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Modeling Techniques for use in Testing the Scenarios Being Developed by the CIA Solvency Standards Committee

and a large eraser . What do you do next? That 's what we are here to answer. David J. Congram ... than a dozen members (us ing a sub-subcommit tee s t ructure) to enable us to extend our research ...
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Description: This teaching session was presented as Session 6B at the 1987 Valuation Actuary Symposium. The subject was modeling techniques for use in testing the scenarios being developed by the Canadian Institute of Actuaries, ‘CIA,’ Solvency Standards Committee. The presenters, members of the Committee, have been working on developing a generic modeling approach. Their presentation is limited to the first of three phases of proposed CIA standards for solvency reporting dealing with scenario testing, namely the projection of surplus under various prescribed and selected scenarios.
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- Authors: David Congram, J Engels, Gary Mooney
- Date: Sep 1987
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Finance & Investments>Capital management - Finance & Investments; Modeling & Statistical Methods

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