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Session 081: Economic Scenario Generation for Life, Pension and P&C Applications
Generator • Real World • Real probability – Individual paths and statistical metrics are meaningful ... Term • Riders • Risk Neutral • Option pricing • Valuation of option-like products Calibration issues ...- Authors: Daniel B Finn, Hal Warren Pedersen, David Schraub
- Date: Feb 2020
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management>Risk measurement - ERM; Finance & Investments; Finance & Investments>Economic Scenario Generators