The Loss Simulation Model Working Party is nearing completion of its paper that documents its new open source model which will enable actuaries to test alternative reserving methods and models.
The Dynamic Financial Analysis Working Party is developing a 2011 call paper program for the Public-Access DFA Model (DYNAMO)that will seek significant enhancements and applications of this open source model.
The Economic Capital Model Working Party is charged with developing a stochastic, principles-based economic capital model that meets Solvency II objectives and can be used by insurers, rating agencies, and regulators for solvency monitoring. Working party members are currently working on what is expected to become an important report to appropriate American Academy and NAIC committees.
The DRM Handbook Working Party is working on updating and completing what is expected to become an excellent reference source for those new to dynamic risk modeling work.
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