岳同学2020-11-17 10:33:35

請問mock 1 Q2 B i and ii，這樣回答可以嗎? Robert should use the Monte Carlo simulation. 1. Monte Carlo simulation provides a possibility of distribution, a multiperiod estimation, and a path-dependent terminal value, which is suitable for Robert to estimate the possibility of achieving to fund his wife’s spending needs. 2. Mortality table can calculate PV of spending needs based on outflows and life expectancy. However, if the statistical assumptions are not held, the investor faces the risk of the insufficient fund; 3. Annuity method can calculate the PV of future spending needs for a given period of time. However, if the statistical assumptions are held, the investor faces longevity risk.