英文标题：
《The Influence of Seed Selection on the Solvency II Ratio》
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作者：
Quinn Culver, Dennis Heitmann, Christian Wei{\\ss}
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最新提交年份：
2018
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英文摘要：
This article contains the first published example of a real economic balance sheet where the Solvency II ratio substantially depends on the seed selected for the random number generator (RNG) used. The theoretical background and the main quality criteria for RNGs are explained in detail. To serve as a gauge for RNGs, a definition of true randomness is given. Quality tests that RNGs should pass in order to generate stable results when used in risk management under Solvency II are described.
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中文摘要：
本文包含第一个发布的实际经济资产负债表示例，其中偿付能力II比率在很大程度上取决于为所使用的随机数生成器（RNG）选择的种子。详细说明了RNG的理论背景和主要质量标准。为了作为RNG的衡量标准，给出了真实随机性的定义。描述了RNG在Solvency II下用于风险管理时应通过的质量测试，以产生稳定的结果。
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分类信息：

一级分类：Quantitative Finance 数量金融学
二级分类：Risk Management 风险管理
分类描述：Measurement and management of financial risks in trading, banking, insurance, corporate and other applications
衡量和管理贸易、银行、保险、企业和其他应用中的金融风险
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