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Stochastic investment model

Known as: Stochastic asset model 
A stochastic investment model tries to forecast how returns and prices on different assets or asset classes, (e. g. equities or bonds) vary over time… Expand
Wikipedia

Papers overview

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2018
2018
Power generation expansion planning needs to deal with future uncertainties carefully, given that the invested generation assets… Expand
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2017
2017
Power generation expansion planning needs to deal with future uncertainties carefully, given that the invested generation assets… Expand
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2017
2017
In the paper a stochastic asset model can be used for long term financial planning and observations in insurance. The scenario… Expand
Highly Cited
2015
Highly Cited
2015
A model to obtain the optimal allocation and timing of renewable distributed generation under uncertainty is proposed as part of… Expand
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2013
2013
This report presents a stochastic multistage model that addresses strategic subsea separator investment decisions with reservoir… Expand
Review
2009
Review
2009
IPM models (MBAL, PROSPER and GAP) have been found to be very useful in the calculation of production forecasts and the… Expand
2005
2005
This paper describes some of the problems that arise when carrying out asset/liability studies of UK final salary pension schemes… Expand
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2002
2002
The paper considers the objectives of company modelling for management purposes by consideration of the criteria likely to be… Expand
1999
1999
This paper describes a stochastic investment model, designed for use as a tool in the asset and liability management of UK… Expand
1998
1998
t Wilkie's stochastic investment model and its variants have been increasingly applied by actuaries around the world to actuarial… Expand
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