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Deterministic models

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Deterministic models
Liability-matching models that assume that the liability payments and the asset cash flows are known with certainty. Related: Stochastic models.


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The workshop concentrated on different methodologies and applications in complex, simulation, distributional, and deterministic models.
Unlike deterministic models that project a fixed number of likely worst-case scenarios, state-of-the-art stochastic models used in economic capital modeling can generate thousands of random simulations.
Also, deterministic models are quicker to execute as they do not require the outputs of multiple runs to be averaged to derive the results.
 
 
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