Skip to search form
Skip to main content
Skip to account menu
Semantic Scholar
Semantic Scholar's Logo
Search 234,935,572 papers from all fields of science
Search
Sign In
Create Free Account
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
(opens in a new tab)
Create Alert
Alert
Related topics
Related topics
14 relations
Black–Derman–Toy model
Black–Karasinski model
Black–Scholes model
Chen model
Expand
Broader (1)
Monte Carlo methods in finance
Papers overview
Semantic Scholar uses AI to extract papers important to this topic.
2018
2018
Decision-Dependent Stochastic Generation Expansion Planning with Large Amounts of Wind Power
Yiduo Zhan
,
Q. Zheng
,
Jianhui Wang
2018
Corpus ID: 4660610
Power generation expansion planning needs to deal with future uncertainties carefully, given that the invested generation assets…
Expand
Review
2018
Review
2018
The Wilkie model: A comparison of the discrete-time with the continuous-time
N. Ishak
,
R. Korn
,
A. Rasedee
2018
Corpus ID: 125358706
The Wilkie model is a stochastic asset model, developed by A.D Wilkie in 1984 with the purpose to explore the behavior of…
Expand
2017
2017
Construction of Multistage Scenario Tree for Insurance Activity
T. Kovacheva
2017
Corpus ID: 62937689
In the paper a stochastic asset model can be used for long term financial planning and observations in insurance. The scenario…
Expand
Review
2015
Review
2015
Aspects and Applications of the Wilkie Investment Model
N. Ishak
2015
Corpus ID: 157401953
The Wilkie model is a stochastic asset model, developed by A.D. Wilkie in 1984 with a purpose to explore the behaviour of…
Expand
2014
2014
A Stochastic Investment Model on a Finite Time Horizon
Tao
,
Pang
2014
Corpus ID: 156218610
In this paper,we consider an investment optimization problem on a finite time horizon.One risky and one riskless asset are…
Expand
2013
2013
Stochastic investment model for offshore oil and gas production
Maren Omli Flasnes
2013
Corpus ID: 107718293
This report presents a stochastic multistage model that addresses strategic subsea separator investment decisions with reservoir…
Expand
2009
2009
Sijoitusriskien ja rahoitustekniikan vaikutus TyEL-maksun kehitykseen
Ismo Risku
,
Kasimir Kaliva
2009
Corpus ID: 156731401
The aim of this report is to study an influence of the investment and financing reform in 2007 to pension financing under the…
Expand
2007
2007
A theory based stochastic investment model for actuarial use
Robert Howie
2007
Corpus ID: 155745282
2002
2002
STRATEGIC FINANCIAL MANAGEMENT IN A GENERAL INSURANCE COMPANY
J. Mariathasan
,
Peter F. Rains
,
J. Mariathasan
,
Peter F. Rains
2002
Corpus ID: 84837569
The paper considers the objectives of company modelling for management purposes by consideration of the criteria likely to be…
Expand
1993
1993
Use of a stochastic investment model for evaluating the development of an Australian inshore albacore fishery
D. Campbell
,
K. Hamal
1993
Corpus ID: 166722456