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Zhang et al., 2018 - Google Patents

Updating Wilkie's economic scenario generator for US applications

Zhang et al., 2018

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Document ID
8080268067290235116
Author
Zhang S
Hardy M
Saunders D
Publication year
Publication venue
North American Actuarial Journal

External Links

Snippet

The Wilkie economic scenario generator has had a significant influence on economic scenario generators since the first formal publication in 1986 by Wilkie. In this article we update the model parameters using US data to 2014, and review the model performance. In …
Continue reading at papers.ssrn.com (PDF) (other versions)

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