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  • Economic Scenario Generators ESG and Actuarial Practice
    incorporated into the model (there are a total of 17 coefficients) plus correlation coefficients specifying ... that it's getting a little bit better. In Chart 17 I'm going to go to three times that one, and in Chart ...

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    • Authors: Michael F Davlin, Mark S Tenney, Steven Craighead, Hongfei Zhang, Vladimir S Ladyzhets
    • Date: Jan 1998
    • Competency: Results-Oriented Solutions
    • Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Scenario generation
  • Stress and Resiliency Testing: Mandelbrotian Grey Swan Scenarios
    Stress and Resiliency Testing: Mandelbrotian Grey Swan Scenarios 2011 Enterprise Risk Management Symposium, ... de x mmmm$cuprodX[i, j, ] Figure 3: Scenario 2 17 6 Comparison between DMFBM and RBC C3 Phase II ...

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    • Authors: Steven Craighead
    • Date: Mar 2011
    • Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
    • Topics: Enterprise Risk Management