Announcement: SOA releases April 2024 Exam FM passing candidate numbers.

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  • Economic Scenario Generators, Part III: In-depth ESG Case Study—Academy Interest Rate Generator
    simplicity of the AIRG may be suitable for its valuation-focused use cases, its capabilities may be limiting ... not appropriate for use in market-consistent valuation. Process and Parameterization The AIRG models ...

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    • Authors: Rahat Jain , Dean Kerr, Matthew Zhang
    • Date: Jul 2021
    • Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
    • Publication Name: The Modeling Platform
    • Topics: Life Insurance; Modeling & Statistical Methods
  • Economic Scenario Generators, Part I: Motivation for Stochastic Modeling
    “tail risks” 1 Enabling market- consistent valuation 2 Satisfying internal and external stakeholder ... different reactions. 2. Enabling Market-Consistent Valuation Certain financial reporting frameworks require ...

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    • Authors: Dean Kerr, Matthew Zhang, Rahat Jain
    • Date: Nov 2019
    • Competency: Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
    • Publication Name: The Modeling Platform
    • Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models