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A stochastic asset-liability model using stable distributions
Bibliography: pages 100-108.
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| Main Author: | |
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| Other Authors: | |
| Format: | Thesis |
| Language: | English |
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Division of Actuarial Science
2016
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| _version_ | 1867613790419288064 |
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| access_status_str | Open Access |
| author | Finkelstein, Gary Steele |
| author2 | Dorrington, Rob |
| author_browse | Dorrington, Rob Finkelstein, Gary Steele |
| author_facet | Dorrington, Rob Finkelstein, Gary Steele |
| author_sort | Finkelstein, Gary Steele |
| collection | Thesis |
| description | Bibliography: pages 100-108. |
| format | Thesis |
| id | oai:open.uct.ac.za:11427/21338 |
| institution | University of Cape Town (South Africa) |
| language | eng |
| last_indexed | 2026-06-10T12:41:44.889Z |
| license_str | Not specified — see source repository |
| provenance_str_mv | Harvested via OAI-PMH from UCTD — University of Cape Town Open Access Repository |
| publishDate | 2016 |
| publishDateRange | 2016 |
| publishDateSort | 2016 |
| publisher | Division of Actuarial Science |
| publisherStr | Division of Actuarial Science |
| record_format | dspace |
| source_str | UCTD — University of Cape Town Open Access Repository |
| spelling | oai:open.uct.ac.za:11427/21338 A stochastic asset-liability model using stable distributions Finkelstein, Gary Steele Dorrington, Rob MacDonald, Iain Actuarial Science Bibliography: pages 100-108. 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)). 2016-08-18T13:54:05Z 2016-08-18T13:54:05Z 1997 Master Thesis Masters MBusSc http://hdl.handle.net/11427/21338 eng application/pdf Division of Actuarial Science Faculty of Commerce University of Cape Town |
| spellingShingle | Actuarial Science Finkelstein, Gary Steele A stochastic asset-liability model using stable distributions |
| thesis_degree_str | Master's |
| title | A stochastic asset-liability model using stable distributions |
| title_full | A stochastic asset-liability model using stable distributions |
| title_fullStr | A stochastic asset-liability model using stable distributions |
| title_full_unstemmed | A stochastic asset-liability model using stable distributions |
| title_short | A stochastic asset-liability model using stable distributions |
| title_sort | stochastic asset liability model using stable distributions |
| topic | Actuarial Science |
| url | http://hdl.handle.net/11427/21338 |
| work_keys_str_mv | AT finkelsteingarysteele astochasticassetliabilitymodelusingstabledistributions AT finkelsteingarysteele stochasticassetliabilitymodelusingstabledistributions |