For + Inf + Borr + Save, With Default Testings
back to Fan's Dynamic Assets Repository Table of Content.
Testing borrowing and savings cases when default is allowed
@seealso
Contents
- Common Parameters
- Set Parameters where formal and informal interest rates are the same
- Set Parameters where formal and informal interest rates are the different
- Case A1 Default, Formal Menu (formal can rollover), fl_r_inf (0.07) > fl_r_fbr (0.6)
- Case A2, same as A1, but fl_r_inf (0.10) > fl_r_fbr (0.6)
- Case B1 Default, Informal Bridge Loan, Formal Menu (formal no rollover), fl_r_inf (0.07) > fl_r_fbr (0.6)
- Case B2, same as B1, but fl_r_inf (0.10) > fl_r_fbr (0.6)
Common Parameters
bl_default = true; fl_r_inf_low = 0.07; fl_r_inf_high = 0.10; fl_r_fbr = 0.06;
Set Parameters where formal and informal interest rates are the same
param_map_group_a = containers.Map('KeyType','char', 'ValueType','any'); % Key Borrowing Controls param_map_group_a('bl_default') = bl_default; % Interset Rates param_map_group_a('fl_r_inf') = fl_r_inf_low; param_map_group_a('fl_r_inf_bridge') = fl_r_inf_low; param_map_group_a('fl_r_fbr') = fl_r_fbr;
Set Parameters where formal and informal interest rates are the different
param_map_group_b = containers.Map('KeyType','char', 'ValueType','any'); % Key Borrowing Controls param_map_group_b('bl_default') = bl_default; % Interset Rates param_map_group_b('fl_r_inf') = fl_r_inf_high; param_map_group_b('fl_r_inf_bridge') = fl_r_inf_high; param_map_group_b('fl_r_fbr') = fl_r_fbr;
Case A1 Default, Formal Menu (formal can rollover), fl_r_inf (0.07) > fl_r_fbr (0.6)
Same Formal and informal rate
param_map_group_a('bl_bridge') = false; param_map_group_b('bl_rollover') = true; fsi_abz_fibs_ds_vecsv_testmain(param_map_group_a)
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xxx Preference xxxxxx
fl_beta = 0.94
fl_crra = 1.5
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xxx shocks xxxxxx
fl_z_rho = 0.8
fl_z_sig = 0.2
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xxx Boolean Controls xxxxxx
bl_default = 1
bl_bridge = 0
bl_rollover = 1
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xxx Float Controls xxxxxxxx
fl_default_aprime = 0
fl_b_bd = -12.5
fl_c_min = 0.025
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xxx Interest Rates xxxxxxxx
fl_r_fsv = 0.025
fl_r_inf = 0.07
fl_r_inf_bridge = 0.07
fl_r_fbr = 0.06
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xxx Formal Menu Params xxxx
st_forbrblk_type = seg3
fl_forbrblk_brmost = -19
fl_forbrblk_brleast = -1
fl_forbrblk_gap = -1.5
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ar_fl_b_bd = -20 -15 -10 -5
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Vary Borrow Bound
ar_fl_b_bd = -20 -15 -10 -5
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xxxxx fl_b_bd = -20 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 6.768598 seconds.
Elapsed time is 1.337202 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
________ _______ _________ _______ ______ ________ _______ ________ __________ __________ _______ _______ _______ _______ _______ _______ _______ _______ ________ ________ ________ ________ ________ _________ ________ ______ ______
cl_mt_pol_a -7.1567 6.1103 -0.85379 -20 49.533 0.045738 0.90342 0.050847 0.034123 2.1263e-37 -20 -20 -18.411 -16.636 -14.953 -13.271 -11.776 -9.1589 -5.8879 -3.271 -1.8692 -1.215 -0.65421 -0.093458 0.093458 1.7757 4.5794
cl_mt_pol_coh -5.8767 6.1776 -1.0512 -19.555 53.286 0 0.79898 0.20102 0.00016788 2.1263e-37 -19.408 -19.092 -17.303 -15.447 -13.744 -12.064 -10.541 -7.8641 -4.5869 -2.0363 -0.60852 0.019824 0.64517 1.114 1.7954 3.7309 6.6503
cl_mt_pol_c 1.4928 0.29939 0.20056 0.025 4.9612 0 0 1 0.033187 2.1263e-37 0.025 0.025 1.3107 1.436 1.459 1.4727 1.4833 1.5001 1.5221 1.548 1.5679 1.5789 1.6074 1.6409 1.7666 2.0348 2.3036
cl_mt_pol_b_bridge 0 0 NaN 0 0 1 0 0 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.73993 0.89513 -1.2098 -3.6991 0 0.30277 0.69723 0 0.0017861 0.30277 -3.6991 -3.5085 -2.8543 -2.2037 -1.6454 -1.183 -1.0822 -0.8043 -0.43411 -0.14402 0 0 0 0 0 0 0
cl_mt_pol_for_borr -6.5192 5.6853 -0.87208 -20.14 0 0.16071 0.83929 0 0.036422 0.16071 -20.14 -20.14 -15.37 -15.37 -15.37 -10.6 -10.6 -7.42 -5.83 -2.65 -1.06 -1.06 0 0 0 0 0
cl_mt_pol_for_save 0.10248 0.37062 3.6165 0 49.533 0.74297 0 0.25703 0.74297 2.1263e-37 0 0 0 0 0 0 0 0 0 0 0.031963 0.12542 0.14 0.22374 0.56075 1.7757 4.5794
xxxxx fl_b_bd = -15 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 3.654823 seconds.
Elapsed time is 0.880537 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
________ _______ _________ _______ ______ ________ _______ _______ __________ ___________ _______ _______ _______ _______ _______ _______ ________ ________ ________ _________ ________ ________ ________ ________ _______ ______ ______
cl_mt_pol_a -4.8255 4.625 -0.95845 -15 49.566 0.029911 0.86954 0.10055 0.026509 -2.4454e-35 -15 -15 -13.697 -12.045 -10.655 -9.2647 -8.0481 -6.1364 -3.7901 -1.9652 -1.0094 -0.57487 -0.22727 0.033422 0.81551 2.988 5.8556
cl_mt_pol_coh -3.5455 4.7135 -1.3295 -14.555 53.286 0 0.7229 0.2771 0.00015373 -2.4454e-35 -14.408 -14.092 -12.496 -10.825 -9.4331 -8.0907 -6.8791 -4.9147 -2.5695 -0.74464 0.25158 0.68607 1.0802 1.6016 2.5109 4.8435 7.8903
cl_mt_pol_c 1.3112 0.26587 0.20276 0.025 4.9292 0 0 1 0.022467 -2.4454e-35 0.025 0.025 1.1292 1.1826 1.2037 1.2189 1.2308 1.2539 1.2933 1.3385 1.383 1.4212 1.4647 1.5754 1.7196 2.0101 2.2685
cl_mt_pol_b_bridge 0 0 NaN 0 0 1 0 0 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.58956 0.75339 -1.2779 -3.7048 0 0.30912 0.69088 0 0.0017379 0.30912 -3.7048 -3.3572 -2.2792 -1.584 -1.1495 -1.0016 -0.87941 -0.64455 -0.33219 -0.053476 0 0 0 0 0 0 0
cl_mt_pol_for_borr -4.4008 4.1358 -0.93979 -15.37 0 0.22753 0.77247 0 0.030494 0.22753 -15.37 -15.37 -10.6 -10.6 -10.6 -7.42 -7.42 -5.83 -2.65 -1.06 -1.06 0 0 0 0 0 0
cl_mt_pol_for_save 0.16489 0.5503 3.3374 0 49.566 0.72079 0 0.27921 0.72079 -2.4454e-35 0 0 0 0 0 0 0 0 0 0 0.050642 0.13754 0.25027 0.37 0.89139 2.988 5.8556
xxxxx fl_b_bd = -10 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 4.205675 seconds.
Elapsed time is 0.511639 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
________ _______ _________ _______ ______ ________ _______ _______ __________ ___________ _______ _______ _______ _______ ________ ________ ________ ________ ________ ________ ________ ________ _______ _______ ______ ______ ______
cl_mt_pol_a -2.9832 3.277 -1.0985 -10 49.599 0.018984 0.8126 0.16841 0.016225 -2.1775e-34 -10 -10 -9.0374 -7.8342 -6.9519 -6.0695 -5.3476 -4.0642 -2.5401 -1.1765 -0.45455 -0.13369 0.18717 0.66845 1.631 3.7968 6.6845
cl_mt_pol_coh -1.7032 3.4129 -2.0038 -9.5553 53.286 0 0.64652 0.35348 0.00015104 -2.1775e-34 -9.4083 -8.9521 -7.8291 -6.7006 -5.738 -4.8612 -4.1393 -2.8554 -1.3061 0.031818 0.78744 1.1805 1.6361 2.2553 3.3198 5.7189 8.7526
cl_mt_pol_c 1.1807 0.29934 0.25353 0.025 4.8966 0 0 1 0.0088213 -2.1775e-34 0.025 0.4625 0.83616 0.89017 0.93143 0.95875 0.99173 1.0515 1.1357 1.2285 1.3052 1.3811 1.477 1.5947 1.7538 2.0312 2.2977
cl_mt_pol_b_bridge 0 0 NaN 0 0 1 0 0 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.40622 0.47901 -1.1792 -2.4196 0 0.3579 0.6421 0 0.00070771 0.3579 -2.3394 -2.0987 -1.2021 -1.079 -0.91861 -0.78674 -0.69225 -0.51754 -0.23952 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -2.8337 2.801 -0.98846 -10.6 0 0.29695 0.70305 0 0.019573 0.29695 -10.6 -10.6 -7.42 -7.42 -5.83 -5.83 -4.24 -4.24 -2.65 -1.06 0 0 0 0 0 0 0
cl_mt_pol_for_save 0.25666 0.73562 2.8661 0 49.599 0.66108 0 0.33892 0.66108 -2.1775e-34 0 0 0 0 0 0 0 0 0 0 0.12417 0.20439 0.34759 0.66845 1.631 3.7968 6.6845
xxxxx fl_b_bd = -5 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 3.079179 seconds.
