{"id":{"repo_id":"cape-town","oai_identifier":"oai:open.uct.ac.za:11427/21338"},"canonical_url":"https://search.dev.ndltd.org/etd/cape-town/oai:open.uct.ac.za:11427/21338","repository":{"repo_id":"cape-town","name":"University of Cape Town","base_url":"https://open.uct.ac.za/oai/request"},"display":{"title":"A stochastic asset-liability model using stable distributions","abstract":"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)).","abstract_html":"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)).","abstract_has_math":false,"creators":["Finkelstein, Gary Steele"],"institution":"Division of Actuarial Science","degree_name":null,"degree_level":null,"degree_discipline":null,"degree_department":null,"school":null,"contributors":[],"advisors":["Dorrington, Rob","MacDonald, Iain"],"committee_chairs":[],"committee_members":[],"year":1997,"date_issued":"1997","date_published":"1997","updated_at":"2026-07-22T22:23:35Z","subjects":[],"languages":["eng"],"rights":[],"rights_urls":[],"identifier_entries":[]},"links":{"outbound_url":"http://hdl.handle.net/11427/21338","outbound_label":"Handle","outbound_source":"dc:identifier.uri"},"metadata_groups":[{"id":"people","label":"People","entries":[{"key":"dc:contributor.advisor","label":"Advisor","values":["Dorrington, Rob","MacDonald, Iain"]},{"key":"dc:creator","label":"Author","values":["Finkelstein, Gary Steele"]}]},{"id":"academic_context","label":"Academic Context","entries":[{"key":"dc:date.accessioned","label":"Dc Date Accessioned","values":["2016-08-18T13:54:05Z"]},{"key":"dc:date.available","label":"Dc Date Available","values":["2016-08-18T13:54:05Z"]},{"key":"dc:date.issued","label":"Date","values":["1997"]},{"key":"dc:publisher.department","label":"Dc Publisher Department","values":["Division of Actuarial Science"]},{"key":"dc:publisher.institution","label":"Dc Publisher Institution","values":["University of Cape Town"]},{"key":"dc:type","label":"Dc Type","values":["Master Thesis"]},{"key":"dc:type.qualificationlevel","label":"Dc Type Qualificationlevel","values":["Masters"]},{"key":"dc:type.qualificationname","label":"Dc Type Qualificationname","values":["MBusSc"]}]},{"id":"language_rights","label":"Language and Rights","entries":[{"key":"dc:language.iso","label":"Language (ISO)","values":["eng"]}]},{"id":"identifiers","label":"Identifiers","entries":[{"key":"dc:identifier.uri","label":"Identifier URI","values":["http://hdl.handle.net/11427/21338"]}]},{"id":"additional","label":"Additional Metadata","entries":[{"key":"dc:description","label":"Description","values":["Bibliography: pages 100-108."]},{"key":"dc:description.abstract","label":"Abstract","values":["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))."]},{"key":"dc:title","label":"Title","values":["A stochastic asset-liability model using stable distributions"]}]}],"canonical_facts":{"dc:contributor.advisor":["Dorrington, Rob","MacDonald, Iain"],"dc:creator":["Finkelstein, Gary Steele"],"dc:date.accessioned":["2016-08-18T13:54:05Z"],"dc:date.available":["2016-08-18T13:54:05Z"],"dc:date.issued":["1997"],"dc:description":["Bibliography: pages 100-108."],"dc:description.abstract":["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))."],"dc:identifier.uri":["http://hdl.handle.net/11427/21338"],"dc:language.iso":["eng"],"dc:publisher.department":["Division of Actuarial Science"],"dc:publisher.institution":["University of Cape Town"],"dc:title":["A stochastic asset-liability model using stable distributions"],"dc:type":["Master Thesis"],"dc:type.qualificationlevel":["Masters"],"dc:type.qualificationname":["MBusSc"]},"updated_at":"2026-07-22T22:23:35Z"}