论文标题
撤回成功估计
Withdrawal Success Estimation
论文作者
论文摘要
鉴于几何征费α稳定的财富过程，为常规投资计划的最终财富建造了对数levy稳定的下限。使用转换，将下限应用于初始投资后发生的提款时间表。结果，在完成给定提款时间表的概率上描述了上限。对于等于时间的恒定金额的提款，对财富过程的初始投资和参数给出了必要的条件，以便可以以95％的信心进行$ K $的提款。当初始投资是在标准普尔综合指数中和$ 2 \ leq k \ leq 16 $中时，初始投资必须至少是每次提款的$ k $倍。
Given a geometric Levy alpha-stable wealth process, a log-Levy alpha-stable lower bound is constructed for the terminal wealth of a regular investing schedule. Using a transformation, the lower bound is applied to a schedule of withdrawals occurring after an initial investment. As a result, an upper bound is described on the probability to complete a given schedule of withdrawals. For withdrawals of a constant amount at equidistant times, necessary conditions are given on the initial investment and parameters of the wealth process such that $k$ withdrawals can be made with 95% confidence. When the initial investment is in the S&P Composite Index and $2\leq k\leq 16$, then the initial investment must be at least $k$ times the amount of each withdrawal.
