Research paper: Pandemics-Driven Scenario Generation

Author: Kailan Shang

Publication date: 08-09-2022

Version: Current

Language available: Bilingual

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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. 

Categories: Research

Topics: Enterprise risk management, Health

Pages: 95

Format: PDF

Accession no.: rp222126