Hostname: page-component-cd9895bd7-hc48f Total loading time: 0 Render date: 2024-12-23T09:08:06.285Z Has data issue: false hasContentIssue false
  • English
  • Français

Correspondence

Published online by Cambridge University Press:  10 June 2011

Rights & Permissions [Opens in a new window]

Abstract

An abstract is not available for this content so a preview has been provided. As you have access to this content, a full PDF is available via the ‘Save PDF’ action button.
Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'
Type
Correspondence
Information
British Actuarial Journal , Volume 6 , Issue 1 , 01 June 2000 , pp. 251 - 255
Copyright
Copyright © Institute and Faculty of Actuaries 2000

References

REFERENCES

Campbell, J. Y., Lo, A. W. & MacKinlay, A. C. (1997). The econometrics of financial markets. Princeton University Press, Princeton, New Jersey.CrossRefGoogle Scholar
Fisher, I. (1907). The rate of interest. The Macmillan Company, New York.Google Scholar
Ford, A.et al (1980). Report of the Maturity Guarantees Working Party. J.I.A. 107, 101–212.Google Scholar
Homer, S. & Sylla, R. (1996). A history of interest rates: 2000 BC to the present (3rd edition). Rutgers University Press, New Brunswick.Google Scholar
Huber, P. P. & Verrall, R. J. (1999). The need for theory in actuarial economic models. B.A.J. 5, 377–395.Google Scholar
Huber, P. P. (1997). A review of Wilkie's stochastic asset model. B.A.J. 3, 181–210.Google Scholar
Little, I. M. D. & Raynor, A. C. (1966). Higgledy piggledy growth again. Basil Blackwell, Oxford.Google Scholar
Wilkie, A. D. (1981). Indexing long-term financial contracts. J.I.A. 108, 299–360.Google Scholar
Wilkie, A. D. (1986). A stochastic investment model for actuarial use. T.F.A. 39, 341–403.Google Scholar
Wilkie, A. D. (1995). More on a stochastic investment model for actuarial use. B.A.J. 1, 777–964.Google Scholar