A stochastic asset-liability model using stable distributions

 

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dc.contributor.advisor Dorrington, Rob en_ZA
dc.contributor.advisor MacDonald, Iain en_ZA
dc.contributor.author Finkelstein, Gary Steele en_ZA
dc.date.accessioned 2016-08-18T13:54:05Z
dc.date.available 2016-08-18T13:54:05Z
dc.date.issued 1997 en_ZA
dc.identifier.citation Finkelstein, G. 1997. A stochastic asset-liability model using stable distributions. University of Cape Town. en_ZA
dc.identifier.uri http://hdl.handle.net/11427/21338
dc.description Bibliography: pages 100-108. en_ZA
dc.description.abstract The salient feature under examination in this thesis is the assumption that the error terms, ZD(t) and Zy(t), are normally distributed. This assumption is common to most of the stochastic asset models that are in widespread use within the actuarial profession. An example is the well known Wilkie model (Wilkie (1984, 1995)). en_ZA
dc.language.iso eng en_ZA
dc.subject.other Actuarial Science en_ZA
dc.title A stochastic asset-liability model using stable distributions en_ZA
dc.type Thesis / Dissertation en_ZA
uct.type.publication Research en_ZA
uct.type.resource Thesis en_ZA
dc.publisher.institution University of Cape Town
dc.publisher.faculty Faculty of Commerce en_ZA
dc.publisher.department Division of Actuarial Science en_ZA
dc.type.qualificationlevel Masters en_ZA
dc.type.qualificationname MBusSc en_ZA
uct.type.filetype Text
uct.type.filetype Image


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