While the Stoics in general do not separate philosophy and wisdom as distinct arts, Seneca, a Roman philosopher and a Stoic himself, distinguishes them. Seneca considers wisdom to be the art of life and philosophy to be the art concerned with the progression towards wisdom. This important distinction – hitherto often overlooked in scholarship – is necessary because humanity is tempted to stray ever further from wisdom. Only philosophy, as a dedicated art enabling progress towards wisdom, can help us to lead better, happier lives. Leonard D. Bregenzer discusses Seneca’s conception of wisdom and philosophy, the goal of these arts, the reasons for their separation, and the risks and benefits resulting from it. The first part focuses on Seneca’s portrayal of wisdom as a stochastic art; the second part then explains this puzzling decision by integrating it into a wide array of philosophical methods used to help his audience progress towards wisdom. – Anything goes, provided it fosters happiness and virtue.