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612-822-4611
Retirement Income Recipes in R: From Ruin Probabilities to Intelligent Drawdowns

Retirement Income Recipes in R: From Ruin Probabilities to Intelligent Drawdowns

Paperback

Series: Use R!

AccountingBusiness GeneralInvesting & Finance

ISBN10: 3030514331
ISBN13: 9783030514334
Publisher: Springer Nature
Published: Sep 27 2020
Pages: 302
Weight: 1.03
Height: 0.70 Width: 6.14 Depth: 9.21
Language: English
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.

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