Model Validation for Insurance Enterprise Risk and Capital Models
Research Projects in Risk Management
The Casualty Actuarial Society, Canadian Institute of Actuaries, and the Society of Actuaries' Joint Risk Management Section is pleased to make available a research report in describing the risk associated with the use of models. The report was authored by Markus Stricker, Shaun Wang, and Stephen Strommen.
Report
Model Validation for Insurance Enterprise Risk and Capital Models
Questions
If you have any questions or comments regarding the report, please contact Steve Siegel, Research Actuary at ssiegel@soa.org.
Thank You
The Joint Risk Management Section would like to thank the following individuals for their input and review:
- Richard de Haan
- Jonathan Glowacki
- Ron Harasym
- Daniel Hui
- Glenn Meyers
- Ben Neff
- Madhu Windo
- David Schraub, SOA Staff Fellow
- Steve Siegel, SOA Research Actuary
- Barbara Scott, SOA Research Administrator