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Accession #: rp222126

 

Publication Date:
September 08, 2022
Title:
Research paper: Pandemics-Driven Scenario Generation
Other Details:
95 pages.
Author:
Kailan Shang, ACIA
Description:
With the analysis of both the pandemic risk and its relationship with the economy, the pandemic risk-driven scenario generator (PSG) is designed based on the findings. It uses a basket of fitted distributions to generate pandemic events including frequency, severity, and duration. The generated pandemic events will then drive the generation of macroeconomic factors based on their severity. 

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