Wilkie investment model
The Wilkie investment model, often just called Wilkie model, is a stochastic asset model developed by A. D. Wilkie that describes the behavior of various economics factors as stochastic time series. These time series are generated by autoregressive models. The main factor of the model which influences all asset prices is the consumer price index. The model is mainly in use for actuarial work and asset liability management. Because of the stochastic properties of that model it is mainly combined with Monte Carlo methods.
Wilkie first proposed the model in 1986, in a paper published in the Transactions of the Faculty of Actuaries. It has since been the subject of extensive study and debate. Wilkie himself updated and expanded the model in a second paper published in 1995. He advises to use that model to determine the "funnel of doubt", which can be seen as an interval of minimum and maximum development of a corresponding economic factor.

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Wilkie investment model - Wikipedia, the free encyclopedia
The Wilkie investment model, often just called Wilkie model, is a stochastic asset model developed by A. D. Wilkie that describes the behavior of various ...
en.wikipedia.org/wiki/Wilkie_investment_model
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Revisiting the Wilkie Investment Model - International Actuarial ...
REVISITING THE Wilkie investment model. June 12, 2008. Sule Sahin. Department of Actuarial Mathematics and Statistics, Colin Maclaurin Building, ...
www.actuaries.org/AFIR/Colloquia/Rome2/Cairns_Kleinow_Sahin_Wilkie.pdf
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Wilkie Investment Model - Wiley Online Library
Wilkie investment model. Introduction. The Wilkie stochastic investment model, developed by Professor Wilkie, is described fully in two papers; the original ...
onlinelibrary.wiley.com/doi/10.1002/9780470012505.taw002/pdf
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REPORT ON THE WILKIE STOCHASTIC INVESTMENT MODEL - Jstor
investment models to pension funds, to life assurance and to investment management are discussed. KEYWORDS. Stochastic. Investment. Models; Wilkie Model ...
www.jstor.org/stable/41141063
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A COMPARISON OF WILKIE-TYPE STOCHASTIC INVESTMENT ...
A COMPARISON OF WILKIE-TYPE. STOCHASTIC INVESTMENT MODELS by. GANESHWARSING RAMBARUTH. A dissertation submitted for the award of ...
citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.198.7497&rep=rep1&type=pdf
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On the Application of the Wilkie Model to - Society of Actuaries
Aug 3, 2007 ... The Wilkie Model is the first stochastic investment model of long term returns of multiple assets designed for actuarial application. This model ...
www.soa.org/library/proceedings/arch/2008/arch-2008-iss1-qiu-slides.pdf
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Wilkie Investment Model | ResearchGate
Wilkie investment model. Mary R. Hardy. University of Waterloo, Department of Statistics and Acturial Science, Waterloo, Ontario, Canada. 09/2006 ...
www.researchgate.net/publication/229710358_Wilkie_Investment_Model
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Download pdf. - Journal of Actuarial Practice
Abstractl. Wilkie's stochastic investment model and its variants have been increas - ingly applied by actuaries around the world to actuarial modeling and simula- ...
jofap.org/documents/vol6/v6_chan.pdf
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Investment Guarantees: Modeling and Risk Management for ... - Google Books Result
books.google.com/books?id=4-pFD8fk8jUC&pg=PA39&lpg=PA39&dq=Wilkie+investment+model&source=bl&ots=o8TEzJXiF8&sig=uI6Mga6J3QZpBzEj6E2iog8sCbw&hl=en&sa=X&ei=dGOqUZ7jE4ip7Abeq4GQDA&ved=0CDUQ6AEwCQ
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Investment Mathematics - Google Books Result
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Wilkie investment model in science
[PDF]Revisiting the Wilkie Investment Model - International Actuarial ...
Jun 12, 2008 ... Department of Actuarial Sciences, Hacettepe University, 06800, Beytepe, ... Stochastic Asset Models, Wilkie investment model, Price Inflation, ...
