What's new
Product News
- Scenario Visualizer 1.0 released (March 2017)
Our first educational software provides a look inside the black
box of scenario generators for interest rates and equity
returns.
- Modeler's Workbench and the Blufftop Framework
We have released a complete asset/liability model framework and
a platform (Workbench) for
developing such models. Originally developed as a
commercial product, the Blufftop Framework is now being
converted to a full open-source project.
Research News
- Simplified methods for VM-20
Blufftop LLC is participating with others in a study sponsored
by the Society of Actuaries to develop and test simplified
methods for VM-20. Such methods include not only RSM, but
also various other model efficiency techniques including
scenario reduction. Deliverables include:
- A multi-risk scenario generator
- A measure of assumption objectivity
- Sample demonstrations to regulators that simplified
methods meet the requirements of VM-20
