首页>
外国专利>
Method and system for evaluating insurance liabilities using stochastic modeling and sampling techniques
Method and system for evaluating insurance liabilities using stochastic modeling and sampling techniques
展开▼
机译:利用随机建模和抽样技术评估保险负债的方法和系统
展开▼
页面导航
摘要
著录项
相似文献
摘要
In computer-implemented methods and systems for estimating financial modeling outcomes, financial data segmented into a number (x) of classes and scenario data for a set of model scenarios are processed to obtain an estimated model outcome distribution. The class segments are mutually exclusive and collectively exhaustive of the financial data. Multiple model tests are performed with samples of the financial data until a cumulative model outcome distribution is within a pre-determined acceptable tolerance limit from a distribution of fully assessed model outcomes obtainable by performing a single test of the scenarios using all of the financial data. The number (x) of classes, the sample size (z), and a number (y) of times that the tests are performed ensure that the cumulative model outcome distribution is within the pre-determined acceptable tolerance limit from the distribution of fully assessed model outcomes.
展开▼