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A yield-only model for the term structure of interest rates
Şahin, Şule; Cairns, Andrew; Kleinow, Torsten; … - In: Annals of actuarial science : publ. by the Institute of … 8 (2014) 1, pp. 99-130
Persistent link: https://www.econbiz.de/10010357995
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Yet more on a stochastic economic model : part 2, initial conditions, select periods and neutralising parameters
Wilkie, A. D.; Şahin, Şule - In: Annals of actuarial science : publ. by the Institute of … 10 (2016) 1, pp. 1-51
Persistent link: https://www.econbiz.de/10011554285
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A yield-macro model for actuarial use in the United Kingdom
Şahin, Şule; Cairns, Andrew; Kleinow, Torsten; … - In: Annals of actuarial science : publ. by the Institute of … 8 (2014) 2, pp. 320-350
Persistent link: https://www.econbiz.de/10010422163
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Yet more on a stochastic economic model : updating and refitting, 1995 to 2009, part 1
Wilkie, A. Davod; Şahin, Şule; Cairns, A. J. G.; … - In: Annals of actuarial science : publ. by the Institute of … 5 (2011) 1, pp. 53-99
Persistent link: https://www.econbiz.de/10009012648
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Yet more on a stochastic economic model : supplement to part 4, a model for share earnings, dividends and prices
Wilkie, A. D.; Şahin, Şule - In: Annals of actuarial science : publ. by the Institute of … 14 (2020) 1, pp. 138-149
Persistent link: https://www.econbiz.de/10012194080
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Yet more on a stochastic economic model : part 3A : stochastic interpolation : Brownian and Ornstein-Uhlenbeck (OU) bridges
Wilkie, A. D.; Şahin, Şule - In: Annals of actuarial science : publ. by the Institute of … 11 (2017) 1, pp. 74-99
Persistent link: https://www.econbiz.de/10011730247
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Yet more on a stochastic economic model : part 3B : stochastic bridging for retail prices and wages
Wilkie, A. D.; Şahin, Şule - In: Annals of actuarial science : publ. by the Institute of … 11 (2017) 1, pp. 100-127
Persistent link: https://www.econbiz.de/10011730249
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Yet more on a stochastic economic model : part 3C : stochastic bridging for share yields and dividends and interest rates
Wilkie, A. D.; Şahin, Şule - In: Annals of actuarial science : publ. by the Institute of … 11 (2017) 1, pp. 128-163
Persistent link: https://www.econbiz.de/10011730251
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Yet more on a stochastic economic model : updating and refitting, 1995 to 2009, part 1
Wilkie, A. Davod; Şahin, Şule; Cairns, A. J. G.; … - In: Annals of actuarial science : publ. by the Institute of … 5 (2011) 1, pp. 53-99
Persistent link: https://www.econbiz.de/10009884613