Wilkie investment model

ID: wilkie-investment-model

The Wilkie investment model, also known as the Wilkie Framework, is a financial model used primarily in the context of investment for life insurance companies and pension funds. Developed by actuary David Wilkie in the 1980s, this model provides a stochastic approach to forecasting asset returns and liabilities, allowing for a more nuanced evaluation of investment risks and returns over time.

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