
AXA XL
Catastrophe Model Evaluation Using SAFE Toolbox
Pages
9
Time to read
8 mins
Publication
Language
English

Pages
9
Time to read
8 mins
Publication
Language
English
This research article discusses the innovative use of the SAFE toolbox for evaluating catastrophe models in the (re)insurance sector. It highlights collaboration between AXA XL and the University of Bristol to improve model evaluation efficiency and robustness, addressing uncertainties in mathematical models used for risk assessment. The article provides insights into methodologies and practical applications, demonstrating how the SAFE toolbox aids in understanding model sensitivities and enhanc