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Sessional Meeting - A Value-at-Risk Approach to Mis-Estimation Risk

Monday 10 May 2021 08:30 - 10:00

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Sessional Meeting - Free to viewMis-estimation risk is a key element of demographic risk, and past work has focused on mis-estimation risk on a run-off basis.  However, this does not meet the requirements of regulatory regimes like Solvency II, which demands that capital requirements are set through the prism of a finite horizon like one year.  This paper presents a value-at-risk approach to mis-estimation risk suitable for Solvency II work.

Speaker: Dr Stephen Richards

Dr. Stephen Richards is the managing director of Longevitas, a specialist provider of mortality-analysis software for actuaries.  He is an Honorary Research Fellow at Heriot-Watt University.

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Contact Niki Park for more information.

020 7632 2152

This webinar will take place at 08.30 BST. 

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