Document Resources Selected Document PDF file icon

B10: Opening the bonnet on economic scenario generation for Solvency II

Author:
Alex Summers; Tim Wilkins
Source:
Life Conference and Exhibition, 20 - 22 November 2011
Publication date:
20 November 2011
File:
PDF 167.55 KB
Download
Problems viewing your file? Download and install Adobe Reader

Document description

As the foundation for cash flow projections, the economic scenario generator is one of the key "black boxes" to open for Solvency II readiness. This session will share our experiences in areas such as:

  • creating a robust, transparent framework for applying actuarial judgement
  • industrialising the process
  • ensuring fitness for purpose.