volume 10, issue 1, P5-61 2004
DOI: 10.1017/s1357321700004530
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P. M. Booth, G. Marcato

Abstract: ABSTRACTIn this paper we discuss methods of developing real estate indices, the availability of real estate data, the problems of using published real estate data and how real estate data can be used for stochastic investment modelling for actuarial purposes. In recent years there have been many developments in the collection, presentation and analysis of real estate data that have not found their way into the actuarial literature. We review those developments and suggest and develop ways in which raw real est…

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