Announcement: SOA releases October 2019 Exam FM passing candidate numbers.

Model Validation for Insurance Enterprise Risk and Capital Models

Research Projects in Risk Management


The Casualty Actuarial Society, Canadian Institute of Actuaries, and the Society of Actuaries' Joint Risk Management Section is pleased to make available a research report in describing the risk associated with the use of models. The report was authored by Markus Stricker, Shaun Wang, and Stephen Strommen.


Report

Model Validation for Insurance Enterprise Risk and Capital Models


Questions

If you have any questions or comments regarding the report, please contact Steve Siegel, Research Actuary at ssiegel@soa.org.


Thank You

The Joint Risk Management Section would like to thank the following individuals for their input and review:

  • Richard de Haan
  • Jonathan Glowacki
  • Ron Harasym
  • Daniel Hui
  • Glenn Meyers
  • Ben Neff
  • Madhu Windo
  • David Schraub, SOA Staff Fellow
  • Steve Siegel, SOA Research Actuary
  • Barbara Scott, SOA Research Administrator