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

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<dc:creator>Zhang, Saisai</dc:creator>
<dc:creator>Hardy, Mary</dc:creator>
<dc:creator>Saunders, David</dc:creator>
<dc:date>2018-12-03</dc:date>
<dc:description xml:lang="es">Sumario: 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.</dc:description>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/168000.do</dc:identifier>
<dc:language>spa</dc:language>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:subject xml:lang="es">Cálculo actuarial</dc:subject>
<dc:subject xml:lang="es">Matemática del seguro</dc:subject>
<dc:subject xml:lang="es">Estados Unidos</dc:subject>
<dc:type xml:lang="es">Artículos y capítulos</dc:type>
<dc:title xml:lang="es">Updating wilkie's economic scenario generator for U.S. applications</dc:title>
<dc:relation xml:lang="es">En: North American actuarial journal. - Schaumburg : Society of Actuaries, 1997- = ISSN 1092-0277. - 03/12/2018 Tomo 22 Número 4 - 2018 , p. 600-622</dc:relation>
<dc:coverage xml:lang="es">Estados Unidos</dc:coverage>
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