Wilkie Investment Model

Author:

Hardy Mary R.1

Affiliation:

1. University of Waterloo; Department of Statistics and Acturial Science; Waterloo Ontario Canada

Publisher

John Wiley & Sons, Ltd

Reference21 articles.

1. Cairns , A.J.G. 2000 A Multifactor Model for the Term Structure and Inflation for Long-Term Risk Management with an Extension to the Equities Market www.ma.hw.ac.uk/∼andrewc/papers/

2. Managing uncertainty in a general insurance company;Daykin;Journal of the Institute of Actuaries,1990

3. Report on the Wilkie stochastic investment model;Financial Management Group of the Institute and Faculty of Actuaries (Chair T.J. Geoghegan);Journal of the Institute of Actuaries,1992

4. Markov chain Monte Carlo estimation of regime switching vector autoregressions;Harris;ASTIN Bulletin,1999

5. Stochastic simulation in life office solvency assessment;Hardy;Journal of the Institute of Actuaries,1993

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