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On the Application of the Wilkie Model to the TSX Price Index

On the Application of the Wilkie Model to the TSX Price Index For insurance companies, modeling ... assumption, and lower percentiles are just what we care about. Therefore when we compare the results of ...
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Description: For insurance companies, modeling the future values of assets and their interactions is useful for setting up asset strategies and managing reserves for liabilities. This paper evaluates the ability of Wilkie’s stochastic investment models to predict Toronto Stock Exchange [TSX] price index yield. In the Wilkie Model, correlated econometric indices are modeled through a cascade structure.
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- Authors: Chao Qiu
- Date: Jul 2007
- Competency: Technical Skills & Analytical Problem Solving
Loss Models, From Data To Decisions, Fifth Edition

Loss Models, From Data To Decisions, Fifth Edition Read an excerpt from Loss Models, From ... the likelihood function will continue to increase. Care must be taken when maximizing this function because ...
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Description: Read an excerpt from Loss Models, From Data To Decisions, Fifth Edition.
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- Authors: Society of Actuaries
- Date: Jul 2017

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