Elapsed time is 0.207756 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
________ _______ _________ _______ ______ ________ _______ _______ __________ ___________ _______ _______ _______ ________ ________ ________ ________ ________ ________ ________ ________ _______ _______ ______ ______ ______ ______
cl_mt_pol_a -1.3414 2.1365 -1.5927 -5 49.559 0.021799 0.71994 0.25826 0.01285 -1.2741e-35 -5 -5 -4.6324 -4.1912 -3.75 -3.3088 -2.9412 -2.3529 -1.3235 -0.44118 0.073529 0.36765 0.73529 1.25 2.2059 4.4118 7.2059
cl_mt_pol_coh -0.0614 2.3542 -38.342 -4.5553 53.286 0 0.51955 0.48045 0.00027124 -1.2741e-35 -4.4135 -4.2126 -3.6505 -3.1409 -2.6562 -2.2085 -1.8409 -1.158 -0.12104 0.83484 1.4615 1.8291 2.2703 2.885 3.9513 6.3317 9.3291
cl_mt_pol_c 1.1909 0.33883 0.28452 0.025 4.9357 0 0 1 0.00027124 -1.2741e-35 0.29678 0.47124 0.68942 0.79605 0.87676 0.91867 0.95715 1.0517 1.1502 1.2698 1.3831 1.4751 1.5547 1.6565 1.8202 2.0495 2.336
cl_mt_pol_b_bridge 0 0 NaN 0 0 1 0 0 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.30133 0.35759 -1.1867 -1.2471 0 0.41348 0.58652 0 0.0048524 0.41348 -1.2471 -1.2194 -1.0724 -0.85176 -0.73529 -0.65882 -0.55765 -0.36765 -0.14412 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -1.4051 1.5039 -1.0703 -4.24 0 0.40921 0.59079 0 0.13501 0.40921 -4.24 -4.24 -4.24 -4.24 -2.65 -2.65 -2.65 -2.65 -1.06 0 0 0 0 0 0 0 0
cl_mt_pol_for_save 0.36504 0.89608 2.4548 0 49.559 0.60832 0 0.39168 0.60832 -1.2741e-35 0 0 0 0 0 0 0 0 0 0.048824 0.22059 0.36765 0.73529 1.25 2.2059 4.4118 7.2059
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Vary Minimum Consumption
ar_fl_c_min = 0.1 0.067 0.034 0.001
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xxxxx fl_c_min = 0.1 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 2.076948 seconds.
Elapsed time is 0.694228 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
________ _______ _________ _______ ______ ________ _______ ________ __________ _________ _______ _______ _______ _______ _______ _______ ________ ________ ________ ________ _______ _________ ________ ________ _______ _______ ______
cl_mt_pol_a -5.4696 3.9588 -0.72379 -12.5 49.415 0.075262 0.91119 0.013551 0.076166 7.704e-36 -12.5 -12.5 -12.5 -11.163 -10.578 -9.492 -8.74 -7.236 -4.9799 -3.1417 -1.9719 -1.387 -1.0528 -0.38436 0 0.20053 2.2059
cl_mt_pol_coh -4.1896 4.0192 -0.95934 -12.055 53.286 0 0.81767 0.18233 0.0003475 7.704e-36 -11.987 -11.713 -11.291 -9.9481 -9.3039 -8.2832 -7.5312 -5.9436 -3.765 -1.8494 -0.6734 -0.14444 0.40664 0.90837 1.3876 2.3355 4.5135
cl_mt_pol_c 1.8129 0.49835 0.27489 0.1 5.0759 0 0 1 0.07393 7.704e-36 0.1 0.1 0.1 1.6605 1.8309 1.8776 1.899 1.9221 1.9456 1.9672 1.9806 1.9902 2.007 2.0408 2.1172 2.3838 2.6072
cl_mt_pol_b_bridge 0 0 NaN 0 0 1 0 0 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.60893 0.6401 -1.0512 -2.4898 0 0.28179 0.71821 0 0.00059326 0.28179 -2.4062 -2.2391 -1.9 -1.9 -1.2364 -1.0766 -0.98575 -0.73995 -0.40816 -0.15262 0 0 0 0 0 0 0
cl_mt_pol_for_borr -4.8985 3.6499 -0.74511 -10.6 0 0.14244 0.85756 0 0.18409 0.14244 -10.6 -10.6 -10.6 -10.6 -10.6 -7.42 -7.42 -7.42 -4.24 -2.65 -1.06 -1.06 -1.06 0 0 0 0
cl_mt_pol_for_save 0.037854 0.15734 4.1564 0 49.415 0.79347 0 0.20653 0.79347 7.704e-36 0 0 0 0 0 0 0 0 0 0 0 0.0071925 0.016925 0.10535 0.26029 0.60668 2.2059
xxxxx fl_c_min = 0.067 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 2.841540 seconds.
Elapsed time is 0.643379 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
________ _______ _________ _______ ______ _______ _______ ________ __________ __________ _______ _______ _______ _______ _______ _______ ________ ________ ________ ________ ________ _________ ________ ________ _______ ______ ______
cl_mt_pol_a -5.0876 3.9581 -0.77797 -12.5 49.499 0.0576 0.90885 0.033552 0.055906 4.8301e-35 -12.5 -12.5 -12.5 -10.996 -10.077 -9.1578 -8.3222 -6.6511 -4.5622 -2.6404 -1.6377 -1.0528 -0.63503 -0.13369 0 1.2868 3.877
cl_mt_pol_coh -3.8076 4.0306 -1.0586 -12.055 53.286 0 0.78536 0.21464 0.00028348 4.8301e-35 -11.908 -11.713 -10.891 -9.837 -8.8094 -7.9428 -7.0299 -5.4361 -3.2879 -1.4316 -0.33277 0.15597 0.65731 1.0479 1.5835 3.2546 6.012
cl_mt_pol_c 1.5814 0.37287 0.23579 0.067 4.9944 0 0 1 0.051887 4.8301e-35 0.067 0.067 0.067 1.5091 1.5778 1.5985 1.6114 1.6319 1.6512 1.6753 1.6945 1.7068 1.7275 1.7505 1.8555 2.0985 2.3451
cl_mt_pol_b_bridge 0 0 NaN 0 0 1 0 0 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.60535 0.62104 -1.0259 -2.4898 0 0.2648 0.7352 0 0.0028741 0.2648 -2.4898 -2.3226 -1.9 -1.7378 -1.1626 -1.0717 -0.91193 -0.73995 -0.47955 -0.15749 0 0 0 0 0 0 0
cl_mt_pol_for_borr -4.5432 3.6195 -0.79668 -10.6 0 0.16849 0.83151 0 0.15757 0.16849 -10.6 -10.6 -10.6 -10.6 -10.6 -7.42 -7.42 -5.83 -4.24 -2.65 -1.06 -1.06 0 0 0 0 0
cl_mt_pol_for_save 0.060917 0.28371 4.6574 0 49.499 0.7928 0 0.2072 0.7928 4.8301e-35 0 0 0 0 0 0 0 0 0 0 0 0.0071925 0.090749 0.17674 0.26516 1.2868 3.877
xxxxx fl_c_min = 0.034 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 3.772919 seconds.
Elapsed time is 0.477038 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
________ _______ _________ _______ ______ ________ _______ _______ __________ __________ _______ _______ _______ _______ _______ ________ _______ ________ ________ _________ ________ ________ ________ ________ _______ ______ ______
cl_mt_pol_a -4.1751 3.9521 -0.94658 -12.5 49.582 0.031265 0.86469 0.10404 0.026071 1.8582e-34 -12.5 -12.5 -11.414 -10.328 -9.0742 -7.988 -7.1524 -5.3977 -3.3924 -1.8048 -0.96925 -0.55147 -0.13369 0.033422 0.86898 2.9579 5.8824
cl_mt_pol_coh -2.8951 4.0522 -1.3997 -12.055 53.286 0 0.71283 0.28717 0.00018696 1.8582e-34 -11.908 -11.592 -10.282 -9.0849 -7.8902 -6.804 -5.8818 -4.2138 -2.1836 -0.57752 0.32928 0.74086 1.137 1.6085 2.5611 4.9006 7.9338
cl_mt_pol_c 1.3135 0.27134 0.20658 0.034 4.9129 0 0 1 0.024189 1.8582e-34 0.034 0.034 1.1005 1.1826 1.2049 1.2204 1.2334 1.2584 1.2986 1.3457 1.4017 1.4222 1.4685 1.5746 1.7235 2.0278 2.2948
cl_mt_pol_b_bridge 0 0 NaN 0 0 1 0 0 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.51611 0.56452 -1.0938 -2.4898 0 0.30827 0.69173 0 0.0031094 0.30827 -2.4898 -2.3226 -1.9 -1.2364 -1.0766 -0.98088 -0.8235 -0.65152 -0.38436 -0.076364 0 0 0 0 0 0 0
cl_mt_pol_for_borr -3.8139 3.518 -0.92242 -10.6 0 0.23751 0.76249 0 0.1157 0.23751 -10.6 -10.6 -10.6 -10.6 -7.42 -7.42 -7.42 -4.24 -2.65 -1.06 -1.06 0 0 0 0 0 0
cl_mt_pol_for_save 0.15486 0.5582 3.6045 0 49.582 0.72299 0 0.27701 0.72299 1.8582e-34 0 0 0 0 0 0 0 0 0 0 0.012059 0.093182 0.17917 0.27246 0.86898 2.9579 5.8824
xxxxx fl_c_min = 0.001 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 4.617977 seconds.
