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Economic Scenario Generators, Part II: Understanding Economic Scenario Generators
Economic Scenario Generators, Part II: Understanding Economic Scenario Generators This article is the second installment in a three-part series on economic scenario generators (“ESGs”). Part I ...- Authors: Matthew Zhang
- Date: Aug 2020
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: The Modeling Platform
- Topics: Economics
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Analysis of 2020 S&P Equity Returns and the Importance for Actuaries
Analysis of 2020 S&P Equity Returns and the Importance for Actuaries During March 2020, COVID-19 concerns escalated in the U.S. and lockdown measures were announced. Market returns in March ...- Date: Jul 2021
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: The Modeling Platform
- Topics: Economics>Financial markets; Finance & Investments>Investments
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Real-world interest rate models in a low interest rate environment
Real-world interest rate models in a low interest rate environment This article presents a case study that examines the implication of using real-world interest rate scenario generators with a ...- Authors: Marshall Lin, Jean-Philippe Larochelle, Francisco Orduna
- Date: Dec 2015
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Modeling Platform
- Topics: Economics>Financial economics; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models