Papers › Withdrawal Success Estimation
Withdrawal Success Estimation
Hayden Brown
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≤k≤16, then the initial investment must be at least k times the amount of each withdrawal.
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