An analysis of a three-factor model proposed by the Danish Society of Actuaries for forecasting and risk analysis (Q4575380)
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scientific article; zbMATH DE number 6903567
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An analysis of a three-factor model proposed by the Danish Society of Actuaries for forecasting and risk analysis |
scientific article; zbMATH DE number 6903567 |
Statements
An analysis of a three-factor model proposed by the Danish Society of Actuaries for forecasting and risk analysis (English)
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13 July 2018
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Monte Carlo simulation
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exact simulation
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multi-factor diffusion model
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forecasting
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risk analysis
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local sensitivity analysis
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