Skip to content
MathWorks - Mobile View
  • Sign In to Your MathWorks AccountSign In to Your MathWorks Account
  • Access your MathWorks Account
    • My Account
    • My Community Profile
    • Link License
    • Sign Out
  • Products
  • Solutions
  • Academia
  • Support
  • Community
  • Events
  • Get MATLAB
MathWorks
  • Products
  • Solutions
  • Academia
  • Support
  • Community
  • Events
  • Get MATLAB
  • Sign In to Your MathWorks AccountSign In to Your MathWorks Account
  • Access your MathWorks Account
    • My Account
    • My Community Profile
    • Link License
    • Sign Out

Videos and Webinars

  • MathWorks
  • Videos
  • Videos Home
  • Search
  • Videos Home
  • Search
  • Contact sales
  • Trial software
22:43 Video length is 22:43.
  • Description
  • Related Resources

Use of MATLAB for Solvency II Capital Modelling: The Prudential Risk Scenario Generator

Sam Bailey, Prudential

In this session, we discuss what the Risk Scenario Generator (RSG) is and how it fits into the Prudential SII capital modelling system. We also discuss the overall architecture of the RSG, including:

  • Key components and interfaces: engines, business modules, user interface, external APIs, and simulation files
  • Plug-and-play separation of business modules from core engines for risk models (calibration and simulation), risk dependency rules (calibration and simulation), simulation validation reports, bootstrapping algorithms, and bootstrapping validation reports

Recorded: 19 Jun 2012

Related Products

  • MATLAB

Bridging Wireless Communications Design and Testing with MATLAB

Read white paper

Feedback

Featured Product

MATLAB

  • Request Trial
  • Get Pricing

Up Next:

30:55
How Fennia Life Models Insurance Risk for Solvency II,...

Related Videos:

38:20
Using MATLAB for Risk Modelling: Two Practical Applications
2:33
Wolters Kluwer Delivers Operational Risk Capital Modeling...
2:42
Cycle Analysis of a Pseudo Random Number Generator with...
1:09:02
Mathematical Modelling in MATLAB

View more related videos

MathWorks - Domain Selector

Select a Web Site

Choose a web site to get translated content where available and see local events and offers. Based on your location, we recommend that you select: .

  • Switzerland (English)
  • Switzerland (Deutsch)
  • Switzerland (Français)
  • 中国 (简体中文)
  • 中国 (English)

You can also select a web site from the following list:

How to Get Best Site Performance

Select the China site (in Chinese or English) for best site performance. Other MathWorks country sites are not optimized for visits from your location.

Americas

  • América Latina (Español)
  • Canada (English)
  • United States (English)

Europe

  • Belgium (English)
  • Denmark (English)
  • Deutschland (Deutsch)
  • España (Español)
  • Finland (English)
  • France (Français)
  • Ireland (English)
  • Italia (Italiano)
  • Luxembourg (English)
  • Netherlands (English)
  • Norway (English)
  • Österreich (Deutsch)
  • Portugal (English)
  • Sweden (English)
  • Switzerland
    • Deutsch
    • English
    • Français
  • United Kingdom (English)

Asia Pacific

  • Australia (English)
  • India (English)
  • New Zealand (English)
  • 中国
    • 简体中文Chinese
    • English
  • 日本Japanese (日本語)
  • 한국Korean (한국어)

Contact your local office

  • Contact sales
  • Trial software

MathWorks

Accelerating the pace of engineering and science

MathWorks is the leading developer of mathematical computing software for engineers and scientists.

Discover…

Explore Products

  • MATLAB
  • Simulink
  • Student Software
  • Hardware Support
  • File Exchange

Try or Buy

  • Downloads
  • Trial Software
  • Contact Sales
  • Pricing and Licensing
  • How to Buy

Learn to Use

  • Documentation
  • Tutorials
  • Examples
  • Videos and Webinars
  • Training

Get Support

  • Installation Help
  • MATLAB Answers
  • Consulting
  • License Center
  • Contact Support

About MathWorks

  • Careers
  • Newsroom
  • Social Mission
  • Customer Stories
  • About MathWorks
  • Select a Web Site United States
  • Trust Center
  • Trademarks
  • Privacy Policy
  • Preventing Piracy
  • Application Status

© 1994-2022 The MathWorks, Inc.

  • Facebook
  • Twitter
  • Instagram
  • YouTube
  • LinkedIn
  • RSS

Join the conversation