Elapsed time is 0.302827 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
________ _______ _________ _______ ______ ________ _______ _______ __________ __________ _______ _______ _______ _______ ________ _______ ________ ________ ________ ________ ________ _________ _______ _______ ______ ______ ______
cl_mt_pol_a -3.233 3.4563 -1.0691 -12.5 49.582 0.011756 0.80944 0.17881 0.00015645 6.0208e-27 -12.166 -11.08 -9.3249 -7.988 -7.1524 -6.4004 -5.8155 -4.4786 -2.891 -1.387 -0.55147 -0.050134 0.20053 0.78543 1.7045 3.9606 6.8015
cl_mt_pol_coh -1.953 3.6168 -1.8519 -12.055 53.286 0 0.66856 0.33144 4.715e-06 6.0208e-27 -11.316 -10.121 -8.277 -6.9278 -6.0146 -5.2238 -4.5882 -3.2915 -1.6638 -0.17206 0.80274 1.2386 1.7219 2.3346 3.4111 5.8198 8.8643
cl_mt_pol_c 1.0865 0.36329 0.33438 0.001 4.9129 0 0 1 0.00013627 6.0208e-27 0.15276 0.32854 0.53594 0.636 0.70816 0.79746 0.85513 0.93979 1.0567 1.1895 1.2836 1.3743 1.4847 1.599 1.7419 2.0441 2.3172
cl_mt_pol_b_bridge 0 0 NaN 0 0 1 0 0 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.41291 0.4808 -1.1644 -2.4898 0 0.36124 0.63876 0 0.0018794 0.36124 -2.4898 -2.072 -1.2413 -1.0766 -0.91193 -0.8235 -0.71858 -0.49414 -0.24104 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -3.0847 2.9408 -0.95334 -10.6 0 0.28252 0.71748 0 0.035187 0.28252 -10.6 -10.6 -7.42 -7.42 -7.42 -5.83 -5.83 -4.24 -2.65 -1.06 0 0 0 0 0 0 0
cl_mt_pol_for_save 0.26467 0.76328 2.8839 0 49.582 0.65051 0 0.34949 0.65051 6.0208e-27 0 0 0 0 0 0 0 0 0 0 0.10048 0.1889 0.28409 0.78543 1.7045 3.9606 6.8015
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Vary Interest rate
ar_fl_r_inf = 0.2 0.13667 0.073333 0.01
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xxxxx fl_r_inf = 0.2 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 3.941023 seconds.
Elapsed time is 0.881312 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
_________ _______ _________ ________ ______ ________ _______ _______ __________ __________ ________ ________ ________ _________ _______ _________ ________ _______ _______ ________ _______ ______ _______ _______ ______ ______ ______
cl_mt_pol_a -3.2671 3.8411 -1.1757 -12.5 49.582 0.045801 0.76655 0.18765 0.015698 -4.114e-34 -12.5 -12.5 -10.578 -9.3249 -7.6537 -6.8182 -5.8155 -4.2279 -2.4733 -0.96925 -0.3008 0 0.28409 0.78543 1.7045 3.877 6.7179
cl_mt_pol_coh -1.9871 3.9613 -1.9936 -12.055 53.286 0 0.62463 0.37537 0.00013927 -4.114e-34 -11.908 -11.452 -9.4468 -8.1099 -6.5783 -5.5756 -4.6067 -3.0372 -1.246 0.2147 0.96985 1.3384 1.7561 2.341 3.3898 5.7542 8.7808
cl_mt_pol_c 1.2431 0.27981 0.2251 0.025 4.9129 0 0 1 0.014902 -4.114e-34 0.025 0.025 0.9633 1.0266 1.0526 1.0711 1.1023 1.1423 1.1965 1.2782 1.3407 1.3944 1.489 1.6098 1.7459 2.0479 2.3153
cl_mt_pol_b_bridge 0 0 NaN 0 0 1 0 0 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.033376 0.11621 -3.4819 -0.98088 0 0.86525 0.13475 0 0.0023021 0.86525 -0.98088 -0.65152 -0.23861 -0.076364 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -3.8754 3.8412 -0.99117 -15.37 0 0.24305 0.75695 0 0.022146 0.24305 -15.37 -15.37 -10.6 -10.6 -7.42 -7.42 -5.83 -4.24 -2.65 -1.06 -1.06 0 0 0 0 0 0
cl_mt_pol_for_save 0.64174 0.85737 1.336 0 49.582 0.18055 0 0.81945 0.18055 -4.114e-34 0 0 0 0 0 0.0071925 0.014492 0.17674 0.42497 0.67564 0.85249 1.0147 1.1032 1.6094 2.4566 3.877 6.7179
xxxxx fl_r_inf = 0.13667 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 5.203837 seconds.
Elapsed time is 0.987891 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
________ _______ _________ _______ ______ ________ _______ _______ __________ ___________ _______ ________ ________ ________ ________ ________ _________ ________ _______ _______ ________ _______ _______ _______ ______ ______ ______
cl_mt_pol_a -3.4462 3.9012 -1.132 -12.5 49.582 0.033633 0.7917 0.17467 0.019335 -1.9065e-34 -12.5 -12.5 -10.912 -9.6591 -8.0715 -7.0689 -5.9826 -4.3951 -2.6404 -1.0528 -0.46791 0 0.20053 0.70187 1.5374 3.7934 6.6344
cl_mt_pol_coh -2.1662 4.0141 -1.853 -12.055 53.286 0 0.64076 0.35924 0.00014218 -1.9065e-34 -11.908 -11.452 -9.7072 -8.3848 -6.9125 -5.8039 -4.8512 -3.2636 -1.4254 0.07861 0.8863 1.2088 1.642 2.2449 3.2601 5.6527 8.6913
cl_mt_pol_c 1.2372 0.27833 0.22497 0.025 4.9129 0 0 1 0.015073 -1.9065e-34 0.025 0.025 0.95634 1.0333 1.0529 1.0785 1.1008 1.139 1.1927 1.2566 1.3346 1.3877 1.4808 1.5929 1.7398 2.042 2.3129
cl_mt_pol_b_bridge 0 0 NaN 0 0 1 0 0 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.08578 0.19942 -2.3248 -1.4822 0 0.73996 0.26004 0 0.00025388 0.73996 -1.3987 -0.98575 -0.48684 -0.32217 -0.23374 -0.13369 -0.050134 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -3.889 3.8372 -0.98667 -15.37 0 0.24894 0.75106 0 0.020506 0.24894 -15.37 -15.37 -10.6 -10.6 -7.42 -7.42 -5.83 -4.24 -2.65 -1.06 -1.06 0 0 0 0 0 0
cl_mt_pol_for_save 0.52859 0.82051 1.5522 0 49.582 0.29368 0 0.70632 0.29368 -1.9065e-34 0 0 0 0 0 0 0 0.014492 0.26029 0.51096 0.68537 0.84519 0.93604 1.3703 2.2894 3.7934 6.6344
xxxxx fl_r_inf = 0.073333 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 3.504604 seconds.
Elapsed time is 0.754445 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
________ _______ _________ _______ ______ ________ _______ _______ __________ __________ _______ _______ _______ _______ ________ _______ ________ ________ ________ ________ ________ _______ _______ _______ ______ ______ ______
cl_mt_pol_a -3.7799 3.9223 -1.0377 -12.5 49.582 0.027877 0.83097 0.14115 0.020129 2.0628e-34 -12.5 -12.5 -11.247 -9.9098 -8.5729 -7.4866 -6.484 -4.8964 -2.9746 -1.4706 -0.63503 -0.3008 0 0.36765 1.2868 3.4592 6.3001
cl_mt_pol_coh -2.4999 4.0308 -1.6124 -12.055 53.286 0 0.67945 0.32055 0.00014905 2.0628e-34 -11.908 -11.452 -10.041 -8.6948 -7.3641 -6.2717 -5.3249 -3.6814 -1.7658 -0.25561 0.59226 0.97351 1.3944 1.9725 2.9789 5.3491 8.41
cl_mt_pol_c 1.2376 0.2736 0.22107 0.025 4.9129 0 0 1 0.015835 2.0628e-34 0.025 0.025 0.98376 1.0411 1.0662 1.0854 1.1025 1.1373 1.1994 1.2721 1.3326 1.3739 1.4656 1.5786 1.7316 2.0339 2.3064
cl_mt_pol_b_bridge 0 0 NaN 0 0 1 0 0 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.42747 0.51452 -1.2036 -2.3226 0 0.37683 0.62317 0 0.0023387 0.37683 -2.3226 -2.072 -1.5706 -1.0766 -0.98088 -0.8235 -0.71858 -0.49414 -0.24104 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -3.5704 3.4654 -0.9706 -10.6 0 0.26517 0.73483 0 0.10516 0.26517 -10.6 -10.6 -10.6 -10.6 -7.42 -7.42 -5.83 -4.24 -2.65 -1.06 0 0 0 0 0 0 0
cl_mt_pol_for_save 0.218 0.65539 3.0064 0 49.582 0.65105 0 0.34895 0.65105 2.0628e-34 0 0 0 0 0 0 0 0 0 0 0.11698 0.20053 0.34385 0.53476 1.2868 3.4592 6.3001
xxxxx fl_r_inf = 0.01 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 3.467635 seconds.
