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
  Register to watch video
  • Description
  • Related Resources

Developing and Maintaining Swiss Re's Internal Risk Model ICAM in MATLAB (Highlights)

Dr. Daniel Meier, Swiss Re

Swiss Re is the world's second largest reinsurer, founded in 1863, based in Zurich, and has a long history of using an “internal risk model” to steer the company. The model defines its target capital, sets risk-based business volume limits, allocates capital costs across various lines of business, determines the company's solvency ratio for regulatory purposes (Swiss Solvency Test, Solvency II), and more.

For a decade, Swiss Re has used MATLAB® to implement its internal risk model, ICAM (Internal Capital Adequacy Model). Dynamic and increasingly complex internal and regulatory requirements create a challenging development environment, where MATLAB proved to be the perfect development platform to quickly react to changing requirements. In 2017, Swiss Re concluded a major project to overhaul its internal risk model, the key goals being transparency, flexibility for future developments, speed, and precision of risk measures.

This presentation demonstrates how MATLAB is used for several specific tasks within Swiss Re's internal risk model, including organizing and processing data with the table data structure in MATLAB, running fast algorithms in some cases accelerated by MATLAB Parallel Server™, building graphical user interfaces, and visualizing data.

Recorded: 22 Jun 2017

Related Products

  • MATLAB
  • MATLAB Parallel Server

Learn More

Watch full-length version (25:45)
See all proceedings from MATLAB EXPO 2017 Switzerland
Related Information
Request Trial

Feedback

Featured Product

MATLAB

  • Request Trial
  • Get Pricing

Up Next:

28:33
Basel 2 Advanced Internal Rating-Based Credit Risk Modeling...

Related Videos:

24:54
Building an Internal Risk System with MATLAB
1:08:49
Analyze, Model and Simulate Energy Risk with MATLAB - a SAP...
2:34
Model IT Facilitates On-Demand Risk and Actuarial Analysis
30:55
How Fennia Life Models Insurance Risk for Solvency II,...

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: .

Select web site

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

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
  • Answers
  • Consulting
  • License Center
  • Contact Support

About MathWorks

  • Careers
  • Newsroom
  • Social Mission
  • Contact Sales
  • About MathWorks

MathWorks

Accelerating the pace of engineering and science

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

Discover…

  • Select a Web Site United States
  • Patents
  • Trademarks
  • Privacy Policy
  • Preventing Piracy
  • Application Status

© 1994-2021 The MathWorks, Inc.

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

Join the conversation