A graphical model approach to simulating economic variables over long horizons
Year of publication: |
2020
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Authors: | Oberoi, Jaideep S. ; Pittea, Aniketh ; Tapadar, Pradip |
Published in: |
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries. - Cambridge : Cambridge Univ. Press, ISSN 1748-5002, ZDB-ID 2418917-0. - Vol. 14.2020, 1, p. 20-41
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Subject: | Graphical models | scenario generators | dimension reduction | long-term risk management | Simulation | Modellierung | Scientific modelling | USA | United States | Risikomanagement | Risk management | Theorie | Theory |
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