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

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<namePart>Zhang, Saisai</namePart>
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<namePart>Hardy, Mary</namePart>
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<namePart>Saunders, David</namePart>
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<abstract displayLabel="Summary">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 U.S. data to 2014, and review the model performance. In particular, we consider stationarity assumptions, parameter stability, and structural breaks.</abstract>
<note type="statement of responsibility">Saisai Zhang, Mary Hardy, David Saunders</note>
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<title>North American actuarial journal</title>
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<identifier type="issn">1092-0277</identifier>
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<text>03/12/2018 Tomo 22 Número 4 - 2018 , p. 600-622</text>
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