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  • A Stochastic Investment Model for Actuarial Use
    A Stochastic Investment Model for Actuarial Use The purpose of this paper is to present to the ... exponentially lagged effect and an additional direct effect, and on the residual, YE(t), from the yield ...

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    • Authors: A D Wilkie
    • Date: Oct 1999
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Finance & Investments>Investments; Modeling & Statistical Methods>Stochastic models