Modelling the 1-in-200 Risks

Submitted on 29th July 2015

Peter Ulrich and Chris Ordowich outline how solvency capital requirements compare using RMS scenario-based models versus the Solvency II standard formulas - See more at: http://www.theactuary.com/features/2012/08/modelling-the-1-in-200-risks…

 

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Source
IFoA
Length of Resource
4
Author
Peter Ulrich and Chris Ordowich
Date Published
Publication Type
article
Resource Type
commercial