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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.
22:43
Use of MATLAB for Solvency II Capital Modelling: The...

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The very common MATLAB error: “In an assignment A(I) = B, the number of elements in B and I must be the same.” occurs when one side of an assignment has a different dimension than the other.
2:33
In an Assignment  A(I) = B, the Number of Elements in B...
Continuing with the random walk data: We will be bootstrap sampling the prior data to get estimates of what the next series of samples could look like.
3:37
Visualizing Random Walk Data, Part 3
In this video we start with some data from a random process. Each piece of data represents a small time period and change in value. Think of it as something like a stock ticker, very noisy with a larger trend upward. From the patterns in this random
3:39
Visualizing Random Walk Data, Part 1
This week we do a code review of some random walk data, making a heatmap with adjoining histograms to better understand the distribution of data. It shows the implementation of visualizations discussed earlier.
4:17
Visualizing Random Walk Data, Part 2

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