A memory and a processor connected thereto are provided. Said memory stores the following: a plurality of verification units, each comprising one or more scenario-data entries each containing a predicted loss frequency; a verification scope consisting of a collection of verification units; and actual loss occurrence counts corresponding to the scenario-data entries. The processor is programmed to determine whether or not the sum of the loss occurrence counts corresponding to the scenario-data entries included in the verification scope follows a Poisson distribution having a mean equal to the sum of the predicted loss frequencies in said scenario-data entries. Said determination is made by testing goodness of fit with respect to a Poisson distribution.
