ALTA ALTA Standard Folio Data IPL-Lognormal
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| Standard Folio Data IPL-Lognormal |
| ALTA |
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The IPL-lognormal model pdf can be obtained first by setting = L(V) in Eqn. ( 30). Therefore: [math]\displaystyle{ \breve{T}=L(V)=\frac{1}{K*V^n} }[/math] or: [math]\displaystyle{ e^{\overline{T'}}=\frac{1}{K*V^n} }[/math] Thus: [math]\displaystyle{ \overline{T}'=-ln(K)-n ln(V) }[/math](8) |
| IPL-Lognormal |
| See an example |
