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  • Effective Documentation in Model Risk Management
    into the map. Manual items often require special care and con- sideration in effective model management ... and other indirect experience items as well as direct application of profes- sional judgment to assumptions ...

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    • Authors: Robert Crompton
    • Date: Apr 2016
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: The Modeling Platform
    • Topics: Enterprise Risk Management>Operational risks
  • Roll Your Own Cluster Model
    Roll Your Own Cluster Model This article walks through the process of building a cluster model ... What is the optimal number of clusters? If we don’t care much about model fit, and are mainly concerned ...

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    • Authors: Robert Crompton
    • Date: Dec 2016
    • Competency: Professional Values>Practice expertise; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: The Modeling Platform
    • Topics: Modeling & Statistical Methods>Modeling efficiency
  • Spreadsheets – Yay or Nay?
    Spreadsheets – Yay or Nay? A discussion of the limitations of the use of spreadsheets versus formal ... programmer and the actuary have to exercise due care in making sure that all of the individual pieces ...

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    • Authors: Robert Crompton
    • Date: Jun 2006
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: The Financial Reporter
    • Topics: Modeling & Statistical Methods>Modeling efficiency