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Research Paper Series 2009

Click on the title of any paper to see an abstract or summary. Pdf versions of some papers are also available on these pages.

For copies of these working papers please e-mail your request to:
actuarials@mercury.ecom.unimelb.edu.au

Additions to the series in 2009

No. 180	A Hierarchical Kalman Filter by Greg Taylor
No. 181	G distributions and the beta-gamma algebra by Daniel Dufresne
No. 182	A general formula for option prices in a stochastic volatility model by Stephen Chin and Daniel Dufresne
No. 183	Chain Ladder Forecast Efficiency by Greg Taylor
No. 184	A Review of the Methodology of Forecasting Long-term Equity Returns by Richard Fitzherbert
No. 185	Stochastic volatility and option pricing by Daniel Dufresne

Centre for Actuarial Studies