Perform sensitivity tests

Trigger: A new actuarial model, pricing strategy, or reserve forecast is drafted and requires validation against variable assumptions.

1. Identify key actuarial assumptions and variables
2. Define baseline, adverse, and extreme stress scenarios
3. Adjust input parameters to reflect scenario shock factors
4. Execute model simulations across all defined scenarios
5. Analyze the variance in projected profitability and capital adequacy
6. Document sensitivity results and recommend risk mitigation strategies

Outcome: The financial model's resilience is quantified under multiple stress scenarios and risk thresholds are documented for management review.