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  • What Makes an Economic Scenario Generator "Realistic"?

    What Makes an Economic Scenario Generator "Realistic"? Explains considerations for stochastic modeling of credit spreads, inflation and exchange rate risk. credit risk;foreign ...

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    • Authors: Jonathan Mossman
    • Date: Aug 2015
    • Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
    • Publication Name: Risks & Rewards
    • Topics: Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models

  • An Alternative Approach To Calculation of IBNR Reserve in Health Insurance

    An Alternative Approach To Calculation of IBNR Reserve in Health Insurance This work investigates the use of a statistical approach to calculate the incurred but not reported IBNR reserve ...

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    • Authors: Jed Linfield, Krzysztof Ostaszewski, Jinadasa Gamage
    • Date: Jan 2007
    • Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition
    • Topics: Health & Disability>Health insurance; Modeling & Statistical Methods>Stochastic models
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