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Stochastic investment models--theory and applications

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  • Wilkie, A. D.

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  • Wilkie, A. D., 1987. "Stochastic investment models--theory and applications," Insurance: Mathematics and Economics, Elsevier, vol. 6(1), pages 65-83, January.
    • Handle: RePEc:eee:insuma:v:6:y:1987:i:1:p:65-83
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    Cited by:

    1. Kim Changki, 2009. "Valuing Surrender Options in Korean Interest Indexed Annuities," Asia-Pacific Journal of Risk and Insurance, De Gruyter, vol. 3(2), pages 1-22, April.
    2. Ladany, S. P., 1996. "Optimal market segmentation of hotel rooms--the non-linear case," Omega, Elsevier, vol. 24(1), pages 29-36, February.
    3. Jean-François Bégin, 2016. "Deflation Risk and Implications for Life Insurers," Risks, MDPI, vol. 4(4), pages 1-36, December.
    4. Mulvey, John & Rush, Robert & Sweeney, John, 1998. "Generating scenarios for global financial planning systems," International Journal of Forecasting, Elsevier, vol. 14(2), pages 291-298, June.
    5. Chan, W.S. & Cheung, S.H. & Zhang, L.X. & Wu, K.H., 2008. "Temporal aggregation of equity return time-series models," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 78(2), pages 172-180.

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