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  • The Growing Demand for More Robust Economic Scenario Generators

    The Growing Demand for More Robust Economic Scenario Generators Reviews basic desirable features in an economic scenario generator. Discusses basics of model structure and validation process ...

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    • Authors: Ken Griffin, Hal Warren Pedersen
    • Date: Aug 2016
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Problem analysis and definition
    • Publication Name: Risks & Rewards
    • Topics: Finance & Investments>Asset liability management
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