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Building an Economic Scenario Generator
Building an Economic Scenario Generator This session at the SOA 2003 Washington, DC Spring ... potential negatives with it is that we can't give any direct economic intuition to a latent variable. Having ...- Authors: Hal Warren Pedersen
- Date: May 2003
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments; Modeling & Statistical Methods>Scenario generation