Elapsed time is 0.450620 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
__________ __________ _________ _______ ______ __________ _______ __________ _________ __________ _______ _______ _______ _______ _______ _______ _______ _______ _______ _______ _______ _______ _______ _______ _______ _______ _______
cl_mt_pol_a -11.874 0.92777 -0.078134 -12.5 49.332 2.1838e-10 1 8.0517e-08 0.32336 3.0779e-35 -12.5 -12.5 -12.5 -12.5 -12.5 -12.5 -12.5 -12.416 -12.249 -11.915 -11.664 -11.414 -11.163 -10.745 -9.9933 -8.2386 -5.9826
cl_mt_pol_coh -10.594 1.2113 -0.11434 -12.055 53.286 0 0.99999 8.0787e-06 0.0024274 3.0779e-35 -12.055 -11.908 -11.817 -11.713 -11.592 -11.486 -11.452 -11.291 -10.951 -10.539 -10.139 -9.8708 -9.5239 -9.0226 -8.1378 -6.1872 -3.7586
cl_mt_pol_c 1.1624 0.34928 0.30047 0.32092 5.1575 0 0 1 0.0024274 3.0779e-35 0.32092 0.46798 0.55886 0.66368 0.78461 0.86816 0.9241 1.0101 1.1727 1.2764 1.4062 1.4844 1.5005 1.6072 1.7616 2.0007 2.247
cl_mt_pol_b_bridge 0 0 NaN 0 0 1 0 0 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -11.874 0.92776 -0.078134 -12.5 0 8.0735e-08 1 0 0.32336 8.0735e-08 -12.5 -12.5 -12.5 -12.5 -12.5 -12.5 -12.5 -12.416 -12.249 -11.915 -11.664 -11.414 -11.163 -10.745 -9.9933 -8.2386 -5.9826
cl_mt_pol_for_borr 0 0 NaN 0 0 1 0 0 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_save 4.3584e-08 0.00021609 4958.1 0 49.332 1 0 8.0517e-08 1 3.0779e-35 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
ans =
Map with properties:
Count: 22
KeyType: char
ValueType: any
Case A2, same as A1, but fl_r_inf (0.10) > fl_r_fbr (0.6)
Different Formal and informal rate
param_map_group_b('bl_bridge') = false; param_map_group_b('bl_rollover') = true; fsi_abz_fibs_ds_vecsv_testmain(param_map_group_b);
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xxx Preference xxxxxx
fl_beta = 0.94
fl_crra = 1.5
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xxx shocks xxxxxx
fl_z_rho = 0.8
fl_z_sig = 0.2
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xxx Boolean Controls xxxxxx
bl_default = 1
bl_bridge = 0
bl_rollover = 1
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xxx Float Controls xxxxxxxx
fl_default_aprime = 0
fl_b_bd = -12.5
fl_c_min = 0.025
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xxx Interest Rates xxxxxxxx
fl_r_fsv = 0.025
fl_r_inf = 0.1
fl_r_inf_bridge = 0.1
fl_r_fbr = 0.06
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xxx Formal Menu Params xxxx
st_forbrblk_type = seg3
fl_forbrblk_brmost = -19
fl_forbrblk_brleast = -1
fl_forbrblk_gap = -1.5
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ar_fl_b_bd = -20 -15 -10 -5
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Vary Borrow Bound
ar_fl_b_bd = -20 -15 -10 -5
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xxxxx fl_b_bd = -20 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 4.042306 seconds.
Elapsed time is 1.659128 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
________ _______ _________ _______ ______ ________ _______ _______ __________ ___________ _______ _______ _______ ________ ________ ________ ________ ________ ________ _______ _______ _______ ________ ______ ________ ______ ______
cl_mt_pol_a -7.022 6.12 -0.87154 -20 49.533 0.046495 0.89737 0.05613 0.034174 -6.3946e-37 -20 -20 -18.505 -16.636 -14.86 -13.178 -11.495 -8.8785 -5.7009 -3.0841 -1.6822 -1.1215 -0.65421 0 0.093458 1.9626 4.7664
cl_mt_pol_coh -5.742 6.1894 -1.0779 -19.555 53.286 0 0.78994 0.21006 0.00016663 -6.3946e-37 -19.408 -19.092 -17.343 -15.401 -13.625 -11.969 -10.294 -7.671 -4.4 -1.8753 -0.4809 0.12187 0.67403 1.2075 1.8601 3.9162 6.8422
cl_mt_pol_c 1.4892 0.29924 0.20094 0.025 4.9612 0 0 1 0.033194 -6.3946e-37 0.025 0.025 1.3131 1.4219 1.4482 1.4646 1.4767 1.4944 1.5194 1.545 1.5643 1.5751 1.6085 1.6428 1.7667 2.0348 2.3096
cl_mt_pol_b_bridge 0 0 NaN 0 0 1 0 0 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.26411 0.4659 -1.7641 -2.2972 0 0.5842 0.4158 0 0.0011782 0.5842 -2.2972 -2.0168 -1.365 -0.89533 -0.62103 -0.52393 -0.37383 -0.15374 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -7.1324 6.1768 -0.86603 -20.14 0 0.13704 0.86296 0 0.076674 0.13704 -20.14 -20.14 -20.14 -15.37 -15.37 -15.37 -10.6 -7.42 -5.83 -2.65 -1.06 -1.06 -1.06 0 0 0 0
cl_mt_pol_for_save 0.37446 0.62353 1.6652 0 49.533 0.46229 0 0.53771 0.46229 -6.3946e-37 0 0 0 0 0 0 0 0 0.035607 0.31234 0.5029 0.68738 0.79056 1.2615 1.8186 2.383 4.7664
xxxxx fl_b_bd = -15 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 4.415754 seconds.
Elapsed time is 1.684625 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
________ _______ _________ _______ ______ ________ _______ _______ __________ __________ _______ _______ _______ ________ ________ ________ ________ _________ ________ ________ ________ ________ _______ _______ ______ ______ ______
cl_mt_pol_a -4.5895 4.6369 -1.0103 -15 49.566 0.037299 0.83847 0.12423 0.026236 -2.651e-36 -15 -15 -13.697 -11.872 -10.394 -9.0909 -7.7005 -5.7888 -3.5294 -1.7045 -0.83556 -0.31417 0 0.20722 1.0762 3.1618 6.0294
cl_mt_pol_coh -3.3095 4.7281 -1.4287 -14.555 53.286 0 0.69854 0.30146 0.00014719 -2.651e-36 -14.408 -13.952 -12.496 -10.611 -9.1334 -7.7952 -6.5315 -4.5848 -2.3206 -0.50451 0.46011 0.8946 1.254 1.8108 2.7324 5.0776 8.0986
cl_mt_pol_c 1.3097 0.26635 0.20337 0.025 4.9292 0 0 1 0.022048 -2.651e-36 0.025 0.025 1.1299 1.1798 1.201 1.2188 1.2303 1.2477 1.2877 1.3364 1.3756 1.418 1.4682 1.5775 1.7217 2.0162 2.275
cl_mt_pol_b_bridge 0 0 NaN 0 0 1 0 0 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.20779 0.38412 -1.8485 -2.2275 0 0.58093 0.41907 0 0.0018006 0.58093 -2.2275 -1.8799 -1.0626 -0.65396 -0.53182 -0.39326 -0.30636 -0.097326 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -4.763 4.5623 -0.95787 -15.37 0 0.217 0.783 0 0.07118 0.217 -15.37 -15.37 -15.37 -10.6 -10.6 -10.6 -7.42 -5.83 -4.24 -1.06 -1.06 0 0 0 0 0 0
cl_mt_pol_for_save 0.38128 0.68235 1.7896 0 49.566 0.45636 0 0.54364 0.45636 -2.651e-36 0 0 0 0 0 0 0 0 0.050642 0.33717 0.48513 0.59786 0.73642 1.1615 1.6845 3.1618 6.0294
xxxxx fl_b_bd = -10 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 5.472061 seconds.
Elapsed time is 0.340506 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
________ _______ _________ _______ ______ ________ _______ _______ __________ ___________ _______ _______ ________ ________ ________ ________ ________ _________ _______ _______ ________ _______ _______ _______ ______ ______ ______
cl_mt_pol_a -2.8367 3.2966 -1.1621 -10 49.599 0.024865 0.78434 0.1908 0.016361 -3.1666e-34 -10 -10 -8.877 -7.5936 -6.7914 -5.9091 -5.2674 -3.984 -2.3797 -1.016 -0.29412 0 0.34759 0.82888 1.7914 3.9572 6.8449
cl_mt_pol_coh -1.5567 3.4314 -2.2042 -9.5553 53.286 0 0.623 0.377 0.00014824 -3.1666e-34 -9.4083 -8.9521 -7.7687 -6.4655 -5.5827 -4.7553 -4.0382 -2.75 -1.1658 0.19273 0.93986 1.3409 1.7965 2.4079 3.4802 5.8649 8.913
cl_mt_pol_c 1.1819 0.30165 0.25523 0.025 4.8966 0 0 1 0.0087483 -3.1666e-34 0.025 0.4625 0.8372 0.8797 0.9212 0.95818 0.99156 1.0508 1.1377 1.235 1.3157 1.3909 1.4811 1.6179 1.7558 2.0348 2.3016
cl_mt_pol_b_bridge 0 0 NaN 0 0 1 0 0 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.14107 0.25293 -1.7929 -1.5372 0 0.6199 0.3801 0 0.00046167 0.6199 -1.457 -1.2164 -0.67797 -0.51754 -0.38567 -0.29412 -0.21096 -0.050535 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -3.1117 3.029 -0.97342 -10.6 0 0.27657 0.72343 0 0.049429 0.27657 -10.6 -10.6 -7.42 -7.42 -7.42 -5.83 -5.83 -4.24 -2.65 -1.06 0 0 0 0 0 0 0
cl_mt_pol_for_save 0.41605 0.777 1.8676 0 49.599 0.40496 0 0.59504 0.40496 -3.1666e-34 0 0 0 0 0 0 0 0 0.10989 0.35053 0.52524 0.62856 0.74866 1.0813 1.7914 3.9572 6.8449
xxxxx fl_b_bd = -5 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 3.599378 seconds.
