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

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    • Authors: David Schraub, Yury Krongauz, Sohini Chowdhury, Pawel Lojko, Hal Pedersen, Stephen Strommen
    • Date: Jun 2021
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Enterprise Risk Management; Finance & Investments; Financial Reporting & Accounting; Life Insurance; Modeling & Statistical Methods; Pensions & Retirement
  • Economic Scenario Generator - Investment Section Web Series Session #1
    Fundamentals & Hot Topics This session will cover the following points: 1. Introduction: ... Fundamentals & Hot Topics This session will cover the following points: 1. Introduction: ESG Basics, What ...

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    • Authors: Stephen Strommen, Hal Pedersen, David Schraub, Pawel Lojko, Sohini Chowdhury
    • Date: Jun 2021
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Economics; Enterprise Risk Management; Finance & Investments; Financial Reporting & Accounting; Life Insurance; Modeling & Statistical Methods
  • Applied Modeling Concepts
    At this session 7OF of the 2004 Valuation Actuary Symposium panelists discuss the conceptual and practical ... practical issues of modeling to reflect developing areas, including fair-value and embedded-value measurement ...

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    • Authors: David A Ricci, Stephen Strommen, Vincent Y Y Tsang, Benjamin J. Yahr
    • Date: Sep 2004
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Financial Reporting & Accounting; Modeling & Statistical Methods
  • Beware stochastic model risk!
    Beware stochastic model risk! The article warns against treating the results of a stochastic model with more ... describes some hidden risks involved with choice of model and calibration. Statistical methods 9/17/2019 ...

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    • Authors: Stephen Strommen
    • Date: Sep 2019
    • Competency: Professional Values; Technical Skills & Analytical Problem Solving
    • Publication Name: Risks & Rewards
    • Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Simulation; Modeling & Statistical Methods>Stochastic models