A theory based stochastic investment model for actuarial use
Includes bibliographical references (leaves 73-79). === This thesis reviews the origins, development and uses of asset-liability modelling, as well as existing largely stochastic investment models, notably those of the Maturity Guarantees Working Party (1980), Wilkie (1986,1995) and Thomson (1996)....
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| Format: | Dissertation |
| Language: | English |
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University of Cape Town
2014
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| Online Access: | http://hdl.handle.net/11427/7476 |