Goodbye LogNormal Distribution

Moshe Milevsky

Chapter 6 in How to Build a Modern Tontine, 2022, pp 81-100 from Springer

Abstract: Abstract The R-scripts presented and developed in the prior chapters assumed an investment return generating process that is both static and LogNormal, via the basic rnorm() function. Indeed, had this work been done in the 1970s, or perhaps the 1670s when national (versus natural) tontines were first launched, that might have been sufficient.

Date: 2022
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DOI: 10.1007/978-3-031-00928-0_6

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