EAA Web Session: An Introduction to Economic Scenario Generators and their Validation
Online-Veranstaltung (MS Teams)The Economic Scenario Generators are at the core of stochastic models used by insurance companies. The applications of stochastic models are very diverse and include such applications as economic capital under Solvency II, ALM projections, dynamic hedging etc. All these applications impose different requirements upon the generation and the validation of economic scenarios. In the […]