Article1997

A Review of Wilkie's Stochastic Asset Model

38 citations0/0 files storedBritish Actuarial Journal

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Insurance, Mortality, Demography, Risk Management Stochastic processes and financial applications Probability and Risk Models

Abstract

ABSTRACT This paper reviews the United Kingdom stochastic asset model developed by Wilkie (1995b). Certain aspects of the methodology used to develop this model could be problematic. Moreover, Wilkie (1995b) did not provide a complete evaluation of his model; certain economic theories and the constancy of the model's parameter values did not appear to have been specifically considered. This paper attempts to provide a comprehensive review of Wilkie's model.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 38 citations exist upstream.

References

1977Time Series Analysis: Forecasting and Control 1958The Cost of Capital, Corporation Finance and the Theory of Investment 2008The cost of capital, corporation finance and the theory of investment 1971Time Series Analysis Forecasting and Control.1990Forecasting, Structural Time Series Models and the Kalman Filter 1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test 1988Dividend yields and expected stock returns 1988Permanent and Temporary Components of Stock Prices

Cited by

1999A Non-Linear Stochastic Asset Model for Actuarial Use 2011Yet More on a Stochastic Economic Model: Part 1: Updating and Refitting, 1995 to 2009 2021Stochastic modeling of assets and liabilities with mortality risk

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

Imported from OpenAlex (CC0) — nothing here is generated.