Retirement income recipes in R : from ruin probabilities to intelligent drawdowns / / Moshe Arye Milevsky |
Autore | Milevsky Moshe Arye <1967-> |
Edizione | [1st ed. 2020.] |
Pubbl/distr/stampa | Cham, Switzerland : , : Springer, , [2020] |
Descrizione fisica | 1 online resource (XXIX, 302 p. 16 illus., 5 illus. in color.) |
Disciplina | 332.024 |
Collana | Use R |
Soggetto topico |
Finance, Personal
R (Computer program language) |
ISBN | 3-030-51434-X |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | 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. . |
Record Nr. | UNINA-9910484127703321 |
Milevsky Moshe Arye <1967-> | ||
Cham, Switzerland : , : Springer, , [2020] | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Retirement income recipes in R : from ruin probabilities to intelligent drawdowns / / Moshe Arye Milevsky |
Autore | Milevsky Moshe Arye <1967-> |
Edizione | [1st ed. 2020.] |
Pubbl/distr/stampa | Cham, Switzerland : , : Springer, , [2020] |
Descrizione fisica | 1 online resource (XXIX, 302 p. 16 illus., 5 illus. in color.) |
Disciplina | 332.024 |
Collana | Use R |
Soggetto topico |
Finance, Personal
R (Computer program language) |
ISBN | 3-030-51434-X |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | 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. . |
Record Nr. | UNISA-996418263003316 |
Milevsky Moshe Arye <1967-> | ||
Cham, Switzerland : , : Springer, , [2020] | ||
Materiale a stampa | ||
Lo trovi qui: Univ. di Salerno | ||
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