Elapsed time is 0.298162 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
________ _______ _________ _______ ______ ________ _______ _______ __________ __________ _______ ________ ________ ________ ________ ________ ________ ________ _______ ________ _______ _______ _______ ______ ______ ______ ______
cl_mt_pol_a -1.1626 2.159 -1.8571 -5 49.559 0.021765 0.67572 0.30252 0.004896 4.0307e-34 -5 -4.8529 -4.4118 -4.1176 -3.75 -3.1618 -2.7941 -2.2059 -1.0294 -0.14706 0.22059 0.51471 0.88235 1.4706 2.4265 4.5588 7.3529
cl_mt_pol_coh 0.11744 2.3735 20.211 -4.5553 53.286 0 0.4783 0.5217 0.00017228 4.0307e-34 -4.4083 -4.0655 -3.4773 -3.0559 -2.6148 -2.1 -1.6727 -0.99711 0.12568 1.0617 1.6453 1.9826 2.4346 3.047 4.115 6.4879 9.4762
cl_mt_pol_c 1.1959 0.34117 0.28529 0.025 4.9357 0 0 1 0.00024303 4.0307e-34 0.28266 0.46982 0.65944 0.80905 0.88258 0.9115 0.97755 1.0504 1.1615 1.272 1.398 1.4812 1.5668 1.6616 1.8249 2.0544 2.3408
cl_mt_pol_b_bridge 0 0 NaN 0 0 1 0 0 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.10383 0.18707 -1.8016 -0.76 0 0.65029 0.34971 0 0.004896 0.65029 -0.76 -0.70471 -0.55765 -0.41059 -0.29412 -0.21765 -0.14412 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -1.5518 1.6078 -1.0361 -4.24 0 0.40276 0.59724 0 0.18067 0.40276 -4.24 -4.24 -4.24 -4.24 -4.24 -2.65 -2.65 -2.65 -1.06 0 0 0 0 0 0 0 0
cl_mt_pol_for_save 0.49306 0.92526 1.8766 0 49.559 0.37148 0 0.62852 0.37148 4.0307e-34 0 0 0 0 0 0 0 0 0.14706 0.36765 0.51765 0.66471 0.88235 1.4706 2.4265 4.5588 7.3529
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Vary Minimum Consumption
ar_fl_c_min = 0.1 0.067 0.034 0.001
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xxxxx fl_c_min = 0.1 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 2.413517 seconds.
Elapsed time is 0.572629 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
________ _______ _________ _______ ______ ________ _______ ________ __________ ___________ _______ _______ _______ _______ ________ ________ ________ ________ _______ ________ ________ ________ _______ ________ _______ _______ ______
cl_mt_pol_a -5.4332 3.9586 -0.72859 -12.5 49.415 0.076123 0.90829 0.015585 0.076722 -1.6717e-35 -12.5 -12.5 -12.5 -11.08 -10.495 -9.5755 -8.74 -7.1524 -5.0635 -3.0582 -1.9719 -1.2199 -1.0528 -0.21725 0 0.28409 2.373
cl_mt_pol_coh -4.1532 4.0201 -0.96795 -12.055 53.286 0 0.81515 0.18485 0.00035169 -1.6717e-35 -11.987 -11.713 -11.291 -9.8743 -9.2674 -8.277 -7.4974 -5.9098 -3.7056 -1.8309 -0.61406 -0.11272 0.41283 0.90837 1.3944 2.4246 4.6561
cl_mt_pol_c 1.8096 0.50029 0.27646 0.1 5.0759 0 0 1 0.074418 -1.6717e-35 0.1 0.1 0.1 1.6661 1.8317 1.8574 1.8785 1.9064 1.9442 1.9721 1.9863 1.9966 2.0132 2.0408 2.1195 2.3764 2.6423
cl_mt_pol_b_bridge 0 0 NaN 0 0 1 0 0 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.32862 0.54793 -1.6674 -1.9 0 0.53182 0.46818 0 0.076722 0.53182 -1.9 -1.9 -1.9 -1.2364 -0.73021 -0.57527 -0.47955 -0.23618 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -5.2975 3.7262 -0.70339 -10.6 0 0.11056 0.88944 0 0.23561 0.11056 -10.6 -10.6 -10.6 -10.6 -10.6 -10.6 -7.42 -7.42 -5.83 -2.65 -2.65 -1.06 -1.06 0 0 0 0
cl_mt_pol_for_save 0.19294 0.34769 1.802 0 49.415 0.5443 0 0.4557 0.5443 -1.6717e-35 0 0 0 0 0 0 0 0 0 0.098048 0.26759 0.42497 0.51096 0.67807 0.85735 1.5258 2.373
xxxxx fl_c_min = 0.067 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 2.103077 seconds.
Elapsed time is 0.772377 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
_______ _______ _________ _______ ______ ________ _______ _______ __________ __________ _______ _______ _______ ________ ________ _______ ________ ________ _______ _______ ________ _______ ________ _________ ______ ______ ______
cl_mt_pol_a -4.9971 3.9615 -0.79275 -12.5 49.499 0.056857 0.90113 0.04201 0.055853 3.9635e-36 -12.5 -12.5 -12.5 -10.912 -10.077 -9.1578 -8.1551 -6.5675 -4.3951 -2.6404 -1.5541 -1.0528 -0.71858 -0.050134 0 1.4539 4.0441
cl_mt_pol_coh -3.7171 4.0369 -1.086 -12.055 53.286 0 0.7788 0.2212 0.00028433 3.9635e-36 -11.908 -11.713 -10.891 -9.7534 -8.7507 -7.8654 -6.9278 -5.2932 -3.1801 -1.348 -0.26536 0.2215 0.68262 1.0571 1.6085 3.4217 6.2241
cl_mt_pol_c 1.5755 0.37231 0.23631 0.067 4.9944 0 0 1 0.05183 3.9635e-36 0.067 0.067 0.067 1.5043 1.5661 1.589 1.6038 1.6237 1.6455 1.666 1.6845 1.7051 1.7173 1.75 1.8604 2.1094 2.3543
cl_mt_pol_b_bridge 0 0 NaN 0 0 1 0 0 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.2954 0.49416 -1.6729 -1.9 0 0.53616 0.46384 0 0.055853 0.53616 -1.9 -1.9 -1.9 -0.89733 -0.65639 -0.5631 -0.40816 -0.23861 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -4.9348 3.7228 -0.7544 -10.6 0 0.13137 0.86863 0 0.20888 0.13137 -10.6 -10.6 -10.6 -10.6 -10.6 -10.6 -7.42 -5.83 -4.24 -2.65 -1.06 -1.06 -1.06 0 0 0 0
cl_mt_pol_for_save 0.23303 0.4205 1.8045 0 49.499 0.52069 0 0.47931 0.52069 3.9635e-36 0 0 0 0 0 0 0 0 0 0.1816 0.34872 0.50853 0.59452 0.68294 1.0245 1.6094 4.0441
xxxxx fl_c_min = 0.034 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 2.642689 seconds.
Elapsed time is 0.385944 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
________ _______ _________ _______ ______ _______ _______ _______ __________ _________ _______ _______ _______ ________ _______ ________ _______ ________ ________ ________ ________ _______ _______ _______ ______ ______ ______
cl_mt_pol_a -3.9563 3.9662 -1.0025 -12.5 49.582 0.03861 0.83285 0.12854 0.026574 3.433e-35 -12.5 -12.5 -11.33 -10.16 -8.9071 -7.7373 -6.8182 -5.2306 -3.1417 -1.4706 -0.71858 -0.3008 0 0.20053 1.0361 3.2086 6.133
cl_mt_pol_coh -2.6763 4.0697 -1.5207 -12.055 53.286 0 0.68663 0.31337 0.00018194 3.433e-35 -11.908 -11.592 -10.139 -8.9331 -7.7163 -6.5321 -5.613 -3.988 -1.9329 -0.32685 0.55573 0.90837 1.3077 1.8333 2.8081 5.1378 8.1593
cl_mt_pol_c 1.3112 0.27227 0.20766 0.034 4.9129 0 0 1 0.023662 3.433e-35 0.034 0.034 1.085 1.1777 1.2022 1.2172 1.2275 1.2556 1.2971 1.3337 1.3822 1.4146 1.4735 1.5766 1.7316 2.0319 2.3002
cl_mt_pol_b_bridge 0 0 NaN 0 0 1 0 0 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.23077 0.40641 -1.7611 -1.9 0 0.57301 0.42699 0 0.026574 0.57301 -1.9 -1.9 -1.0693 -0.66126 -0.5704 -0.46791 -0.3246 -0.15262 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -4.042 3.6519 -0.90347 -10.6 0 0.22415 0.77585 0 0.14915 0.22415 -10.6 -10.6 -10.6 -10.6 -7.42 -7.42 -7.42 -5.83 -2.65 -1.06 -1.06 0 0 0 0 0 0
cl_mt_pol_for_save 0.31654 0.63404 2.0031 0 49.582 0.4656 0 0.5344 0.4656 3.433e-35 0 0 0 0 0 0 0 0 0.012059 0.26029 0.42984 0.51583 0.67807 0.7738 1.3703 3.2086 6.133
xxxxx fl_c_min = 0.001 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 3.353592 seconds.
