The Elephant in the Room: Model Error and Solvency Regulation
4 Pages Posted: 7 Sep 2012
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: 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
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