Modern Deterministic Scenarios for Interest Rates
The Society of Actuaries’ Smaller Insurance Company Section, Financial Reporting Section, Committee on Life Insurance Research and the Modeling Section announce the release of a new study examining moderately adverse conditions. Authored by Mark Alberts, the report provides a framework that actuaries can use to evaluate moderately adverse conditions. The study also provides practical tools to assist actuaries in computing interest rates scenario sets that might collectively be considered moderately adverse.
The Sponsors would like to thank the following individuals that served on the Project Oversight Group:
Ronora Stryker, SOA Research Actuary
Jan Schuh, SOA Sr. Research Administrator
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