Elapsed time is 0.408951 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
________ _______ _________ _______ ______ ________ _______ _______ __________ __________ _______ _______ ________ ________ ________ _______ ________ _________ _______ _______ ________ _______ _______ _______ ______ ______ ______
cl_mt_pol_a -2.9128 3.3826 -1.1613 -12.5 49.582 0.016282 0.77244 0.21127 9.0239e-05 -4.211e-31 -11.915 -10.662 -9.0742 -7.4866 -6.7346 -5.8991 -5.3977 -4.2279 -2.6404 -1.0528 -0.21725 0.11698 0.4512 0.95254 1.9552 4.1277 6.9686
cl_mt_pol_coh -1.6328 3.5443 -2.1707 -12.055 53.286 0 0.63377 0.36623 4.3357e-06 -4.211e-31 -11.068 -9.7534 -7.8834 -6.4388 -5.5909 -4.7987 -4.1828 -2.9853 -1.348 0.15597 1.0479 1.4278 1.9106 2.5476 3.5944 6.012 9.0748
cl_mt_pol_c 1.098 0.36436 0.33186 0.001 4.9129 0 0 1 9.968e-05 -4.211e-31 0.14537 0.32071 0.53497 0.64765 0.73161 0.80142 0.85936 0.9595 1.0718 1.1814 1.3001 1.3889 1.493 1.6138 1.7479 2.052 2.3214
cl_mt_pol_b_bridge 0 0 NaN 0 0 1 0 0 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.13501 0.24609 -1.8228 -1.9 0 0.64475 0.35525 0 9.0239e-05 0.64475 -1.4871 -1.1529 -0.65639 -0.49171 -0.40086 -0.3008 -0.15992 -0.050134 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -3.2037 3.0382 -0.94835 -10.6 0 0.27826 0.72174 0 0.050819 0.27826 -10.6 -10.6 -10.6 -7.42 -7.42 -5.83 -5.83 -4.24 -2.65 -1.06 0 0 0 0 0 0 0
cl_mt_pol_for_save 0.42593 0.80914 1.8997 0 49.582 0.37153 0 0.62847 0.37153 -4.211e-31 0 0 0 0 0 0 0 0 0.11698 0.34385 0.51583 0.61832 0.76406 1.1197 1.9552 4.1277 6.9686
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Vary Interest rate
ar_fl_r_inf = 0.2 0.13667 0.073333 0.01
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xxxxx fl_r_inf = 0.2 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 3.163023 seconds.
Elapsed time is 0.484481 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
_________ _______ _________ ________ ______ ________ _______ _______ __________ __________ ________ ________ ________ _________ _______ _________ ________ _______ _______ ________ _______ ______ _______ _______ ______ ______ ______
cl_mt_pol_a -3.2671 3.8411 -1.1757 -12.5 49.582 0.045801 0.76655 0.18765 0.015698 -4.114e-34 -12.5 -12.5 -10.578 -9.3249 -7.6537 -6.8182 -5.8155 -4.2279 -2.4733 -0.96925 -0.3008 0 0.28409 0.78543 1.7045 3.877 6.7179
cl_mt_pol_coh -1.9871 3.9613 -1.9936 -12.055 53.286 0 0.62463 0.37537 0.00013927 -4.114e-34 -11.908 -11.452 -9.4468 -8.1099 -6.5783 -5.5756 -4.6067 -3.0372 -1.246 0.2147 0.96985 1.3384 1.7561 2.341 3.3898 5.7542 8.7808
cl_mt_pol_c 1.2431 0.27981 0.2251 0.025 4.9129 0 0 1 0.014902 -4.114e-34 0.025 0.025 0.9633 1.0266 1.0526 1.0711 1.1023 1.1423 1.1965 1.2782 1.3407 1.3944 1.489 1.6098 1.7459 2.0479 2.3153
cl_mt_pol_b_bridge 0 0 NaN 0 0 1 0 0 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.033376 0.11621 -3.4819 -0.98088 0 0.86525 0.13475 0 0.0023021 0.86525 -0.98088 -0.65152 -0.23861 -0.076364 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -3.8754 3.8412 -0.99117 -15.37 0 0.24305 0.75695 0 0.022146 0.24305 -15.37 -15.37 -10.6 -10.6 -7.42 -7.42 -5.83 -4.24 -2.65 -1.06 -1.06 0 0 0 0 0 0
cl_mt_pol_for_save 0.64174 0.85737 1.336 0 49.582 0.18055 0 0.81945 0.18055 -4.114e-34 0 0 0 0 0 0.0071925 0.014492 0.17674 0.42497 0.67564 0.85249 1.0147 1.1032 1.6094 2.4566 3.877 6.7179
xxxxx fl_r_inf = 0.13667 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 3.555437 seconds.
Elapsed time is 0.390987 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
________ _______ _________ _______ ______ ________ _______ _______ __________ ___________ _______ ________ ________ ________ ________ ________ _________ ________ _______ _______ ________ _______ _______ _______ ______ ______ ______
cl_mt_pol_a -3.4462 3.9012 -1.132 -12.5 49.582 0.033633 0.7917 0.17467 0.019335 -1.9065e-34 -12.5 -12.5 -10.912 -9.6591 -8.0715 -7.0689 -5.9826 -4.3951 -2.6404 -1.0528 -0.46791 0 0.20053 0.70187 1.5374 3.7934 6.6344
cl_mt_pol_coh -2.1662 4.0141 -1.853 -12.055 53.286 0 0.64076 0.35924 0.00014218 -1.9065e-34 -11.908 -11.452 -9.7072 -8.3848 -6.9125 -5.8039 -4.8512 -3.2636 -1.4254 0.07861 0.8863 1.2088 1.642 2.2449 3.2601 5.6527 8.6913
cl_mt_pol_c 1.2372 0.27833 0.22497 0.025 4.9129 0 0 1 0.015073 -1.9065e-34 0.025 0.025 0.95634 1.0333 1.0529 1.0785 1.1008 1.139 1.1927 1.2566 1.3346 1.3877 1.4808 1.5929 1.7398 2.042 2.3129
cl_mt_pol_b_bridge 0 0 NaN 0 0 1 0 0 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.08578 0.19942 -2.3248 -1.4822 0 0.73996 0.26004 0 0.00025388 0.73996 -1.3987 -0.98575 -0.48684 -0.32217 -0.23374 -0.13369 -0.050134 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -3.889 3.8372 -0.98667 -15.37 0 0.24894 0.75106 0 0.020506 0.24894 -15.37 -15.37 -10.6 -10.6 -7.42 -7.42 -5.83 -4.24 -2.65 -1.06 -1.06 0 0 0 0 0 0
cl_mt_pol_for_save 0.52859 0.82051 1.5522 0 49.582 0.29368 0 0.70632 0.29368 -1.9065e-34 0 0 0 0 0 0 0 0.014492 0.26029 0.51096 0.68537 0.84519 0.93604 1.3703 2.2894 3.7934 6.6344
xxxxx fl_r_inf = 0.073333 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 3.087310 seconds.
Elapsed time is 0.358677 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
________ _______ _________ _______ ______ ________ _______ _______ __________ __________ _______ _______ _______ _______ ________ _______ ________ ________ ________ ________ ________ _______ _______ _______ ______ ______ ______
cl_mt_pol_a -3.7799 3.9223 -1.0377 -12.5 49.582 0.027877 0.83097 0.14115 0.020129 2.0628e-34 -12.5 -12.5 -11.247 -9.9098 -8.5729 -7.4866 -6.484 -4.8964 -2.9746 -1.4706 -0.63503 -0.3008 0 0.36765 1.2868 3.4592 6.3001
cl_mt_pol_coh -2.4999 4.0308 -1.6124 -12.055 53.286 0 0.67945 0.32055 0.00014905 2.0628e-34 -11.908 -11.452 -10.041 -8.6948 -7.3641 -6.2717 -5.3249 -3.6814 -1.7658 -0.25561 0.59226 0.97351 1.3944 1.9725 2.9789 5.3491 8.41
cl_mt_pol_c 1.2376 0.2736 0.22107 0.025 4.9129 0 0 1 0.015835 2.0628e-34 0.025 0.025 0.98376 1.0411 1.0662 1.0854 1.1025 1.1373 1.1994 1.2721 1.3326 1.3739 1.4656 1.5786 1.7316 2.0339 2.3064
cl_mt_pol_b_bridge 0 0 NaN 0 0 1 0 0 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.42747 0.51452 -1.2036 -2.3226 0 0.37683 0.62317 0 0.0023387 0.37683 -2.3226 -2.072 -1.5706 -1.0766 -0.98088 -0.8235 -0.71858 -0.49414 -0.24104 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -3.5704 3.4654 -0.9706 -10.6 0 0.26517 0.73483 0 0.10516 0.26517 -10.6 -10.6 -10.6 -10.6 -7.42 -7.42 -5.83 -4.24 -2.65 -1.06 0 0 0 0 0 0 0
cl_mt_pol_for_save 0.218 0.65539 3.0064 0 49.582 0.65105 0 0.34895 0.65105 2.0628e-34 0 0 0 0 0 0 0 0 0 0 0.11698 0.20053 0.34385 0.53476 1.2868 3.4592 6.3001
xxxxx fl_r_inf = 0.01 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 2.094062 seconds.
Elapsed time is 0.156636 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
__________ __________ _________ _______ ______ __________ _______ __________ _________ __________ _______ _______ _______ _______ _______ _______ _______ _______ _______ _______ _______ _______ _______ _______ _______ _______ _______
cl_mt_pol_a -11.874 0.92777 -0.078134 -12.5 49.332 2.1838e-10 1 8.0517e-08 0.32336 3.0779e-35 -12.5 -12.5 -12.5 -12.5 -12.5 -12.5 -12.5 -12.416 -12.249 -11.915 -11.664 -11.414 -11.163 -10.745 -9.9933 -8.2386 -5.9826
cl_mt_pol_coh -10.594 1.2113 -0.11434 -12.055 53.286 0 0.99999 8.0787e-06 0.0024274 3.0779e-35 -12.055 -11.908 -11.817 -11.713 -11.592 -11.486 -11.452 -11.291 -10.951 -10.539 -10.139 -9.8708 -9.5239 -9.0226 -8.1378 -6.1872 -3.7586
cl_mt_pol_c 1.1624 0.34928 0.30047 0.32092 5.1575 0 0 1 0.0024274 3.0779e-35 0.32092 0.46798 0.55886 0.66368 0.78461 0.86816 0.9241 1.0101 1.1727 1.2764 1.4062 1.4844 1.5005 1.6072 1.7616 2.0007 2.247
cl_mt_pol_b_bridge 0 0 NaN 0 0 1 0 0 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -11.874 0.92776 -0.078134 -12.5 0 8.0735e-08 1 0 0.32336 8.0735e-08 -12.5 -12.5 -12.5 -12.5 -12.5 -12.5 -12.5 -12.416 -12.249 -11.915 -11.664 -11.414 -11.163 -10.745 -9.9933 -8.2386 -5.9826
cl_mt_pol_for_borr 0 0 NaN 0 0 1 0 0 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_save 4.3584e-08 0.00021609 4958.1 0 49.332 1 0 8.0517e-08 1 3.0779e-35 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
Case B1 Default, Informal Bridge Loan, Formal Menu (formal no rollover), fl_r_inf (0.07) > fl_r_fbr (0.6)
Same Formal and informal rate
param_map_group_a('bl_bridge') = true;
fsi_abz_fibs_ds_vecsv_testmain(param_map_group_a)
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xxx Preference xxxxxx
fl_beta = 0.94
fl_crra = 1.5
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xxx shocks xxxxxx
fl_z_rho = 0.8
fl_z_sig = 0.2
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xxx Boolean Controls xxxxxx
bl_default = 1
bl_bridge = 1
bl_rollover = 1
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xxx Float Controls xxxxxxxx
fl_default_aprime = 0
fl_b_bd = -12.5
fl_c_min = 0.025
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xxx Interest Rates xxxxxxxx
fl_r_fsv = 0.025
fl_r_inf = 0.07
fl_r_inf_bridge = 0.07
fl_r_fbr = 0.06
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xxx Formal Menu Params xxxx
st_forbrblk_type = seg3
fl_forbrblk_brmost = -19
fl_forbrblk_brleast = -1
fl_forbrblk_gap = -1.5
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ar_fl_b_bd = -20 -15 -10 -5
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Vary Borrow Bound
ar_fl_b_bd = -20 -15 -10 -5
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xxxxx fl_b_bd = -20 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 3.106905 seconds.
