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