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Market-Consistent Scenario Generation
Sam Nandi Consider one of the following situations: You're a valuation actuary of a company that sells ... assigned the responsibility of developing a methodology for fair valuation of the guarantees under FAS 133 ...- Authors: Sam Nandi
- Date: Jul 2006
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: CompAct
- Topics: Modeling & Statistical Methods>Scenario generation