[{"data": {"name": "A Non-Linear Stochastic Asset Model for Actuarial Use", "@type": "ScholarlyArticle", "genre": "journal-article", "author": [{"name": "S.P. Whitten", "@type": "Person"}, {"name": "R.G. Thomas", "@type": "Person"}], "@context": "http://schema.org/", "encoding": [{"@type": "MediaObject", "contentUrl": "https://kar.kent.ac.uk/29800/1/nlstoch.pdf", "encodingFormat": "application/pdf"}], "publisher": {"name": "Cambridge University Press (CUP)", "@type": "Organization"}, "identifier": [{"@type": "PropertyValue", "value": "10.1017/s1357321700000751", "propertyID": "DOI"}, {"@type": "PropertyValue", "value": "CCfr6GqZor11Q-CTiZG7C3YnCrL-CDPQb6eevf1ef-CRegVZ7obKj6N", "propertyID": "ISCC"}], "datePublished": "1999-12-01"}, "schema": "schema.org", "mediatype": "application/ld+json"}]