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  • Applied Robust Performance Analysis for Actuarial Applications

    Applied Robust Performance Analysis for Actuarial Applications This paper investigates techniques for the assessment of model error in the context of insurance risk analysis. Modeling errors; ...

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    • Authors: Qihe Tang, Zhongyi Yuan
    • Date: Nov 2016
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Modeling & Statistical Methods>Value at risk - Modeling & Statistical Methods

  • Applied Robust Performance Analysis for Actuarial Applications Presentation

    Applied Robust Performance Analysis for Actuarial Applications Presentation This paper investigates techniques for the assessment of model error in the context of insurance risk analysis.

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    • Authors: Qihe Tang, Zhongyi Yuan
    • Date: Nov 2016
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Modeling & Statistical Methods>Value at risk - Modeling & Statistical Methods
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