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Economic Scenario Generators ESG and Actuarial Practice
Symposium. The panelists discussed applying economic scenario generators in the life insurance business ... Technology Company, a way of reducing the number of scenarios to get the maximum amount of information, and what ...- 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 ... an example is provided of a set of Grey Swan scenarios which correspond to the RBC C-3, Phase II. Risk-based ...- Authors: Steven Craighead
- Date: Mar 2011
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management