Modelling the 1-in-200 Risks

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…

 

Click here to read this article

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

ResourceID: 72512

< Return to Library