Info
Retirement income recipes in R : from ruin probabilities to intelligent drawdowns / / Moshe Arye Milevsky
| 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 | ||
| ||
Retirement Income Recipes in R : From Ruin Probabilities to Intelligent Drawdowns / / by Moshe Arye Milevsky
| Retirement Income Recipes in R : From Ruin Probabilities to Intelligent Drawdowns / / by Moshe Arye Milevsky |
| Autore | Milevsky Moshe Arye <1967-> |
| Edizione | [1st ed. 2020.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 |
| Descrizione fisica | 1 online resource (XXIX, 302 p. 16 illus., 5 illus. in color.) |
| Disciplina | 332.024 |
| Collana | Use R! |
| Soggetto topico |
Statistics
Financial services industry Accounting Statistics in Business, Management, Economics, Finance, Insurance Financial Services |
| 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 : , : Springer International Publishing : , : Imprint : Springer, , 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||