Regulating the Regulators", The Actuary, Vol.April 2004, pp.36-37.

O'Brien, C.; Dowd, K.(2004)., "Stochastic Modelling Enhancing Life Insurers' Risk Management", Practical Investors' Journal, Vol.2 (Winter), pp.8-12.

O'Brien, C.(2003)., "The Regulation of Life Assurers in a Low Solvency Environment: The UK Experience", Economic Affairs, Vol.23 (3), pp.16-20.

Diacon, S.; Starkey, K.; O'Brien, C.(2002)., "Size and Efficiency in European Long-term Insurance Companies: An International Comparison", Geneva Papers on Risk and Insurance: Issues and Practice, Vol.27 (3), pp.444-466.

O'Brien, C.(2002)., "Regulating insurers to protect against risk", General Insurance, Vol.September / Autumn, pp. 31-33.

O'Brien, C.(2002)., "Guaranteed Annuity Options: Five Issues for Resolution", British Actuarial Journal, Vol.8 (3), pp.593-629.

O'Brien, C.(2001)., "The Performance of Recent Entrants to the UK Life Assurance Market A Threat to Established Players", Insurance Research & Practice, Vol.16, pp.26-39.

Chapters in Books

Klumpes, P.; Diacon, S.; Fenn, P.; O'Brien, C.; Yildirim, C.(2007)., "European Insurance Markets: Recent Tends and Future Regulatory Developments", in Vernard, B.; Cummins, D. (ed) Handbook of International Insurance: Between Global Dynamics and Local Contingencies, Springer.

O'Brien, C.(2007)., "Managing occupational pension scheme risks", in Woods, M. et al (ed) International Risk Management, Elsevier.

O'Brien, C.(2004)., "Surplus in Life and Pension Insurance", in Teugels, J.; Sundt, B. (ed) Encyclopaedia of Actuarial Science, pp.1640-1645, Wiley.

O'Brien, C.(2004)., "Participating Business", in Teugels, J.; Sundt, B. (ed) Encyclopaedia of Actuarial Science, Wiley.

O'Brien, C.(2004)., "Valuation of Life Insurance Liabilities", in Teugels, J.; Sundt, B. (ed) Encyclopaedia of Actuarial Science, pp.1727-1740, Wiley.

O'Brien, C.(1998)., "The Derivation and Application of Accounting Standards to The Market Value of Liabilities", in IT Vanderhoof, EI Altman (ed) The Fair Value of Insurance Liabilities, pp.303-330, Kluwer.

Conferences

O'Brien, C., 2009, "Risk appetite and pencion funds", at National Association of Pension Funds conference on Managing DB pension risk.

Billings, M.; O'Brien, C.; Woods, M., 2006, "Pensions Accounting - Is it Reliable?", at 6th CRIS Life and Pensions Research Seminar, Association of British Insurers, December.

Fenn, P.; Vencappa, D.; Diacon, S.; O'Brien, C.; Klumpes, P., 2006, "Market Structure and the Efficiency of European Insurance Companies: A Stochastic Frontier Analysis", in the proceedings of the Dynamics of Insurance Markets: Structure, Conduct and Performance in the 21st Century Conference, Wharton School, University of Pennsylvania, Philadelphia, U.S..

Diacon, S.; Fenn, P.; O'Brien, C., 2003, "How Accurate are the Disclosed Provisions of UK General Insurers?", at 25th UK Insurance Economists' Conference, March 2003.

O'Brien, C., 2003, "The Challenge of Increased Longevity for Pension Providers", at 25th UK Insurance Economists' Conference, March 2003.

O'Brien, C., 2003, "Is the UK Life Assurance Industry Competitive? Evidence from Companies' Charges", at Actuarial Professon 2003 Life Convention, November, Birmingham.

Diacon, S.; O'Brien, C., 2002, "Persistency in UK Long-Term Insurance: Customer Satisfaction and Service Quality in Global Issues in Insurance Regulation Conference".

O'Brien, C., 1998, "A Draft of a Proposed International Accounting Standard: Life Assurance", at Transactions of the 26th Congress of Actuaries (Presented at the International Conference of the Actuarial Profession).

Discussion Papers

Kelliher, P.; Bartlett, D.; Chaplin, M.; Dowd, K.; O'Brien, C., 2005, "Liquidity management in UK life assurance a discussion paper", Report of the Faculty and Institute of Actuaries Working Paper on Risk Management in UK Life Assurers.

Diacon, S.; O'Brien, C., 2002, "Persistency in UK Long-Term Insurance: Customer Satisfaction and Service Quality", 2002/III.

Diacon, S.; Starkey, K.; O'Brien, C., 2002, "Size and Efficiency in European Long-Term Insurance Companies", 2002/VII.

Diacon, S.; Starkey, K.; O'Brien, C.; O'dindo, C., 2002, "The Most Successful Insurers in the UK Long-Term Market", 2002/IX.

O'Brien, C., 2002, "Guaranteed Annuity Options: Five Issues for Resolution", CRIS Disussion Paper, Nottingham, Centre for Risk & Insurance Studies.

Reports

O'Brien, C., 2012, "Equity between with-profits policyholders and shareholders: Issues and Challenges", in The Staple Inn Actuarial Society.

O'Brien, C.; Orton, T., 2011, "Key performance indicators of UK insurance companies".

O'Brien, C., 2010, "'Tracking the history of longevity changes and the forecasts that can be made as a result', in Clearpath (ed)", in Longevity hedging for pension plans, p. 42-43.

O'Brien, C., 2010, "The changing landscape of small business risks", in A report commissioned by Premierline Direct.

O'Brien, C.; Woods, M.; Billings, M., 2010, "Pensions Risk Disclosures by FTSE 100 Companies", in Edinburgh: Institute of Chartered Accountants of Scotland.

O'Brien, C., 2009, "Appendix 13 Equity between with-profits policyholders and shareholders", in Policyholder advocate in connection with the reattribution of the CGNU and CULAC life funds.

O'Brien, C., 2009, "Appendix 12 Economics, governance and regulation of with-profits life insurance business", in Policyholder advocate in connection with the reattribution of the CGNU and CULAC life funds.

O'Brien, C., 2009, "Appendix 11, The UK with-profits life insurance industry: a market review", in Policyholder advocate in connection with the reattribution of the CGNU and CULAC life funds.

O'Brien, C., 2007, "Market-consistent valuations of life insurance business the UK experience", in a report for the Society of Actuaries.

Ayadi, R.; O'Brien, C., 2006, "The Future of Insurance Regulation and Supervision in the EU New Developments, New Challenges", in Brussels: Centre for European Policy Studies.

Bartlett, D.; Chaplin, M.; Dowd, K.; Kelliher, P.; O'Brien, C., 2005, "Risk Management by UK Life Assurers: A Survey", in Report for the Faculty and Institute of Actuaries Working Party on Risk Management in UK Life Assurers.

O'Brien, C.; Diacon, S., 2005, "Closed life funds; causes, consequences and issues", in Report for ABN Amro.

Diacon, S.; O'Brien, C.; Drake, L.; O'Sullivan, N., 2004, "Mutual life offices a contribution to the governance debate", in Report for the Financial Services Research Forum.