How to Build a Modern Tontine : : Algorithms, Scripts and Tips.
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Superior document: | Future of Business and Finance Series |
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Place / Publishing House: | Cham : : Springer International Publishing AG,, 2022. Ã2022. |
Year of Publication: | 2022 |
Edition: | 1st ed. |
Language: | English |
Series: | Future of Business and Finance Series
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Physical Description: | 1 online resource (169 pages) |
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Milevsky, Moshe Arye. How to Build a Modern Tontine : Algorithms, Scripts and Tips. 1st ed. Cham : Springer International Publishing AG, 2022. Ã2022. 1 online resource (169 pages) text txt rdacontent computer c rdamedia online resource cr rdacarrier Future of Business and Finance Series Intro -- Preface -- Acknowledgements -- Contents -- About the Author -- List of Figures -- List of Tables -- 1 Why Tontines? Why Now? -- 1.1 Retirement vs. Decumulation -- 1.2 Annuity Benefits: Credits vs. Insurance -- 1.3 How Does This Book Differ from All the Other Books? -- 1.4 Outline and Plan -- 1.5 Tontine Literature: What (and Who) Else to Read -- 1.5.1 A. Chen -- 1.5.2 J.M. Bravo -- 1.5.3 C. Donnelly -- 1.5.4 R.K. Fullmer -- 1.5.5 M. Guillen -- 1.5.6 S. Haberman -- 1.5.7 J. Piggott -- 1.5.8 E. Pittacco -- 1.5.9 R. Rogalla -- 1.5.10 T.S. Salisbury -- 1.5.11 M.J. Sabin -- 1.5.12 M. Sherris -- 1.5.13 M.J. Stamos -- 1.5.14 J.H. Weinert -- References -- 2 Financial and Actuarial Background -- 2.1 Setting the Stage -- 2.2 Investment Returns: Notation and Moments -- 2.3 But Why Logarithms? -- 2.4 Gompertz Survival Probabilities -- 2.5 Need-to-Know: Annuity Values -- 2.5.1 Life Only Immediate Annuity -- 2.5.2 Refund at Death IA -- References -- 3 Building a Tontine Simulation in R -- 3.1 On Rates, Yields and Returns -- 3.2 Life & -- Death: Known Parameters -- 3.2.1 Doubly Stochastic Death -- 3.3 Investment Returns -- 3.4 Dividend & -- Fund Values -- 3.4.1 Temporary Life Income Annuities -- 3.4.2 A Perfect Fund Value Over Time -- 3.4.3 Fixed Rules in a Variable World -- 3.4.4 The Natural Tontine Rule -- 3.4.5 The Cumulative Payout -- 3.5 Conclusion and What's Next -- 3.6 Test Yourself -- 4 Statistical Risk Management -- 4.1 Stable Tontine Dividends: Defined -- 4.2 Riskier Portfolios and Wider Bands -- 4.3 What's Worse: Mortality or Markets? -- 4.4 Excess Life -- 4.5 Conclusion and What's Next -- 4.6 Test Yourself -- 5 Death Benefits, Refunds and Covenants -- 5.1 Set Your Seed -- 5.2 Can You Get Your Money Back? -- 5.3 Modern Tontine v2.0 -- 5.4 The Intuition of Refunds -- 5.5 The Tontine Dashboard -- 5.6 Lapses, Surrenders and Other Regrets. 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 & -- 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. Description based on publisher supplied metadata and other sources. Electronic reproduction. Ann Arbor, Michigan : ProQuest Ebook Central, 2024. Available via World Wide Web. Access may be limited to ProQuest Ebook Central affiliated libraries. Electronic books. Print version: Milevsky, Moshe Arye How to Build a Modern Tontine Cham : Springer International Publishing AG,c2022 9783031009273 ProQuest (Firm) https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=7013146 Click to View |
language |
English |
format |
eBook |
author |
Milevsky, Moshe Arye. |
spellingShingle |
Milevsky, Moshe Arye. How to Build a Modern Tontine : Algorithms, Scripts and Tips. Future of Business and Finance Series Intro -- Preface -- Acknowledgements -- Contents -- About the Author -- List of Figures -- List of Tables -- 1 Why Tontines? Why Now? -- 1.1 Retirement vs. Decumulation -- 1.2 Annuity Benefits: Credits vs. Insurance -- 1.3 How Does This Book Differ from All the Other Books? -- 1.4 Outline and Plan -- 1.5 Tontine Literature: What (and Who) Else to Read -- 1.5.1 A. Chen -- 1.5.2 J.M. Bravo -- 1.5.3 C. Donnelly -- 1.5.4 R.K. Fullmer -- 1.5.5 M. Guillen -- 1.5.6 S. Haberman -- 1.5.7 J. Piggott -- 1.5.8 E. Pittacco -- 1.5.9 R. Rogalla -- 1.5.10 T.S. Salisbury -- 1.5.11 M.J. Sabin -- 1.5.12 M. Sherris -- 1.5.13 M.J. Stamos -- 1.5.14 J.H. Weinert -- References -- 2 Financial and Actuarial Background -- 2.1 Setting the Stage -- 2.2 Investment Returns: Notation and Moments -- 2.3 But Why Logarithms? -- 2.4 Gompertz Survival Probabilities -- 2.5 Need-to-Know: Annuity Values -- 2.5.1 Life Only Immediate Annuity -- 2.5.2 Refund at Death IA -- References -- 3 Building a Tontine Simulation in R -- 3.1 On Rates, Yields and Returns -- 3.2 Life & -- Death: Known Parameters -- 3.2.1 Doubly Stochastic Death -- 3.3 Investment Returns -- 3.4 Dividend & -- Fund Values -- 3.4.1 Temporary Life Income Annuities -- 3.4.2 A Perfect Fund Value Over Time -- 3.4.3 Fixed Rules in a Variable World -- 3.4.4 The Natural Tontine Rule -- 3.4.5 The Cumulative Payout -- 3.5 Conclusion and What's Next -- 3.6 Test Yourself -- 4 Statistical Risk Management -- 4.1 Stable Tontine Dividends: Defined -- 4.2 Riskier Portfolios and Wider Bands -- 4.3 What's Worse: Mortality or Markets? -- 4.4 Excess Life -- 4.5 Conclusion and What's Next -- 4.6 Test Yourself -- 5 Death Benefits, Refunds and Covenants -- 5.1 Set Your Seed -- 5.2 Can You Get Your Money Back? -- 5.3 Modern Tontine v2.0 -- 5.4 The Intuition of Refunds -- 5.5 The Tontine Dashboard -- 5.6 Lapses, Surrenders and Other Regrets. 