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Uncertain terms

Recurso electrónico / Electronic resource
Registro MARC
Tag12Valor
LDR  00000cab a2200000 4500
001  MAP20210008603
003  MAP
005  20210315143853.0
008  210312e20210301esp|||p |0|||b|spa d
040  ‎$a‎MAP‎$b‎spa‎$d‎MAP
084  ‎$a‎6
1001 ‎$0‎MAPA20210004629‎$a‎Murphy, Peter
24510‎$a‎Uncertain terms‎$c‎Peter Murphy, Marco Radun
520  ‎$a‎Accurate proxy models form a key element of life insurance companies' internal models, and measuring and correcting the errors in proxy models has become a key area of focus for companies and the regulator. We analysed proxy model errors for the purpose of developing an adjustment to fi nal capital requirements, and found that the average error of the proxy model in a range of scenarios around the 99.5th percentile of the loss distribution is a surprisingly good estimate of the impact of the errors on capital requirements even when the errors get quite big
650 4‎$0‎MAPA20120011137‎$a‎Predicciones estadísticas
650 4‎$0‎MAPA20080570590‎$a‎Seguro de vida
650 4‎$0‎MAPA20080597733‎$a‎Modelos estadísticos
7001 ‎$0‎MAPA20210004636‎$a‎Radun, Marco
7730 ‎$w‎MAP20200013259‎$t‎The Actuary : the magazine of the Institute & Faculty of Actuaries‎$d‎London : Redactive Publishing, 2019-‎$g‎01/03/2021 Número 2 - marzo 2021 , p. 24-25