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The sensitivity of life office simulation outcomes to differences in asset model structure

Authors
Publisher
Faculty of Actuarial Science & Insurance, City University London
Publication Date
Keywords
  • Hg Finance

Abstract

Chadburn, R. G. & Wright, I. D. (1999). The sensitivity of life office simulation outcomes to differences in asset model structure (Report No. Actuarial Research Paper No. 120). London, UK: Faculty of Actuarial Science & Insurance, City University London. City Research Online Original citation: Chadburn, R. G. & Wright, I. D. (1999). The sensitivity of life office simulation outcomes to differences in asset model structure (Report No. Actuarial Research Paper No. 120). London, UK: Faculty of Actuarial Science & Insurance, City University London. Permanent City Research Online URL: http://openaccess.city.ac.uk/2256/ Copyright & reuse City University London has developed City Research Online so that its users may access the research outputs of City University London's staff. Copyright © and Moral Rights for this paper are retained by the individual author(s) and/ or other copyright holders. All material in City Research Online is checked for eligibility for copyright before being made available in the live archive. URLs from City Research Online may be freely distributed and linked to from other web pages. Versions of research The version in City Research Online may differ from the final published version. Users are advised to check the Permanent City Research Online URL above for the status of the paper. Enquiries If you have any enquiries about any aspect of City Research Online, or if you wish to make contact with the author(s) of this paper, please email the team at [email protected]

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