IDEAS home Printed from https://ideas.repec.org/h/spr/fuobcp/978-3-031-00928-0_4.html

Statistical Risk Management

In: How to Build a Modern Tontine

Author

Listed:
  • Moshe Arye Milevsky

Abstract

In this chapter I dig deeper into the results from the (very basic) simulation presented in the prior chapter so users can develop a more sophisticated sense of the drivers of the outcomes. Along the way I will introduce summary metrics that can quickly and easily represent the thousands of possible data points using key dashboard metrics for the dividends and fund values. I will also examine the mortality assumptions and dig deeper into some what if questions and broader risk management issues.

Suggested Citation

Handle: RePEc:spr:fuobcp:978-3-031-00928-0_4
DOI: 10.1007/978-3-031-00928-0_4
as

Download full text from publisher

To our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a
for a similarly titled item that would be available.

More about this item

Statistics

Access and download statistics

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:fuobcp:978-3-031-00928-0_4. See general information about how to correct material in RePEc.

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

We have no bibliographic references for this item. You can help adding them by using this form .

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

Please note that corrections may take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.