Tontine Statistical Projector

Nuova Longevità Tontine Statistical Model

This demo computes the statistical properties of a tontine with given charactistics. It uses a closed-form three-factor model and does not rely on simulation.

Tontine Design Parameters

The Group Gain represents the ratio of the actual survivor credits to the nominal survivor credits for the tontine pool, in aggregate. In a fair tontine, it represents a common adjustment factor that accounts for the difference between the amount of forfeitures actually experienced by the pool and the amount that was expected per the tontine's mortality table.