Description: The academy generator is widely applied in actuarial practice. Initially confined to regulatory reserving, companies are increasingly using the AAA/SOA generator over an ever widening range of applications testing the limits of the academy generator's intended function. The session will give a brief overview of the academy generator and the asset classes it can be used to model. It will also analyze the statistical properties of the academy scenarios and discuss the scenarios relative to standard validation criterion. Some of the challenges that actuaries face in using this framework will be reviewed and options for addressing these challenges will be offered.

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: In this article, the author compares sailing to risk management.

Description: Hear from the editor’s on the December 2017 issue of Risk Management published by the JRMS.

Description: List of recent publications that may be of interest to readers of Risk Management newsletter.

Description: Economic Scenario Generator - Investment Section Web Series Session #2 - Real World This session will cover the following points: 1. NAIC ESG 2. Strategic Asset Allocation and Optimization Techniques 3. Covid-19 Postmortem: Modeling and calibration changes because of recent events

Description: Economic Scenario Generator - Investment Section Web Series - Risk Neutral