How to Build a Modern Tontine : Algorithms, Scripts and Tips. - Milevsky, Moshe Arye. (Cham : Springer International Publishing AG, 2022)
5.7 The Final Act: Version 3.0 -- 5.8 Conclusion -- 5.9 Test Yourself -- 6 Goodbye LogNormal Distribution -- 6.1 Statement of the Historical Problem -- 6.2 Measuring Skewness and Kurtosis -- 6.3 Continuously Compounded vs. Effective Annual -- 6.4 Quantile Plots of Investment Returns -- 6.5 Serial Autocorrelation of Returns -- 6.6 The SP500 Total Return -- 6.7 Path Forward for Deviations from LogNormality -- 6.8 Basic Historical Bootstrap -- 6.9 Monthly to Annual -- 6.10 How Do Higher Moments Affect Tontine Payouts? -- 6.11 Conclusion: How Much Should We Worry? -- 6.12 Test Yourself -- 7 Squeezing the Most from Mortality -- 7.1 Assumptions Versus Realizations -- 7.2 No Mortality: Natural Decumulation -- 7.3 Isolating Mortality Credits -- 7.4 Fitting Gompertz at the Table -- 7.5 A Look Under the (Mortality) Table -- 7.6 Projection Factors: Today vs. the Future -- 7.7 Working Discretely -- 7.8 Test Yourself -- 8 Managing a Competitive Tontine Business -- 8.1 Floors &amp -- Failure -- 8.2 Mixing Cohorts, Genders and Initial Sums -- 8.3 Test Yourself -- 9 Solutions and Advanced Hints -- 9.1 Chapter 3: Brief Solutions to Test Yourself Qs. -- 9.2 Chapter 4: Brief Solutions to Test Yourself Qs. -- 9.3 Chapter 5: Brief Solutions to Test Yourself Qs. -- 9.4 Chapter 6: Brief Solutions to Test Yourself Qs. -- 9.5 Chapter 7: Brief Solutions to Test Yourself Qs. -- 9.6 Chapter 8: Brief Solutions to Test Yourself Qs. -- 10 Concluding Remarks: Tontine Thinking -- 10.1 What Is Modern About a Tontine? -- Correction to: Concluding Remarks: Tontine Thinking.
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Electronic reproduction. Ann Arbor, Michigan : ProQuest Ebook Central, 2023. Available via World Wide Web. Access may be limited to ProQuest Ebook Central affiliated libraries.
Keywords: Electronic books