Elapsed time is 1.615773 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
________ _______ _________ _______ ______ ________ _______ ________ __________ __________ _______ ________ ________ ________ ________ ________ ________ ________ ________ ________ ________ ________ ________ ________ _______ ______ ______
cl_mt_pol_a -6.1616 6.0532 -0.9824 -20 49.533 0.043832 0.87625 0.079917 0.032558 7.6542e-36 -20 -20 -18.131 -15.981 -13.925 -11.963 -10.374 -7.4766 -4.3925 -2.1495 -1.1215 -0.65421 -0.28037 0 0.46729 2.5234 5.2336
cl_mt_pol_coh -4.8816 6.1329 -1.2563 -19.555 53.286 0 0.739 0.261 0.00015456 7.6542e-36 -19.408 -19.092 -17.017 -14.747 -12.626 -10.774 -9.1191 -6.3154 -3.1577 -0.94205 0.11328 0.58057 1.0206 1.4216 2.2368 4.4318 7.3757
cl_mt_pol_c 1.4735 0.2938 0.19939 0.025 4.9612 0 0 1 0.031381 7.6542e-36 0.025 0.025 1.3864 1.419 1.4321 1.4408 1.4505 1.465 1.4841 1.5079 1.5317 1.5507 1.5841 1.654 1.8048 2.0612 2.3558
cl_mt_pol_b_bridge -5.0042 5.5985 -1.1188 -19.424 0 0.29238 0.70762 0 9.0824e-10 0.29238 -19.028 -18.479 -16.528 -14.307 -12.251 -10.407 -8.728 -5.928 -2.8066 -0.62805 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.41851 0.21678 -0.51797 -1.2334 0 0.15425 0.84575 0 0.00039669 0.15425 -1.1826 -0.86242 -0.65421 -0.57924 -0.56075 -0.54704 -0.53481 -0.51663 -0.49227 -0.4633 -0.40159 -0.19378 0 0 0 0 0
cl_mt_pol_for_borr -0.83689 0.43945 -0.52509 -2.65 0 0.21276 0.78724 0 0.0015178 0.21276 -2.65 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 0 0 0 0 0 0
cl_mt_pol_for_save 0.098038 0.46555 4.7487 0 49.533 0.88958 0 0.11042 0.88958 7.6542e-36 0 0 0 0 0 0 0 0 0 0 0 0 0 0.093458 0.46729 2.5234 5.2336
xxxxx fl_b_bd = -15 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 4.787683 seconds.
Elapsed time is 0.973482 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
________ _______ _________ _______ ______ ________ _______ _______ __________ __________ ________ ________ ________ ________ _______ ________ ________ ________ ________ _______ _________ _________ _______ _______ ______ ______ ______
cl_mt_pol_a -3.7011 4.4427 -1.2004 -15 49.566 0.036422 0.80223 0.16134 0.020842 3.6124e-33 -15 -15 -13.088 -10.916 -9.0909 -7.5267 -6.3102 -4.3115 -2.3128 -1.0963 -0.40107 -0.053476 0.12032 0.55481 1.4238 3.5963 6.4639
cl_mt_pol_coh -2.4211 4.5518 -1.8801 -14.555 53.286 0 0.6285 0.3715 0.00013115 3.6124e-33 -14.408 -13.952 -11.779 -9.6938 -7.8821 -6.3917 -5.0896 -3.1027 -1.1438 0.16468 0.8946 1.2088 1.6016 2.1405 3.1298 5.4888 8.5175
cl_mt_pol_c 1.3113 0.26763 0.2041 0.025 4.9292 0 0 1 0.019693 3.6124e-33 0.025 0.025 1.1741 1.1891 1.1983 1.2072 1.2155 1.2313 1.2544 1.3088 1.3682 1.4199 1.498 1.6221 1.803 2.0396 2.2918
cl_mt_pol_b_bridge -2.9686 3.8883 -1.3098 -14.478 0 0.39119 0.60881 0 2.4909e-08 0.39119 -14.065 -13.59 -11.693 -9.5497 -7.7689 -6.2448 -4.9798 -2.9998 -0.99538 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.20874 0.15989 -0.76599 -1.2482 0 0.23538 0.76462 0 1.0917e-06 0.23538 -0.87084 -0.74866 -0.48797 -0.34977 -0.3122 -0.28711 -0.27124 -0.25273 -0.22713 -0.1987 -0.036257 0 0 0 0 0 0
cl_mt_pol_for_borr -0.72668 0.49216 -0.67727 -1.06 0 0.31445 0.68555 0 0.68555 0.31445 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 0 0 0 0 0 0 0
cl_mt_pol_for_save 0.20294 0.68703 3.3854 0 49.566 0.80104 0 0.19896 0.80104 3.6124e-33 0 0 0 0 0 0 0 0 0 0 0 0 0.13754 0.55481 1.4238 3.5963 6.4639
xxxxx fl_b_bd = -10 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 4.968295 seconds.
Elapsed time is 0.907770 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
_________ _______ _________ _______ ______ ________ _______ _______ __________ __________ ________ _______ ________ ________ ________ ________ _______ _________ _________ ________ _______ _______ _______ ______ ______ ______ ______
cl_mt_pol_a -1.8564 2.974 -1.602 -10 49.599 0.028813 0.72443 0.24676 0.011556 8.7895e-35 -10 -10 -8.0749 -6.3102 -5.107 -4.1444 -3.3422 -2.2995 -1.2567 -0.37433 0 0.26738 0.66845 1.1497 2.1123 4.2781 7.1658
cl_mt_pol_coh -0.5764 3.1295 -5.4294 -9.5553 53.286 0 0.50915 0.49085 0.0001077 8.7895e-35 -9.3174 -8.6906 -6.8666 -5.1816 -3.9184 -2.9897 -2.2142 -1.1356 -0.048395 0.83396 1.3955 1.7219 2.1751 2.78 3.8377 6.2138 9.2339
cl_mt_pol_c 1.2198 0.30419 0.24937 0.025 4.8966 0 0 1 0.0076279 8.7895e-35 0.025 0.65523 0.91833 0.94699 0.96758 0.98506 1.0039 1.0462 1.1407 1.2647 1.3816 1.4748 1.5596 1.6426 1.8079 2.0688 2.3212
cl_mt_pol_b_bridge -1.5012 2.3227 -1.5473 -9.466 0 0.49848 0.50152 0 9.9003e-06 0.49848 -9.4066 -8.8698 -7.028 -5.3085 -4.0211 -3.0553 -2.2828 -1.1401 -0.0243 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.089885 0.17317 -1.9265 -0.8292 0 0.54636 0.45364 0 0.00013343 0.54636 -0.79201 -0.7754 -0.53476 -0.29412 -0.19668 -0.13369 -0.1056 -0.038738 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -0.60745 0.52431 -0.86314 -1.06 0 0.42693 0.57307 0 0.57307 0.42693 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 0 0 0 0 0 0 0 0
cl_mt_pol_for_save 0.34211 0.86571 2.5305 0 49.599 0.48245 0 0.51755 0.48245 8.7895e-35 0 0 0 0 0 0 0 0 0.0067631 0.055633 0.12417 0.26738 0.66845 1.1497 2.1123 4.2781 7.1658
xxxxx fl_b_bd = -5 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 3.985629 seconds.
