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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


Published articles