Retirement Income Recipes in R From Ruin Probabilities to Intelligent Drawdowns /: From Ruin Probabilities to Intelligent Drawdowns. (2020)

• Record Type: Book
• Further Information: Note: By Moshe Arye Milevsky.
• Other Names: Milevsky, Moshe Arye
• Contents: 1 Setting Expectations and Deviations -- 2 Loading and Getting to Know R -- 3 Coding the (Simple) Financial Life-cycle Model -- 4 Data in R: The Family Balance Sheet -- 5 Portfolio Longevity: Deterministic & Stochastic -- 6 Modeling the Risk of Sequence-of-Returns -- 7 Modeling Human Longevity and Life Tables -- 8 Life & Death in Continuous Time: Gompertz 101 -- 9 The Lifetime Ruin Probability (LRP) -- 10 Life Annuities: From Immediate to Deferred -- 11 Intelligent Drawdown Rates -- 12 Pensionization: From Benefits to Utility -- 13 Biological (and other) Ages -- 14 Exotic Annuities for Longevity Risk -- 15 Very Last Thoughts -- Glossary of User Defined R-Functions. .
• Publisher Details: Cham : Springer International Publishing Imprint: Springer
• Publication Date: 2020
• Extent: 1 online resource
• Subjects: 330.015195; Statistics; Finance, Personal; Pension plans; Accounting; Bookkeeping
• Languages: English
• ISBNs: 9783030514341
• Related ISBNs: 303051434X
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.