Reference health
More on a Stochastic Asset Model for Actuarial Use
21/21 checkable references clean · checked 2026-08-03
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
83 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
The 21 checked references that resolve
resolves10.2307/1926789
Arima and Cointegration Tests of PPP under Fixed and Flexible Exchange Rate Regimes
resolves10.1111/j.1468-0084.1990.mp52002003.x
MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY
resolves10.2307/1912773
Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
resolves10.2307/2551457
Seven Centuries of the Prices of Consumables, Compared with Builders' Wage- Rates
The 83 references without a DOI — listed, not checked
no DOI — not checkedUncertainty in the modelling process
no DOI — not checkedThe risk premium on ordinary shares
no DOI — not checkedCan dividend yields predict share price changes?
no DOI — not checkedStochastic investment models for XXIst Century actuaries
no DOI — not checkedA history of interest rates: 2000 B.C. to the present
no DOI — not checkedStochastic simulation in life office solvency assessment
no DOI — not checkedWorking papers in Economics and Econometrics
no DOI — not checkedThe rate of interest.
no DOI — not checkedFinancial statistics: notes and definitions
no DOI — not checkedMicrofit 3.0 user manual
no DOI — not checkedReflections on resilience: some considerations of mismatching tests, with particular reference to non-linked long-term insurance business
no DOI — not checkedStochastic models of interest rates
no DOI — not checkedCo-integrated variables and error-correcting models
no DOI — not checkedOn stochastic modelling of inflation
no DOI — not checkedDynamic pricing theory
no DOI — not checkedApplications of stochastic financial models: a review
no DOI — not checkedNumerical evaluation of the Wilkie inflation model
no DOI — not checkedThe solvency of life assurance companies
no DOI — not checkedSeminar Proceedings of the Canadian Institute of Actuaries
no DOI — not checkedThe econometric modelling of financial time series
no DOI — not checkedFinancial statistics, monthly
no DOI — not checkedOn investment strategies using the Wilkie model
no DOI — not checkedThe derivation and application of an Australian stochastic investment model
no DOI — not checkedModelling equity returns using a simple ARCH model
no DOI — not checkedTheory of financial decision making
no DOI — not checkedTransactions of the 4th International AFIR Colloquium
no DOI — not checkedA review of Wilkie's stochastic investment model
no DOI — not checkedIncorporating individual company variation in simulated equity returns
no DOI — not checkedReport on the Wilkie stochastic investment model
no DOI — not checkedA non-linear stochastic model for inflation
no DOI — not checkedBanker's Almanac (1988). Reid Information Services, East Grinstead.
no DOI — not checkedTime series analysis
no DOI — not checkedToutounchi A. (1984). A comprehensive time-series analysis of the dividends and dividend yields of sectors of the Financial Times-Actuaries and the Standard and Poor's share indices. Ph.D. Thesis, Heriot-Watt University, Edinburgh.
no DOI — not checkedModelling and predicting Canadian inflation and interest rates
no DOI — not checkedSimulation and chaotic behaviour of astable stochastic processes
no DOI — not checkedPractical risk theory for actuaries
no DOI — not checkedForecasting, structural time series models and the Kalman filter
no DOI — not checkedBox Jenkins in practice
no DOI — not checkedBritish labour statistics: historical abstract 1886–1968
no DOI — not checkedModelling financial time series
no DOI — not checkedA stochastic model for consumer price indices and exchange rates in several countries
no DOI — not checkedThe theory of interest.
no DOI — not checkedRetail price indices, 1914–1985
no DOI — not checkedThe theory of stochastic processes.
no DOI — not checkedChaotic analysis on U.S. Treasury interest rates
no DOI — not checkedManaging uncertainty in a general insurance company
no DOI — not checkedTime series analysis, forecasting and control
no DOI — not checkedReport of the Maturity Guarantees Working Party
no DOI — not checkedContinuous univariate distributions
no DOI — not checkedThe advanced theory of statistics
no DOI — not checkedBrownian motion and stochastic calculus
no DOI — not checkedMain economic indicators
no DOI — not checkedTransactions of the 2nd AFIR International Colloquium
no DOI — not checkedWhat is the value of a valuation?
no DOI — not checkedAppraising life office valuations
no DOI — not checkedMacdonald A.S. (1995). A stochastic evaluation of solvency valuations for life offices. Ph.D. Thesis, Heriot-Watt University, Edinburgh.
no DOI — not checkedManaging interest rate risk for long liabilities
no DOI — not checkedDeterminism and chaos in long financial series
no DOI — not checkedEuropean Historical Statistics
no DOI — not checkedA stochastic cash-flow model of a general insurance company
no DOI — not checkedAbstract of British historical statistics
no DOI — not checkedStocks, bonds, bills and inflation: historical returns (1926–1987)
no DOI — not checkedSome applications of stochastic investment models
no DOI — not checkedStochastic non-gaussian random processes
no DOI — not checkedSecond abstract of British historical statistics
no DOI — not checkedA stochastic yield curve model for asset/liability simulation
no DOI — not checkedA stochastic model for Treasury bills; an extension to Wilkie's model
no DOI — not checkedComments on a model of retail price inflation
no DOI — not checkedArbitrage-free pricing of interest rate contingent claims
no DOI — not checkedInsurance solvency and financial strength.
no DOI — not checkedNon-linear and non-stationary time series analysis
no DOI — not checkedCointegration for the applied economist
no DOI — not checkedModelling a with-profits life office
no DOI — not checkedStochastic models for the Swiss consumer's price index and the cost of the adjustment of pensions to inflation for a pension fund
no DOI — not checkedLinear algebra and its applications
no DOI — not checkedThomson R.J. (1994). A stochastic investment model for actuarial use in South Africa. Presented to the 1994 Convention of the Actuarial Society of South Africa.
no DOI — not checkedThe statistical groundwork of investment policy
no DOI — not checkedSeminar Proceedings of the Canadian Institute of Actuaries
no DOI — not checkedMise en évidence de distributions Lévy-stables et d'une structure fractable sur le marché de Paris
no DOI — not checkedIndexing long term contracts
no DOI — not checkedDistributions of the estimators for autoregressive time series with a unit root
no DOI — not checkedA stochastic investment model for actuarial use
no DOI — not checkedStochastic investment models — theory and applications
What this badge says. CiteStamped means the CHECKABLE references of this
work were clean at the dated check: each resolved to a known work in a public registry, and none
carried a retraction notice at that time. It says nothing about the quality, findings,
or importance of the work itself, and nothing about references deposited without a DOI.
checked 2026-08-03 — re-checked daily as this page is visited; titles and statuses come from Crossref and DataCite and are not part of the signed record
Embed this badge
Both snippets point at the live badge image and link back to this page. The badge re-renders from the daily check, so an embed never goes stale by more than a day of visits.
<a href="https://citestamp.com/citestamped/10.1017/s1357321700001331"><img src="https://citestamp.com/citestamped/10.1017/s1357321700001331/badge.svg" alt="CiteStamped reference-health badge" width="460" height="64"></a>
[](https://citestamp.com/citestamped/10.1017/s1357321700001331)