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

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<subTitle>: [interview to] Nick Higham, professor of applied mathematics at the University of Manchester</subTitle>
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<abstract displayLabel="Summary">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.</abstract>
<note type="statement of responsibility">Dan Georgescu</note>
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<title>The Actuary : the magazine of the Institute & Faculty of Actuaries</title>
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<publisher>London :  Redactive Publishing, 2019-</publisher>
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<text>01/06/2020 Número 5 - junio 2020 , p. 12-14</text>
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