Economic Scenario Generation for Life and P&C Practitioners

This intermediate session will discuss recent developments in scenario generation, covering the recent research from both CAS and SOA as well as accounting requirements like US GAAP LDTI and IFRS 17. Discussion on calibration practices should provide food for thought to attendee practitioners.

  • Date:Tuesday, March 10
  • Time:10:35 AM - 11:25 AM
  • Location:Oasis I
  • Session Type:Concurrent Session
  • Session Code:CS6
  • Audience Level:2
  • Learning Objective 1::At the end of the session, attendees should understand the current research on Economic Scenario Generator and be aware of recent research in the area.
  • Learning Objective 2::The attendees would also be able to identify some calibration considerations when using a scenario generator for projection, hedging or profitability analysis.
  • Moderator:David Schraub
Speakers
David Schraub
Society of Actuaries
Daniel Finn
Conning
Arsen Arutyunov
Numerix
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