Report on Modeling of Economic Series Coordinated with Interest Rate Scenarios

In May 2001, the Casualty Actuarial Society (CAS) and the Society of Actuaries (SOA) jointly issued a request for proposals on the research topic "Modeling of Economic Series Coordinated with Interest Rate Scenarios."

This Web page represents the report, produced by the three researchers selected by the CAS / SOA, which summarizes the research and the development of a scenario generation model available for public use. Full descriptions of the project, the research methodology, analytical implications, and the model itself - a spreadsheet-based stochastic simulation model - are provided in the report.

Keywords: Dynamic Financial Analysis; Regulatory; Dynamic Risk Modeling