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Economic Scenario Generator for Insurance and Pension Rational Decision Making Under Uncertainty
from the 32nd Actuarial Research Conference develops a stochastic generator for the generation of scenarios ... scenarios of the S&P 500 index, dividend yield, consumer price index, and U.S. Treasury yields. The authors ...- Authors: Mark S Tenney, Steven Craighead
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Economics; Modeling & Statistical Methods>Scenario generation
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Economic Scenario Generator for Insurance and Pension Rational Decision Making Under Uncertainty
presentation, the authors develop a stochastic generator for the generation of scenarios of the S & P ... and U.S. Treasury yields. They first create a set of 'stylized facts' for these series. These ...- Authors: Mark S Tenney, Steven Craighead
- Date: Jan 1997
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Economics>Financial markets