Les Générateurs de Scénarios Économiques : quelle utilisation en assurance?

Details Les Générateurs de Scénarios Économiques : quelle utilisation en assurance? Les Générateurs de Scénarios Économiques : quelle utilisation en assurance?

2009-11-18

arxiv.org/abs/0911.3472v1

Economy

Quantitative Finance

Risk Management

Scientific paper

In this paper, we present the principal components of an economic scenario generator (ESG), both for the theoretical design and for practical implementation. The choice of these components should be linked to the ultimate vocation of the economic scenario generator, which can be either a tool for pricing financial products or a tool for projection and risk management. We then develop a study on some performance measure indicators of the ESG as an input for the decision-making process, namely the indicators of stability and bias absence. Finally, a numerical application illustrates the main ideas of the paper.

Affiliated with

Also associated with

No associations

Rating

Les Générateurs de Scénarios Économiques : quelle utilisation en assurance? does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Les Générateurs de Scénarios Économiques : quelle utilisation en assurance?, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Les Générateurs de Scénarios Économiques : quelle utilisation en assurance? will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-240601