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  • Market-Consistent Scenario Generation

    Market-Consistent Scenario Generation This article discusses scenario generators to price or value insurance products. Derivatives;Equity-indexed annuities;Guaranteed living benefits=GLB;Scenario ...

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    • Authors: Sam Nandi
    • Date: Jul 2006
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: CompAct
    • Topics: Modeling & Statistical Methods>Scenario generation
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