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)).
| Identifer | oai:union.ndltd.org:netd.ac.za/oai:union.ndltd.org:uct/oai:localhost:11427/21338 |
| Date | January 1997 |
| Creators | Finkelstein, Gary Steele |
| Contributors | Dorrington, Rob, MacDonald, Iain |
| Publisher | University of Cape Town, Faculty of Commerce, Division of Actuarial Science |
| Source Sets | South African National ETD Portal |
| Language | English |
| Detected Language | English |
| Type | Master Thesis, Masters, MBusSc |
| Format | application/pdf |
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