Statistical Risk Management

Moshe Milevsky

Chapter 4 in How to Build a Modern Tontine, 2022, pp 49-60 from Springer

Abstract: 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.

Date: 2022
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Persistent link: https://EconPapers.repec.org/RePEc:spr:fuobcp:978-3-031-00928-0_4

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DOI: 10.1007/978-3-031-00928-0_4

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