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Updating wilkie's economic scenario generator for U.S. applications

Recurso electrónico / Electronic resource
Registro MARC
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040  ‎$a‎MAP‎$b‎spa‎$d‎MAP
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1001 ‎$0‎MAPA20190006309‎$a‎Zhang, Saisai
24510‎$a‎Updating wilkie's economic scenario generator for U.S. applications‎$c‎Saisai Zhang, Mary Hardy, David Saunders
520  ‎$a‎The 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 U.S. data to 2014, and review the model performance. In particular, we consider stationarity assumptions, parameter stability, and structural breaks.
650 4‎$0‎MAPA20080579258‎$a‎Cálculo actuarial
650 4‎$0‎MAPA20080602437‎$a‎Matemática del seguro
651 1‎$0‎MAPA20080638337‎$a‎Estados Unidos
7001 ‎$0‎MAPA20120020344‎$a‎Hardy, Mary
7001 ‎$0‎MAPA20120021242‎$a‎Saunders, David
7730 ‎$w‎MAP20077000239‎$t‎North American actuarial journal‎$d‎Schaumburg : Society of Actuaries, 1997-‎$x‎1092-0277‎$g‎03/12/2018 Tomo 22 Número 4 - 2018 , p. 600-622