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  • Author's response to Comments on His Paper The Case for Stochastic Present Values
    Author's response to Comments on His Paper The Case for Stochastic Present Values Author response ... response to Eric Friedman’s comments on ‘The Case for Stochastic Present Values,” by Dimitry Mindlin Asset ...

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    • Authors: Dimitry D Mindlin
    • Date: Jun 2010
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Topics: Modeling & Statistical Methods>Forecasting; Pensions & Retirement>Assumptions and methods; Pensions & Retirement>Pension finance; Pensions & Retirement>Public sector plans
  • The Case for Stochastic Present Values
    financial instrument that delivers risk-free rates is U.S. Treasury bonds. That is the reasoning behind the ... of discounting benefit payments by the yields of U.S. Treasury bonds of various maturities. Note that ...

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    • Authors: Dimitry D Mindlin
    • Date: Jun 2010
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Topics: Pensions & Retirement>Assumptions and methods; Pensions & Retirement>Public sector plans
  • Present Values, Investment Returns and Discount Rates
    lognormal distribu- tion are calculated as follows: s 2 = ln (1 + V (1 + A)-2 ) (3.3) Using σ calculated ... is calculated as follows: m = ln (1 + A) - 1 s 2 (3.4) 2 PRESENT VALUES, INVESTMENT RETURNS ...

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    • Authors: Dimitry D Mindlin
    • Date: Feb 2014
    • Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
    • Publication Name: Risks & Rewards
    • Topics: Pensions & Retirement>Assumptions and methods