actuary21c
12-14-2009, 10:58 AM
I have started some informal surveys about which ESGs (Economic Scenario Generators, also known as stochastic asset models) actuaries currently use in each of the relevant subforums here on the AO, e.g. for life insurance:
http://www.actuarialoutpost.com/actuarial_discussion_forum/showthread.php?t=181853
ESGs form a significant part of the risk management toolkit so it will be useful to have more open discussion about which ones are in common use, their pros and cons etc.
http://www.actuarialoutpost.com/actuarial_discussion_forum/showthread.php?t=181853
ESGs form a significant part of the risk management toolkit so it will be useful to have more open discussion about which ones are in common use, their pros and cons etc.