Description: 2011 SOA IFRS Seminar, Hong Kong. This is an Excel spreadsheet associated with Session 40 on 'Economic Scenario Generators' of the 2011 SOA IFRS Seminar held in Hong Kong. The spreadsheet facilitated the learning objectives of this workshop about ESG.

Description: Read the November 2019 issue of The Modeling Platform, published by the Modeling Section. Newsletters provide practical information for the working actuary, articles on trends that impact sections and news about section activities.

Description: This article provides an overview of the different types of real world interest rate scenarios that practitioners use in the life insurance industry and explores different approaches to building those generators.

Description: Read the April 2020 issue of The Modeling Platform, published by the Modeling Section. Newsletters provide practical information for the working actuary, articles on trends that impact sections and news about section activities.

Description: Modeling experience sharing by David Yu who leads the retirement product and asset model development team within Prudential Financial

Description: This article describes the proposal selected for research involving the modeling of economic series. The proposal submitted by the research team of Kevin Ahlgrim of Bradley University, Stephen D'Arcy of the University of Illinios and Richard Gorvett of Zurich North America was selected.

Description: When Is It Right To Use Arbitrage-Free Scenarios? by Stephen Britt from Risks and Rewards Newsletter, September 2000, Issue No. 35.

Description: This article discusses scenario generators to price or value insurance products.

Description: Summary of the SOA research project on PBR Simplified Methods. Describes the multi-risk scenario generator, central estimate assumptions, assumption objectivity measures, and regulatory demonstrations per VM-20.

Description: Explains considerations for stochastic modeling of credit spreads, inflation and exchange rate risk.