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Economic Scenario Generators, Part II: Understanding Economic Scenario Generators
• exchange rates; • nonmarket factors (e.g., mortality rates, lapse rates); and • macroeconomic factors ... interest-rate scenario-driven outcomes than a payout annuity. Using a smaller number of scenarios may pose ...- Authors: Matthew Zhang
- Date: Aug 2020
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: The Modeling Platform
- Topics: Economics