Why insurance regulators need to require sensitivity settings of internal models for their approval
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DOI: 10.1016/j.frl.2023.104859
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More about this item
Keywords
Model governance; Explainability; Uncertainty and Sensitivity settings;All these keywords.
JEL classification:
- C67 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Input-Output Models
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
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