A stochastic asset-liability model using stable distributions

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dc.contributor.advisorDorrington, Roben_ZA
dc.contributor.advisorMacDonald, Iainen_ZA
dc.contributor.authorFinkelstein, Gary Steeleen_ZA
dc.date.accessioned2016-08-18T13:54:05Z
dc.date.available2016-08-18T13:54:05Z
dc.date.issued1997en_ZA
dc.descriptionBibliography: pages 100-108.en_ZA
dc.description.abstractThe 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.identifier.apacitationFinkelstein, G. S. (1997). <i>A stochastic asset-liability model using stable distributions</i>. (Thesis). University of Cape Town ,Faculty of Commerce ,Division of Actuarial Science. Retrieved from http://hdl.handle.net/11427/21338en_ZA
dc.identifier.chicagocitationFinkelstein, Gary Steele. <i>"A stochastic asset-liability model using stable distributions."</i> Thesis., University of Cape Town ,Faculty of Commerce ,Division of Actuarial Science, 1997. http://hdl.handle.net/11427/21338en_ZA
dc.identifier.citationFinkelstein, G. 1997. A stochastic asset-liability model using stable distributions. University of Cape Town.en_ZA
dc.identifier.ris TY - Thesis / Dissertation AU - Finkelstein, Gary Steele AB - 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)). DA - 1997 DB - OpenUCT DP - University of Cape Town LK - https://open.uct.ac.za PB - University of Cape Town PY - 1997 T1 - A stochastic asset-liability model using stable distributions TI - A stochastic asset-liability model using stable distributions UR - http://hdl.handle.net/11427/21338 ER - en_ZA
dc.identifier.urihttp://hdl.handle.net/11427/21338
dc.identifier.vancouvercitationFinkelstein GS. A stochastic asset-liability model using stable distributions. [Thesis]. University of Cape Town ,Faculty of Commerce ,Division of Actuarial Science, 1997 [cited yyyy month dd]. Available from: http://hdl.handle.net/11427/21338en_ZA
dc.language.isoengen_ZA
dc.publisher.departmentDivision of Actuarial Scienceen_ZA
dc.publisher.facultyFaculty of Commerceen_ZA
dc.publisher.institutionUniversity of Cape Town
dc.subject.otherActuarial Scienceen_ZA
dc.titleA stochastic asset-liability model using stable distributionsen_ZA
dc.typeMaster Thesis
dc.type.qualificationlevelMasters
dc.type.qualificationnameMBusScen_ZA
uct.type.filetypeText
uct.type.filetypeImage
uct.type.publicationResearchen_ZA
uct.type.resourceThesisen_ZA
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