What is the best way to match back 3rd party vendor data to our SQL Server Database?

So we have this 3rd party data that we need to match back to our database. We have determined that the "ID" column that the 3rd party is sending us back data is a concatenated key of our member's SSN, Gender, and CCYYMMDD Birthdate. In 90% of the
cases, we can match back on this. However, the other 10% we have to try a couple of different ways...using our Member #, using what is called a HFCA #.
We are talking about 10s and 20s of data here...NOT thousands.
What is the best way to handle this via SSIS? A SQL Server Stored Procedure to cursor through the 3rd party data or multiple INSERT-SELECT statements trying to marry back the data? My thought process was to cursor through each record, try and match on our
90% match, and then determine if we have a match or not, and then if we do not, then try our other means. Should I SELECT 1 to see which matching criteria to go with? So in other words, for the first match...
IF EXISTS(SELECT 1 FROM TableName WHERE ColumnName1 = .....) BEGIN....ELSE...Blah Blah Blah
or simply continue doing INSERT-SELECTS...
I guess I am asking about the efficiency of using a cursor within a SQL Server Stored Procedure here.
Thanks for your review and am hopeful for a reply.

You are asking a SSIS question but posted in tsql - which is it?  But before you go further, which matching logic should have priority?  Member # or the SSN/gender/birthdate? Note that the priority does not depend on matching success percentage. 
In other words, you may prefer to match on member # first (even though it has a lower success ratio but a higher confidence ratio), followed by ssn..., followed by whatever. 
In any case, this sounds much more like a SSIS logic issue.  Your questions regarding cursors and stored procedures seem premature at this point. OTOH it may depend on what you are actually trying to accomplish.  

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