Profile picture
Felicity Callard @felicitycallard
, 5 tweets, 5 min read Read on Twitter
How much, exactly, *do* the #USS team understand about their own valuation?

And now, @Sam_Marsh101 opens back up those Latourian 'blackboxes' and exposes the modelling problems. And the #USS wrath is great 1/
And what about the various pieces of software – e.g. ORTEC – that are central to the #USS modelling? How blackboxed are these? How was ORTEC selected by #USS? Who within #USS is able to open up the ORTEC blackbox? #justwondering google.com/url?sa=t&rct=j… 2/ screen shot from doc linked to in tweet about the ORTEC model
The ORTEC commissioning means stochastic risk modelling is now done 'in house'. But how well does #USS understand ORTEC innards?

Note they're keen to emphasise one of their risk function team 'pioneered stochastic risk models in finance' in early 90s. google.com/url?sa=t&rct=j… 3/ paragraph about stochastic risk modelling from doc linked to in tweet
ORTEC founded, BTW, by econometrics students who believed "mathematical models could be used to optimize the performance of companies".

#histsci #STS crowd -- recommendations for reading?
ortecfinance.com/en/about-us 4/
Anyhow, it's quite something to see the elements of the valuation peeled back, opened up. We're certainly not done, yet.

And fascinating, too, to see how much (the interdisciplinary field of) actuarial science & mathematics differ in terms of styles of thought 5/5 #USSstrike
Missing some Tweet in this thread?
You can try to force a refresh.

Like this thread? Get email updates or save it to PDF!

Subscribe to Felicity Callard
Profile picture

Get real-time email alerts when new unrolls are available from this author!

This content may be removed anytime!

Twitter may remove this content at anytime, convert it as a PDF, save and print for later use!

Try unrolling a thread yourself!

how to unroll video

1) Follow Thread Reader App on Twitter so you can easily mention us!

2) Go to a Twitter thread (series of Tweets by the same owner) and mention us with a keyword "unroll" @threadreaderapp unroll

You can practice here first or read more on our help page!

Did Thread Reader help you today?

Support us! We are indie developers!


This site is made by just three indie developers on a laptop doing marketing, support and development! Read more about the story.

Become a Premium Member and get exclusive features!

Premium member ($30.00/year)

Too expensive? Make a small donation by buying us coffee ($5) or help with server cost ($10)

Donate via Paypal Become our Patreon

Thank you for your support!