New ideas on stress testing are 300 years old

Published in: Risk, Risk management, Risk Models

Companies: Milliman, Agena

Much effort is being spent devising new ways to perform stress tests for capital allocation under Solvency II. But many of the answers can be found in the work of an 18th century mathematician, say Martin Neil and Neil Cantle.

Login
Forgot your password?

To access the premium content on InsuranceERM, you must first sign in to your account

Not registered? Take a free no obligation one-month trial.