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Yet more on a stochastic economic model: part 2: initial conditions, select periods and neutralising parameters
3 references·1 citing·16 second hop
Yet more on a stochastic economic model: part 2: initial conditions, select periods and neutralising parameters (2015)Yet more on a stochastic economic model: …Yet More on a Stochastic Economic Model: Part 1: Updating and Refitting, 1995 to 2009 (2011)Yet More on a Stochastic Econ…More on a Stochastic Asset Model for Actuarial Use (1995)More on a Stochastic Asset Mo…A Stochastic Investment Model for Actuarial Use (1984)A Stochastic Investment Model…Using Stochastic Economic Scenario Generators to Analyse Uncertain Superannuation Outcomes (2019)Using Stochastic Economic Sce…Book Review: Time Series Analysis: Forecasting and Control (1977)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Dynamic stochastic programmingfor asset-liability management (1998)A Regime-Switching Model of Long-Term Stock Returns (2001)Investment guarantees : modeling and risk management for equity-linked life insurance (2003)Practical risk theory for actuaries. (1994)Updating Wilkie’s Economic Scenario Generator for U.S. Applications (2018)An equilibrium characterization of the term structure (1977)Monetary Trends in the United States and the United Kingdom (1982)A Theory of the Term Structure of Interest Rates (1985)Reserving for maturity guarantees: Two approaches (1997)The Financial Theory of Defined Benefit Pension Schemes (1997)After VaR: The Theory, Estimation, and Insurance Applications of Quantile‐Based Risk Measures (2006)Modeling and Forecasting U. S. Mortality (1992)Robust forecasting of mortality and fertility rates: A functional data approach (2006)
this work references cited by second hop

References

  • 1995More on a Stochastic Asset Model for Actuarial Use271 cited
  • 1984A Stochastic Investment Model for Actuarial Use255 cited
  • 2011Yet More on a Stochastic Economic Model: Part 1: Updating and Refitting, 1995 to 200927 cited

Cited by

  • 2019Using Stochastic Economic Scenario Generators to Analyse Uncertain Superannuation Outcomes11 cited

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