Archive

• Using least-squares Monte Carlo in a multi-year context

  19 February 2013

  A year ago on this site, Michael Leitschkis and Mario Hoerig explained the advantages of least-squares Monte Carlo (LSMC) over other proxy modelling techniques for estimating capital. Here, with Florian Ketterer and Christian Bettels, they describe how to extend a one-year application of LSMC to scenarios of several years

• Generali targets solid capital for 2015

  15 January 2013

  Part of CEO's "revolution" for insurer