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Economic Scenario Generators – A Practical Guide

The Society of Actuaries is pleased to make available an in-depth primer on economic scenario generators.  The guide has been written for a broad audience including practicing actuaries and others interested in learning about and conducting economic scenario testing. The report was authored by a research team from Conning.


Materials

Economic Scenario Generators – A Practical Guide

Economic Scenario Generators Brief


Questions

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


Thank You

The SOA would like to thank the following individuals for their input and review:

  • Dennis Radliff, Chair
  • David Cantor
  • Stephanie Ching
  • Russell Gao
  • Robert Reitano
  • Steve Siegel, Research Actuary
  • Barbara Scott, Research Administrator