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Economic Scenario Generators

  • Moudiki T
  • Planchet F
DOI: 10.1007/978-3-319-29776-7_4
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Abstract

… Faced with this difficulty, specialists developed a modelling framework summarized by the following diagram … the insurer or at least the risk-free rate, the credit risk, inflation, stock prices … The model's ability to adequately represent the price of interest rate derivatives is a criterion …

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Moudiki, T., & Planchet, F. (2016). Economic Scenario Generators (pp. 81–104). https://doi.org/10.1007/978-3-319-29776-7_4

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