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  • Economic Scenario Generators ESG and Actuarial Practice
    Symposium. The panelists discussed applying economic scenario generators in the life insurance business ... Technology Company, a way of reducing the number of scenarios to get the maximum amount of information, and what ...

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    • Authors: Michael F Davlin, Mark S Tenney, Steven Craighead, Hongfei Zhang, Vladimir S Ladyzhets
    • Date: Jan 1998
    • Competency: Results-Oriented Solutions
    • Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Scenario generation
  • Stress and Resiliency Testing: Mandelbrotian Grey Swan Scenarios
    Stress and Resiliency Testing: Mandelbrotian Grey Swan Scenarios 2011 Enterprise Risk Management ... an example is provided of a set of Grey Swan scenarios which correspond to the RBC C-3, Phase II. Risk-based ...

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    • Authors: Steven Craighead
    • Date: Mar 2011
    • Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
    • Topics: Enterprise Risk Management