Swimming lessons

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<dc:creator>Pesenti, Silvana</dc:creator>
<dc:creator>Bettini, Alberto </dc:creator>
<dc:creator>Millossovich, Pietro</dc:creator>
<dc:creator>Tsanakas, Andreas</dc:creator>
<dc:date>2020-03-02</dc:date>
<dc:description xml:lang="es">Sumario: As insurance businesses have become increasingly complex, so have the quantitative models used to describe them. Sensitivity analysis encompasses an array of techniques for generating insights into models, stressing assumptions and determining what the key model inputs are. Such analyses, while crucial for model validation, can be computationally demanding. For simulation models like those used in capital modelling, sensitivity analysis entails generating repeated sets of simulations  a process that can be frustratingly time consuming. Moreover, a robust way of interpreting the results of sensitivity analyses is sometimes lacking. Consequently, the fruits of modellers' labours may end up languishing in an appendix, rather than generating value for their organisations.</dc:description>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/171476.do</dc:identifier>
<dc:language>eng</dc:language>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:subject xml:lang="es">Empresas de seguros</dc:subject>
<dc:subject xml:lang="es">Modelos de simulación</dc:subject>
<dc:subject xml:lang="es">Métodos cuantitativos</dc:subject>
<dc:subject xml:lang="es">Modelos actuariales</dc:subject>
<dc:subject xml:lang="es">Sensibilidad</dc:subject>
<dc:type xml:lang="es">Artículos y capítulos</dc:type>
<dc:title xml:lang="es">Swimming lessons</dc:title>
<dc:relation xml:lang="es">En: The Actuary : the magazine of the Institute & Faculty of Actuaries. - London :  Redactive Publishing, 2019-. - 02/03/2020 Número 2 - marzo 2020 , p. 24-27</dc:relation>
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