Extrapolation
Setting boundaries for neural networks
Quants unveil new technique for controlling extrapolation by neural networks
Deep asymptotics
Introducing a new technique to control the behaviour of neural networks
Dark materials: how one academic is delving into data
David Hand shines a light on dark data and the dangers of distortion by absence
Solvency II proposals cause confusion on non-euro extrapolation
Draft delegated acts suggest the last liquid point for non-euro currencies could shift
‘Unhedgeable’ risk-free curve extrapolation method implied in Omnibus II text
Controversial Smith-Wilson technique expected to be confirmed in level 2 implementing measures
Swedish insurers to suffer capital hit as regulator approves rule changes
Calls to delay December implementation fall on deaf ears
New Swedish discount curve rejects Solvency II methodology
Extrapolation method changed following concerns Smith-Wilson method impractical
‘Credible risk’ that last liquid point for UK risk-free curve could change
Concerns raised over Eiopa’s discretion over methodology
Swedish Solvency II discount rate move 'must address sensitivity concerns'
Extrapolation methodology must be robust and allow insurers to manage solvency positions, says Insurance Sweden
Swedish regulator to introduce Solvency II discount rate in 2014
Long-term solution to discount rate needed due to Solvency II delays, says regulator
Insurers hope for agreement tomorrow on long-term guarantees assessment
Insurers concerned that assessment could overlap full-year reporting as debate over matching adjustment continues to delay impact test
An alternative model for extrapolation
An alternative model for extrapolation
New Omnibus II yield curve extrapolation proposals ‘a significant ALM challenge for insurers’
New Omnibus II yield curve extrapolation proposals ‘a significant ALM challenge for insurers’
Tullett Prebon and Allianz to launch Solvency II data service
Benchmark OTC curves 'will help insurers calculate risk data for market risk models'
The extrapolation conundrum
The extrapolation conundrum
Filling the gaps
Filling the gaps