Articles tagged "model risk"

Stress and Scenarios

Insurers and reinsurers are in the business of risk management, and one key question preoccupies their minds: “What’s the worst that can happen?” Jeremy Waite explores this question through the lens of scenario and stress tests.

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The Model Validator’s Manifesto

Victory Idowu proposes a model validator’s manifesto— principles for model validation that enshrine best practice for actuarial models.

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