[PDF]A Comparison of the Wilkie Model and a “Yield-Macro Model” for UK ...
Department of Actuarial Mathematics and Statistics, Heriot-Watt University, ... The Wilkie stochastic investment model, developed by A. D. Wilkie, is described ...
[PDF]On the Application of the Wilkie Model to - Society of Actuaries
Aug 3, 2007 ... University of Calgary ... The Wilkie Model is the first stochastic investment model of ... Critics and adjustment to the Wilkie Model are also very ...
Wilkie Investment Model | ResearchGate
Wilkie investment model. Mary R. Hardy. University of Waterloo, Department of Statistics and Acturial Science, Waterloo, Ontario, Canada. 09/2006 ...
[PDF]A COMPARISON OF WILKIE-TYPE STOCHASTIC INVESTMENT ...
The City University, London ... This dissertation examines the Wilkie model and alternative models based ... Introduction to Stochastic Investment models .
Report on the Wilkie stochastic investment model | Institute and ...
Jan 27, 1992 ... A FIMAG Working Party was set up in 1989 to consider the stochastic investment model proposed by A D Wilkie, which had been used by a ...
[PDF]STOCHASTIC ASSET MODELS - Institute and Faculty of Actuaries
1980). Such models are also described as “investment models”, but perhaps ..... 2.9.2 Wilkie models investments in each currency separately, though with allowance ...... Unpublished technical note 99/19, Heriot-Watt University, Edinburgh.
Wilkie Investment Model - Encyclopedia of Actuarial Science - Hardy ...
Sep 15, 2006 ... The Wilkie stochastic investment model, developed by Professor Wilkie, is described fully in two papers; the original version was published in ...
[PDF]Yet More on a Stochastic Economic Model: Part 1 - Heriot-Watt ...
Heriot-Watt University, Riccarton, Edinburgh EH14 4AS, U.K.; email: ... ''A stochastic investment model for actuarial use'' (Wilkie, 1986), in which, what has ...
[PDF]a review of wilkie's stochastic investment model - Staple Inn ...
Mar 14, 1995 ... The paper shows that Wilkie's model does not provide a particularly good description of ... KEYWORDS. Stochastic Investment Models; Wilkie's Model; Financial Time Series ...... Statistics, University of Southampton. KITTS, A.
Books on the term Wilkie investment model
Investment Guarantees: Modeling and Risk Management for ...
Investment Guarantees: Modeling and Risk Management for ...
Mary Hardy, 2003
THE WILIIlE MIJUEL The Wilkie Model Structure The Wilkie model (Wilkie 1986, 1995) was developed over a number of years, with an early version applied to GMMBs in the MGWP Report (1980) and the full version first applied to insurance ...
Excel Modeling in Investments (4th Edition) (Prentice Hall Series in Finance)
Excel Modeling in Investments (4th Edition) (Prentice Hall Series in Finance)
An approach to building and estimating models through the use of Excel. Excel Modeling in Investments focuses on active learning by showing readers how to build and estimate financial models using Excel. This approach shows the steps involved in building models, rather than solely providing readers with completed spreadsheets. This edition contains...
Investment Mathematics
Investment Mathematics
Andrew A. Adams, Philip M. Booth, David C. Bowie, 2003
The Wilkie model has achieved prominence mainly because it has been published in full (and therefore discussed widely) and was the first published formalisation of a stochastic investment model. Many other actuarial consultancies and ...
Commentaries on Selected Model Investment Treaties (Oxford Commentaries on International Law)
Commentaries on Selected Model Investment Treaties (Oxford Commentaries on International Law)
Chester Brown, 2013
The existing literature on the substantive and procedural aspects of bilateral investment treaties (BITs) relies heavily on investment treaty arbitration decisions as a source of law. What is missing is a comprehensive, analytical review of state practice. This volume fills this gap, providing detailed analyses of the investment treaty policy and p...
