Document library
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- Author:
- Andrew D Smith
- Source:
- General Insurance Convention 1995
Stochastic asset models
Asset return scenarios are a vital ingredient to any model of an insurance enterprise. The workshop will present and contrast various approaches which have been tried for generating stochastic economic scenarios. We consider models within various classes. ... read more >>
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- Author:
- Huber, P. P.
- Source:
- Staple Inn Actuarial Society (1995)
A review of Wilkie's stochastic investment model
Presented to the Staple Inn Actuarial Society on 14th March 1995 A REVIEW OF WILKIE'S STOCHASTIC INVESTMENT MODEL by Paul Huber Presented at a joint meeting with the Royal Statistical Society, General Applications Section ABSTRACT This paper reviews the ... read more >>