Modern Deterministic Scenarios

Mark Alberts, FSA, MAAA

The Financial Reporting Section, SIC section, Modeling Section and the CLIR sponsored research, published in 2017, to develop deterministic scenario sets reflective of the current life insurance industry environment. In this session the researcher will summarize the research and compare and contrast the resulting scenario sets to other sets that are commonly used in asset adequacy testing such as the New York 7 scenarios.

Mark Alberts is an independent consulting actuary whose clients include corporate and regulatory clients in the life insurance, annuity and supplemental health insurance spaces. Prior to starting his own firm, he was chief actuary for a mid-sized life insurance company. Mark is an active participant in SOA research, both as a volunteer and a researcher.

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