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  • Retirement Needs Framework, Chapter 9: Is Your Standard of Living Sustainable during Retirement? Ruin Probabilities, Asian Options, and Life Annuities
    uniformly lower for all asset allocations as a direct result of the shorter life span. The unconditional ... Analysis 33, no. 3:409-22. Panjer, H. 1986. "Direct Calculation of Ruin Prob- abilities," Journal ...

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    • Authors: Moshe Arye Milevsky, Christopher Robinson
    • Date: Jan 2000
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Modeling & Statistical Methods; Pensions & Retirement>Retirement risks