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 & -- 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. |
author_facet |
Milevsky, Moshe Arye. |
author_variant |
m a m ma mam |
author_sort |
Milevsky, Moshe Arye. |
title |
How to Build a Modern Tontine : Algorithms, Scripts and Tips. |
title_sub |
Algorithms, Scripts and Tips. |
title_full |
How to Build a Modern Tontine : Algorithms, Scripts and Tips. |
title_fullStr |
How to Build a Modern Tontine : Algorithms, Scripts and Tips. |
title_full_unstemmed |
How to Build a Modern Tontine : Algorithms, Scripts and Tips. |
title_auth |
How to Build a Modern Tontine : Algorithms, Scripts and Tips. |
title_new |
How to Build a Modern Tontine : |
title_sort |
how to build a modern tontine : algorithms, scripts and tips. |
series |
Future of Business and Finance Series |
series2 |
Future of Business and Finance Series |
publisher |
Springer International Publishing AG, |
publishDate |
2022 |
physical |
1 online resource (169 pages) |
edition |
1st ed. |
contents |
Intro -- Preface -- Acknowledgements -- Contents -- About the Author -- List of Figures -- List of Tables -- 1 Why Tontines? Why Now? -- 1.1 Retirement vs. Decumulation -- 1.2 Annuity Benefits: Credits vs. Insurance -- 1.3 How Does This Book Differ from All the Other Books? -- 1.4 Outline and Plan -- 1.5 Tontine Literature: What (and Who) Else to Read -- 1.5.1 A. Chen -- 1.5.2 J.M. Bravo -- 1.5.3 C. Donnelly -- 1.5.4 R.K. Fullmer -- 1.5.5 M. Guillen -- 1.5.6 S. Haberman -- 1.5.7 J. Piggott -- 1.5.8 E. Pittacco -- 1.5.9 R. Rogalla -- 1.5.10 T.S. Salisbury -- 1.5.11 M.J. Sabin -- 1.5.12 M. Sherris -- 1.5.13 M.J. Stamos -- 1.5.14 J.H. Weinert -- References -- 2 Financial and Actuarial Background -- 2.1 Setting the Stage -- 2.2 Investment Returns: Notation and Moments -- 2.3 But Why Logarithms? -- 2.4 Gompertz Survival Probabilities -- 2.5 Need-to-Know: Annuity Values -- 2.5.1 Life Only Immediate Annuity -- 2.5.2 Refund at Death IA -- References -- 3 Building a Tontine Simulation in R -- 3.1 On Rates, Yields and Returns -- 3.2 Life & -- Death: Known Parameters -- 3.2.1 Doubly Stochastic Death -- 3.3 Investment Returns -- 3.4 Dividend & -- Fund Values -- 3.4.1 Temporary Life Income Annuities -- 3.4.2 A Perfect Fund Value Over Time -- 3.4.3 Fixed Rules in a Variable World -- 3.4.4 The Natural Tontine Rule -- 3.4.5 The Cumulative Payout -- 3.5 Conclusion and What's Next -- 3.6 Test Yourself -- 4 Statistical Risk Management -- 4.1 Stable Tontine Dividends: Defined -- 4.2 Riskier Portfolios and Wider Bands -- 4.3 What's Worse: Mortality or Markets? -- 4.4 Excess Life -- 4.5 Conclusion and What's Next -- 4.6 Test Yourself -- 5 Death Benefits, Refunds and Covenants -- 5.1 Set Your Seed -- 5.2 Can You Get Your Money Back? -- 5.3 Modern Tontine v2.0 -- 5.4 The Intuition of Refunds -- 5.5 The Tontine Dashboard -- 5.6 Lapses, Surrenders and Other Regrets. 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 & -- 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. |
isbn |
9783031009280 9783031009273 |
callnumber-first |
Q - Science |
callnumber-subject |
QA - Mathematics |
callnumber-label |
QA276-280 |
callnumber-sort |
QA 3276 3280 |
genre |
Electronic books. |
genre_facet |
Electronic books. |
url |
https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=7013146 |
illustrated |
Not Illustrated |
oclc_num |
1329974491 |
work_keys_str_mv |
AT milevskymoshearye howtobuildamoderntontinealgorithmsscriptsandtips |
status_str |
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ids_txt_mv |
(MiAaPQ)5007013146 (Au-PeEL)EBL7013146 (OCoLC)1329974491 |
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hierarchy_parent_title |
Future of Business and Finance Series |
is_hierarchy_title |
How to Build a Modern Tontine : Algorithms, Scripts and Tips. |
container_title |
Future of Business and Finance Series |
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Info : Unimarc and ISO-8859-1 translations identical, choosing ISO-8859-1. --- [ 856 : z ] |
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