Hi, I am getting quite confuse with the following types of tests: Stress testing Scenario testing Sensitivity testing Under Solvency II, are the last 2 items examples of the 1st item? If not, what are the relationships among them? Thank you.
Hi - the following ST9 forum thread might be of use here: https://www.acted.co.uk/forums/index.php?threads/scenario-testing-vs-sensitivities.4735/