Description: Economic Scenario Generator - Investment Section Web Series Session #1 - Fundamentals & Hot Topics This session will cover the following points: 1. Introduction: ESG Basics, What is Risk Neutral and Real World? 2. Interest Rate Modeling 3. Equity and Private Equity Modeling 4. Example use cases facing investment professionals and actuaries today

Description: it discusses the framework and modeling of the market consistent valuation of fixed indexed annuity, against the backdrop of the convergence of accounting standards and internal risk management.

Description: The CAS is pleased to present its Research Paper, “Users’ Guide to Economic Scenario Generation in Property-Casualty Insurance”. Although there are cases in the literature about the use of economic scenario generators (ESGs) in the property casualty industry, they are far more commonly used for life insurance companies. Our hope is that this paper will serve as a comprehensive guide to the implementation of ESGs in the non-life space and spark interest in research into new applications of ESGs.

Description: This article provides guidelines for practitioners of risk management. These guidelines fall under four general headings: 1. Understanding and fulfilling your role in the organization. 2. General risk management. 3. The use of derivatives. 4. Risk measurement systems.

Description: This article provides an EV overview, current industry usage, key considerations illustrated by MetLife’s strategic spin-off of Brighthouse Financial, as well as implementation notes.

Description: Investment opportunities are driven by events in the economy and how participants in the financial markets react to those events. This keynote address will highlight current economic themes and their impact on investment opportunities.

Description: This article gives an overview of the CFO Forum diversification paper. The key points that the CFO Forum made are: 1. The lack of sufficient diversifying strategies for risk management needs to be addressed. Therefore they provided a policy framework that promotes sound risk measurement and management practices in a way that can be implemented and supervised with confidence. 2. The lack of sufficient regulatory over-site needs to be addressed, so they presented a set of core principles to form the basis of European insurance regulation. These core principle incorporate diversification in a consistent manner.

Description: This session at the SOA 2003 Washington, DC Spring Meeting focuses on the issues involved in building a scenario generator. It covers the data set used to develop and calibrate the generator as well as a discussion of different approaches and their features. Implementation is addressed along with potential pitfalls.

Description: This session at the SOA 2001 Toronto Spring Meeting looks at liquidity risk including the causes and risk management options. The work of the American Academy of Actuaries Life Liquidity Work Group is reviewed. The requirements of New York's Circular Letters ont the subject are discussed.

Description: The CAS is pleased to present its Research Paper, “Users’ Guide to Economic Scenario Generation in Property-Casualty Insurance”. Although there are cases in the literature about the use of economic scenario generators (ESGs) in the property casualty industry, they are far more commonly used for life insurance companies. Our hope is that this paper will serve as a comprehensive guide to the implementation of ESGs in the non-life space and spark interest in research into new applications of ESGs.