I am planning on sitting SA3 in April 08 in order to position myself for a potential change in legislation coming to the region to require GI reserve sign off by an Actuary. I found the GENERAL INSURANCE READING GUIDE published by the Institute and Faculty a great resource of material to get up to speed with the subject (the last time I looked at seriously was when sitting 303 in 1999). 4.5 "GISMO - General Insurance Stochastic Model" by Christofides S et al was presented at the 1996 GI Convention. The paper is available from the Institute archive. In it the authors state "It is our intention to release a version through the Internet...". Does anyone know if the model was ever released into the public domain and if so, where I can find a copy?
Thanks good idea, if I can't find it for downloaded I will contact the authors. I used to work with Andrew Smith at (then) Bacon & Woodrow, he has always been very helpful in anwering queries, if that doesn't work I can try some of the others.
