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pro vyhledávání: '"Rook, Christopher J."'
Autor:
Rook, Christopher J.
Prior to the financial crisis mortgage securitization models increased in sophistication as did products built to insure against losses. Layers of complexity formed upon a foundation that could not support it and as the foundation crumbled the housin
Externí odkaz:
http://arxiv.org/abs/1709.04070
Autor:
Rook, Christopher J., Kerman, Mitchell
Lognormal random variables appear naturally in many engineering disciplines, including wireless communications, reliability theory, and finance. So, too, does the sum of (correlated) lognormal random variables. Unfortunately, no closed form probabili
Externí odkaz:
http://arxiv.org/abs/1508.07582
Autor:
Rook, Christopher J.
Dynamic retirement glidepaths evolve over time based on some measure such as the retiree's funded status or current market valuations. Conversely, static glidepaths are fixed at a starting point and selected under the assumption that they will not ch
Externí odkaz:
http://arxiv.org/abs/1506.08400
Autor:
Rook, Christopher J.
Retirees who exhaust their savings while still alive are said to experience financial ruin. These savings are typically grown during the accumulation phase then spent during the retirement decumulation phase. Extensive research into invest-and-harves
Externí odkaz:
http://arxiv.org/abs/1501.00419