The Elephant in the Room: Model Error and Solvency Regulation

4 Pages Posted: 7 Sep 2012

See all articles by Andreas Tsanakas

Andreas Tsanakas

Bayes Business School (formerly Cass), City, University of London

Date Written: July 5, 2012

Abstract

I present a brief practitioner-focused discussion of model error in the context of insurance solvency regulation. Particular focus is on the impact of model error on the interraction of regulators and regulated firms.

Keywords: Model error, Regulation, Solvency 2

Suggested Citation

Tsanakas, Andreas, The Elephant in the Room: Model Error and Solvency Regulation (July 5, 2012). Available at SSRN: https://ssrn.com/abstract=2142605 or http://dx.doi.org/10.2139/ssrn.2142605

Andreas Tsanakas (Contact Author)

Bayes Business School (formerly Cass), City, University of London ( email )

106 Bunhill Row
London, EC1Y 8TZ
United Kingdom

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