1
-
2
of
2
results (0.42 seconds)
Sort By:
-
Economic Scenario Generators, Part I: Motivation for Stochastic Modeling
Economic Scenario Generators, Part I: Motivation for Stochastic Modeling This article is the ... Increasing the number of scenarios leads to a direct increase in modeling workloads (i.e., two scenarios ...- Authors: Dean Kerr, Matthew Zhang, Rahat Jain
- Date: Nov 2019
- Competency: Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: The Modeling Platform
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models
-
Beware stochastic model risk!
Beware stochastic model risk! The article warns against treating the results of a stochastic ... calibration should be treated with just as much care and review as the underlying actuarial assumptions ...- Authors: Stephen Strommen
- Date: Sep 2019
- Competency: Professional Values; Technical Skills & Analytical Problem Solving
- Publication Name: Risks & Rewards
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Simulation; Modeling & Statistical Methods>Stochastic models