16 results
Yet more on a stochastic economic model: Part 5: a vector autoregressive (VAR) Model for retail prices and wages
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- Annals of Actuarial Science / Volume 13 / Issue 1 / March 2019
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- 11 May 2018, pp. 92-108
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Yet more on a stochastic economic model: Part 4: a model for share earnings, dividends, and prices
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- Annals of Actuarial Science / Volume 12 / Issue 1 / March 2018
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- 19 June 2017, pp. 67-105
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Yet more on a stochastic economic model: Part 3C: stochastic bridging for share yields and dividends and interest rates
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- Annals of Actuarial Science / Volume 11 / Issue 1 / March 2017
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- 24 November 2016, pp. 128-163
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Yet more on a stochastic economic model: Part 3B: stochastic bridging for retail prices and wages
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- Annals of Actuarial Science / Volume 11 / Issue 1 / March 2017
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- 21 November 2016, pp. 100-127
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Yet more on a stochastic economic model: part 2: initial conditions, select periods and neutralising parameters
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- Annals of Actuarial Science / Volume 10 / Issue 1 / March 2016
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- 27 October 2015, pp. 1-51
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A yield-macro model for actuarial use in the United Kingdom
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- Annals of Actuarial Science / Volume 8 / Issue 2 / September 2014
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- 07 May 2014, pp. 320-350
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Stochastic Investment Modelling: a Multiple Time-Series Approach
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- British Actuarial Journal / Volume 8 / Issue 3 / 01 August 2002
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- 10 June 2011, pp. 545-591
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More on a Stochastic Asset Model for Actuarial Use
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- British Actuarial Journal / Volume 1 / Issue 5 / 01 December 1995
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- 10 June 2011, pp. 777-964
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Simulating the Relative Solvency of Life Insurers
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- British Actuarial Journal / Volume 2 / Issue 4 / 01 October 1996
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- 10 June 2011, pp. 1003-1019
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The Wilkie Model for Retail Price Inflation Revisited
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- British Actuarial Journal / Volume 4 / Issue 3 / 01 August 1998
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- 10 June 2011, pp. 637-652
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A Non-Linear Stochastic Asset Model for Actuarial Use
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- British Actuarial Journal / Volume 5 / Issue 5 / 01 December 1999
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- 10 June 2011, pp. 919-953
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Traditional Pension Fund Valuation in a Stochastic Asset and Liability Environment
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- British Actuarial Journal / Volume 4 / Issue 4 / 01 October 1998
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- 10 June 2011, pp. 865-901
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On a Simple Graphical Approach to Modelling Economic Fluctuations with an Application to United Kingdom Price Inflation, 1265 to 2005
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- Annals of Actuarial Science / Volume 1 / Issue 1 / March 2006
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- 10 May 2011, pp. 103-128
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Yet More on a Stochastic Economic Model: Part 1: Updating and Refitting, 1995 to 2009
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- Annals of Actuarial Science / Volume 5 / Issue 1 / March 2011
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- 01 March 2011, pp. 53-99
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Stochastic simulation in life office solvency assessment
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- Journal of the Institute of Actuaries / Volume 120 / Issue 1 / 1993
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- 20 April 2012, pp. 131-151
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- 1993
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Report on the Wilkie stochastic investment model
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- Journal of the Institute of Actuaries / Volume 119 / Issue 2 / 1992
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- 20 April 2012, pp. 173-228
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- 1992
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