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Quant版 - [求助] 分析annuity
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话题: annuity话题: withdrawal话题: 分析话题: never话题: simulation
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1 (共1页)
c**********0
发帖数: 624
1
想用simulation分析annuity对于退休期间portfolio withdrawal rate的影响,请问大
牛 那里有书可以学习啊?
n********7
发帖数: 320
2
For variable annuity, if the market perform great, withdrawal rate is high
and otherwise is low. For many papers i read, you can only build a liner
model for this, linear regression if you have historical data. Never see any
better idea.
c**********0
发帖数: 624
3
想用simulation分析annuity对于退休期间portfolio withdrawal rate的影响,请问大
牛 那里有书可以学习啊?
n********7
发帖数: 320
4
For variable annuity, if the market perform great, withdrawal rate is high
and otherwise is low. For many papers i read, you can only build a liner
model for this, linear regression if you have historical data. Never see any
better idea.
c**********0
发帖数: 624
5
Actually there is simulation analysis here that are normative in thinking
about the possibility of survival. If you are interested, PM me and we can
talk further.
1 (共1页)
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话题: annuity话题: withdrawal话题: 分析话题: never话题: simulation