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Generating Stochastic Interest Rate Scenarios
Generating Stochastic Interest Rate Scenarios This session from the 1995 SOA Boston Meeting ... model. These quantitative stylized facts have a direct translation into whether we get reasonable results ...- Authors: David N Becker, Michael F Davlin, Gordon E Klein, Mark S Tenney, Craig Merrill
- Date: Oct 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Stochastic models