Financial Models of Insurance Solvency
Financial Models of Insurance Solvency
J. David Cummins, Richard A. Derrig, 1989
We shall be concerned solely with the investment risk to the insurance company and we shall study this numerically ... experience of a single cohort of identical endowment assurance policies using Wilkie's stochastic investment model [1986] .
The Woman in White
The Woman in White
Wilkie Collins, 2013
A nefarious plot is unfolding in the stately gothic estate of Limmeridge and it is up to the cunning heorine Marian Halcombe to root out the cause. Secrets, love, and murder all take place behind locked doors and locked asylums in this gripping novel that has been dubbed one of the greatest novels of the nineteenth century.
Worldwide Asset and Liability Modeling
Worldwide Asset and Liability Modeling
William T. Ziemba, John M. Mulvey, 1998
By modifying the generator as originally supplied, we generate data paths in conditional mode, correctly representing paths from Wilkie investment model in the form of a scenario tree. Our computational results show that the two procedures ...
Model Driven Architecture with Executable UML
Model Driven Architecture with Executable UML
Chris Raistrick, Paul Francis, John Wright and Colin Carter, 2004
This book offers insight into a revolution in software development that will ultimately lead to automatic executable code generation directly from model specifications. Using the most widely adopted software modelling language, UML, it demonstrates the way to build robust specifications based on OMG's Model Driven Architecture (MDA). Chapters ...
Model Theory with Applications to Algebra and Analysis: Volume 1 (London Mathematical Society Lecture Note Series...
Model Theory with Applications to Algebra and Analysis: Volume 1 (London Mathematical Society Lecture Note Series...
Zoé Chatzidakis, Dugald Macpherson, Anand Pillay and Alex Wilkie, 2008
The first of a two-volume set showcasing the current research in model theory and its connections with number theory, algebraic geometry, real analytic geometry and differential algebra. This volume begins with a series of expository essays and research papers around the subject matter of a Newton Institute Semester on Model Theory and Applications...
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Wilkie investment model
Return on Values : Real Leaders | Inspiring better leaders for a better world
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The Moonstone (Wilkie Collins, 1868): Conclusions « KJB Literature Blog
For the love of books
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Sunderland City Council v Stirling Investment Properties LLP | LexisWeb
Free legal content from LexisNexis Butterworths: Cases - Sunderland City Council v Stirling Investment Properties LLP - [2013] All ER (D) 325 (May)
lexisweb.co.uk/cases/2013/may/sunderland-city-council-v-stirling-investment-properties-llp
Willkie Farr & Gallagher Acts For RenaissanceRe | Bernews.com
International law fim Willkie Farr & Gallagher LLP is representing RenaissanceRe Holdings Ltd. in the $275 million public equity offering announced by the
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Return on Values: Part I | Bill Wilkie - Stori
billwilkie.com/billwilkieblog/human-input/return-on-values-part-i
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I went on a three day binge late last week on a river where spectacular things happen around this time of year. You either miss it, nail it, or enjoy the pre and post glory of what can only be described as an awe inspiring wonder.
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Canada News Centre - Diplomatic Appointments
The Honourable Lawrence Cannon, Minister of Foreign Affairs, today announced the following diplomatic appointments:
news.gc.ca/web/article-eng.do?nid=451619
How much are you prepared to invest in your success - betterRetailing
A colleague of mine showed me a flier that Mike Greene had used to promote his book - Failure Breeds Success - and I thought that his book looked like a us
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Regulated Tenancy Succession to Assured Tenancy
I have just completed the purchase of a flat at auction which was detailed as being subject to a regulated tenancy. However, the original tenant passed away at the end of 2010 and the tenancy was succeeded by her son. Guidance given in the Government booklet 'Regulated Tenancies, section 2.4, indicates that the tenancy is now in fact an Assured Tenancy after this succession to the son. The sellers solicitors advise that they have forwarded all that they have, but this does not include a
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