Centro de Documentación de Fundación MAPFRE

<?xml version="1.0" encoding="UTF-8"?><modsCollection xmlns="http://www.loc.gov/mods/v3" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-8.xsd">
<mods version="3.8">
<titleInfo>
<title>Uncertain terms</title>
</titleInfo>
<name type="personal" usage="primary" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20210004629">
<namePart>Murphy, Peter</namePart>
<nameIdentifier>MAPA20210004629</nameIdentifier>
</name>
<name type="personal" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20210004636">
<namePart>Radun, Marco</namePart>
<nameIdentifier>MAPA20210004636</nameIdentifier>
</name>
<typeOfResource>text</typeOfResource>
<genre authority="marcgt">periodical</genre>
<originInfo>
<place>
<placeTerm type="code" authority="marccountry">esp</placeTerm>
</place>
<dateIssued encoding="marc">2021</dateIssued>
<issuance>serial</issuance>
</originInfo>
<language>
<languageTerm type="code" authority="iso639-2b">spa</languageTerm>
</language>
<physicalDescription>
<form authority="marcform">print</form>
</physicalDescription>
<abstract displayLabel="Summary">Accurate 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</abstract>
<note type="statement of responsibility">Peter Murphy, Marco Radun</note>
<subject xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20120011137">
<topic>Predicciones estadísticas</topic>
</subject>
<subject xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080570590">
<topic>Seguro de vida</topic>
</subject>
<subject xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080597733">
<topic>Modelos estadísticos</topic>
</subject>
<classification authority="">6</classification>
<relatedItem type="host">
<titleInfo>
<title>The Actuary : the magazine of the Institute & Faculty of Actuaries</title>
</titleInfo>
<originInfo>
<publisher>London :  Redactive Publishing, 2019-</publisher>
</originInfo>
<identifier type="local">MAP20200013259</identifier>
<part>
<text>01/03/2021 Número 2 - marzo 2021 , p. 24-25</text>
</part>
</relatedItem>
<recordInfo>
<recordContentSource authority="marcorg">MAP</recordContentSource>
<recordCreationDate encoding="marc">210312</recordCreationDate>
<recordChangeDate encoding="iso8601">20210315143853.0</recordChangeDate>
<recordIdentifier source="MAP">MAP20210008603</recordIdentifier>
<languageOfCataloging>
<languageTerm type="code" authority="iso639-2b">spa</languageTerm>
</languageOfCataloging>
</recordInfo>
</mods>
</modsCollection>