Updating wilkie's economic scenario generator for U.S. applications
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| Tag | 1 | 2 | Valor |
|---|---|---|---|
| LDR | 00000cab a2200000 4500 | ||
| 001 | MAP20190014458 | ||
| 003 | MAP | ||
| 005 | 20190606142125.0 | ||
| 008 | 190520e20181203esp|||p |0|||b|spa d | ||
| 040 | $aMAP$bspa$dMAP | ||
| 084 | $a6 | ||
| 100 | 1 | $0MAPA20190006309$aZhang, Saisai | |
| 245 | 1 | 0 | $aUpdating wilkie's economic scenario generator for U.S. applications$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 | |
| 700 | 1 | $0MAPA20120020344$aHardy, Mary | |
| 700 | 1 | $0MAPA20120021242$aSaunders, David | |
| 773 | 0 | $wMAP20077000239$tNorth American actuarial journal$dSchaumburg : Society of Actuaries, 1997-$x1092-0277$g03/12/2018 Tomo 22 Número 4 - 2018 , p. 600-622 |