Tired of running stochastic scenarios for your technical provisions? You can probably do with a lot fewer
Two weeks ago, I wrote up a little piece on three ingredients to make Solvency II Technical Provisions – and a lot of similar problems – easier. One of those was to choose your random numbers right, which sounds like a contradiction in terms. It turns out, you can do some neat tricks without ruining Read more about Tired of running stochastic scenarios for your technical provisions? You can probably do with a lot fewer[…]