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Building an Economic Scenario Generator
Building an Economic Scenario Generator This session at the SOA 2003 Washington, DC Spring ... becomes to maintain that. In our model we use at dynamic financial analysis (DFA), we've made some compromises ...- Authors: Hal Warren Pedersen
- Date: May 2003
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments; Modeling & Statistical Methods>Scenario generation