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Beware stochastic model risk!
Beware stochastic model risk! The article warns against treating the results of a stochastic model with more deference than other ... of model and calibration. Statistical methods 9/17/2019 12:00:00 AM ...- Authors: Stephen Strommen
- Date: Sep 2019
- Competency: Professional Values; Technical Skills & Analytical Problem Solving
- Publication Name: Risks & Rewards
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Simulation; Modeling & Statistical Methods>Stochastic models
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Low Interest Rates and the NAIC Economic Scenario Generator Project
Low Interest Rates and the NAIC Economic Scenario Generator Project Discussion of the ... standard of accounting for insurance contracts (IFRS 17) also employs such stochastic asset-liability simulation ...- Authors: Stephen Strommen
- Date: Jun 2022
- Publication Name: Risks & Rewards