Centro de Documentacion de Fundación MAPFRE - Northern light : [interview to] Nick Higham, professor of applied mathematics at the University of Manchester

MAP20200020172

Northern light : [interview to] Nick Higham, professor of applied mathematics at the University of Manchester / Dan Georgescu

Sumario: It is difficult to overstate the importance of Professor Nick Higham's work for the insurance industry. The Higham algorithm and its successors for fi nding the nearest (valid) correlation matrix (NCM) are embedded in most internal models and economic scenario generators, underpinning the calculation of the capital requirements across Europe, which is measured in billions of pounds and euros

En: The Actuary : the magazine of the Institute & Faculty of Actuaries. - London : Redactive Publishing, 2019-. - 01/06/2020 Número 5 - junio 2020 , p. 12-14

1. Mercado de seguros . 2. Matemática del seguro . 3. Cálculo actuarial . 4. Algoritmos . 5. Entrevistas . I. Higham, Nick . II. Título.