Elapsed time is 0.498111 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
________ _______ _________ ________ ______ ________ _______ _______ __________ __________ ________ ________ ________ ________ ________ ________ ________ _________ ________ _________ _______ _______ _______ ______ ______ ______ ______
cl_mt_pol_a -0.82194 2.011 -2.4466 -5 49.559 0.020827 0.65129 0.32789 0.0063642 6.0264e-32 -5 -4.8529 -4.1912 -3.6029 -3.0147 -2.5735 -2.1324 -1.4706 -0.73529 -0.073529 0.36765 0.58824 0.95588 1.5441 2.5 4.6324 7.5
cl_mt_pol_coh 0.45806 2.2344 4.878 -4.5553 53.286 0 0.41335 0.58665 0.00010928 6.0264e-32 -4.4083 -4.0181 -3.1831 -2.5091 -1.953 -1.4521 -1.0385 -0.3492 0.46719 1.2455 1.762 2.1232 2.5644 3.1699 4.2339 6.5984 9.567
cl_mt_pol_c 1.2135 0.34206 0.28188 0.025 4.9357 0 0 1 0.00044473 6.0264e-32 0.26464 0.52663 0.69809 0.81366 0.88982 0.94208 0.97579 1.0388 1.1701 1.3016 1.4473 1.5316 1.5755 1.6778 1.8327 2.069 2.3462
cl_mt_pol_b_bridge -0.70724 1.1549 -1.633 -4.7224 0 0.58709 0.41291 0 9.0524e-05 0.58709 -4.6382 -4.2714 -3.3859 -2.6778 -2.0897 -1.5538 -1.1112 -0.37364 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.132 0.23839 -1.806 -0.83154 0 0.60555 0.39445 0 0.00072124 0.60555 -0.83096 -0.81609 -0.73529 -0.58824 -0.44087 -0.23319 -0.14706 -0.036947 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -0.43523 0.52146 -1.1981 -1.06 0 0.58941 0.41059 0 0.41059 0.58941 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_save 0.45253 0.96819 2.1395 0 49.559 0.41528 0 0.58472 0.41528 6.0264e-32 0 0 0 0 0 0 0 0 0.036765 0.14706 0.36765 0.58824 0.95588 1.5441 2.5 4.6324 7.5
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Vary Minimum Consumption
ar_fl_c_min = 0.1 0.067 0.034 0.001
xxxxxxxxxxxxxxxxxxxxxxxxxxx
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xxxxx fl_c_min = 0.1 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 2.928990 seconds.
Elapsed time is 1.139142 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
________ _______ _________ _______ ______ ________ _______ ________ __________ __________ _______ _______ _______ _______ _______ _______ ________ ________ ________ ________ ________ ________ ________ ________ ________ ______ ______
cl_mt_pol_a -5.1762 3.9781 -0.76853 -12.5 49.415 0.076525 0.90401 0.019468 0.076813 3.5235e-37 -12.5 -12.5 -12.5 -10.996 -10.328 -9.2413 -8.4057 -6.7346 -4.5622 -2.7239 -1.6377 -1.1364 -0.71858 -0.13369 0 0.4512 2.7072
cl_mt_pol_coh -3.8962 4.0494 -1.0393 -12.055 53.286 0 0.79113 0.20887 0.00034816 3.5235e-37 -11.987 -11.713 -11.291 -9.7908 -9.1368 -7.9987 -7.197 -5.5258 -3.3349 -1.4351 -0.37019 0.090926 0.65731 1.0479 1.3944 2.5917 4.9313
cl_mt_pol_c 1.8005 0.49721 0.27616 0.1 5.0759 0 0 1 0.07419 3.5235e-37 0.1 0.1 0.1 1.71 1.8561 1.8731 1.8803 1.8967 1.914 1.9327 1.9488 1.961 1.9805 2.0267 2.1556 2.4355 2.6766
cl_mt_pol_b_bridge -3.5116 3.516 -1.0012 -11.58 0 0.28306 0.71694 0 4.6007e-08 0.28306 -11.085 -10.741 -10.197 -9.0418 -8.1516 -7.2176 -6.3462 -4.6875 -2.5153 -0.66095 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.73239 0.39804 -0.54348 -1.2433 0 0.16841 0.83159 0 0.00013015 0.16841 -1.2425 -1.1982 -1.0883 -1.0381 -1.0169 -1.0055 -0.99686 -0.98022 -0.95092 -0.82837 -0.46791 -0.21725 0 0 0 0 0
cl_mt_pol_for_borr -0.95746 0.51304 -0.53583 -2.65 0 0.15549 0.84451 0 0.039167 0.15549 -2.65 -2.65 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 0 0 0 0 0
cl_mt_pol_for_save 0.02528 0.17449 6.9021 0 49.415 0.90811 0 0.091888 0.90811 3.5235e-37 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0.090749 0.4512 2.7072
xxxxx fl_c_min = 0.067 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 2.879206 seconds.
Elapsed time is 1.458262 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
________ _______ _________ _______ ______ _______ _______ ________ __________ ___________ _______ _______ ________ ________ ________ ________ ________ ________ ________ ________ ________ ________ _________ ______ ________ ______ ______
cl_mt_pol_a -4.6278 3.9799 -0.86002 -12.5 49.499 0.05469 0.89147 0.053838 0.055645 -1.9661e-35 -12.5 -12.5 -12.5 -10.829 -9.6591 -8.74 -7.7373 -5.9826 -3.8102 -2.139 -1.1364 -0.71858 -0.46791 0 0.033422 1.7881 4.3783
cl_mt_pol_coh -3.3478 4.0664 -1.2147 -12.055 53.286 0 0.74353 0.25647 0.00027979 -1.9661e-35 -11.908 -11.713 -10.891 -9.6237 -8.4503 -7.4476 -6.51 -4.7676 -2.6014 -0.86473 0.068861 0.49019 0.90797 1.2088 1.8555 3.756 6.5681
cl_mt_pol_c 1.5675 0.36791 0.23472 0.067 4.9944 0 0 1 0.050915 -1.9661e-35 0.067 0.067 0.067 1.5631 1.5762 1.584 1.5912 1.6055 1.624 1.6413 1.656 1.6701 1.6871 1.7491 1.8859 2.1302 2.3777
cl_mt_pol_b_bridge -3.3093 3.517 -1.0628 -11.753 0 0.30739 0.69261 0 8.4645e-09 0.30739 -11.39 -11.028 -10.294 -9.0284 -7.9555 -6.9493 -5.9823 -4.2672 -2.0914 -0.39274 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.52664 0.27026 -0.51317 -1.2425 0 0.14969 0.85031 0 0.00012122 0.14969 -1.2359 -1.0207 -0.78507 -0.71863 -0.70384 -0.69045 -0.68185 -0.66541 -0.64092 -0.61444 -0.43184 -0.24348 -0.050134 0 0 0 0
cl_mt_pol_for_borr -0.85035 0.43945 -0.51678 -2.65 0 0.20306 0.79694 0 0.003522 0.20306 -2.65 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 0 0 0 0 0 0
cl_mt_pol_for_save 0.058552 0.34623 5.9132 0 49.499 0.905 0 0.094997 0.905 -1.9661e-35 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0.1743 1.7881 4.3783
xxxxx fl_c_min = 0.034 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 3.076904 seconds.
Elapsed time is 1.336689 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
________ _______ _________ _______ ______ ________ _______ _______ __________ __________ ________ ________ ________ ________ ________ ________ ________ ________ ________ ________ _________ _________ _______ _______ ______ ______ ______
cl_mt_pol_a -3.2466 3.843 -1.1837 -12.5 49.582 0.030565 0.80853 0.16091 0.024915 4.0511e-35 -12.5 -12.5 -11.08 -9.4084 -7.9044 -6.6511 -5.6484 -3.8937 -2.139 -1.0528 -0.38436 -0.050134 0.11698 0.53476 1.4539 3.5428 6.3837
cl_mt_pol_coh -1.9666 3.9595 -2.0134 -12.055 53.286 0 0.62052 0.37948 0.00016128 4.0511e-35 -11.908 -11.592 -9.8956 -8.1934 -6.7454 -5.5073 -4.4334 -2.75 -0.98 0.2215 0.90797 1.2088 1.5949 2.1405 3.1423 5.4855 8.4997
cl_mt_pol_c 1.3129 0.27229 0.20739 0.034 4.9129 0 0 1 0.021438 4.0511e-35 0.034 0.034 1.1807 1.1946 1.2047 1.2129 1.2213 1.2362 1.2604 1.3185 1.3726 1.4359 1.5031 1.6216 1.7987 2.052 2.3104
cl_mt_pol_b_bridge -2.5161 3.2706 -1.2999 -11.932 0 0.40092 0.59908 0 6.1971e-08 0.40092 -11.654 -11.191 -9.7504 -8.0777 -6.6279 -5.3762 -4.3034 -2.6085 -0.82037 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.21452 0.16634 -0.77538 -1.1336 0 0.23472 0.76528 0 4.4284e-06 0.23472 -0.82506 -0.78264 -0.55147 -0.36605 -0.30919 -0.29171 -0.27578 -0.25822 -0.23322 -0.20481 -0.050134 0 0 0 0 0 0
cl_mt_pol_for_borr -0.71675 0.49601 -0.69203 -1.06 0 0.32382 0.67618 0 0.67618 0.32382 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 0 0 0 0 0 0 0
cl_mt_pol_for_save 0.20078 0.68391 3.4064 0 49.582 0.79585 0 0.20415 0.79585 4.0511e-35 0 0 0 0 0 0 0 0 0 0 0 0.0071925 0.1743 0.53476 1.4539 3.5428 6.3837
xxxxx fl_c_min = 0.001 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 4.792103 seconds.
Elapsed time is 0.680535 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
________ _______ _________ ________ ______ ________ _______ _______ __________ __________ ________ ________ ________ ________ ________ ________ ________ _________ ________ _______ _______ ______ _______ ______ ______ ______ ______
cl_mt_pol_a -1.5866 2.7851 -1.7554 -12.5 49.582 0.019621 0.70246 0.27792 6.2037e-05 1.1133e-36 -11.581 -9.4084 -6.9017 -5.4813 -4.4786 -3.7266 -3.0582 -2.139 -1.1364 -0.3008 0.11698 0.4512 0.78543 1.3703 2.2894 4.4619 7.3028
cl_mt_pol_coh -0.30655 2.9656 -9.6741 -12.055 53.286 0 0.49431 0.50569 2.0048e-06 1.1133e-36 -10.648 -8.3703 -5.8263 -4.3499 -3.3534 -2.5829 -1.9365 -0.98 0.054389 0.99153 1.5729 1.9106 2.341 2.9752 4.0181 6.4047 9.4127
cl_mt_pol_c 1.1647 0.36189 0.3107 0.001 4.9129 0 0 1 7.1181e-05 1.1133e-36 0.20046 0.37732 0.61904 0.73419 0.81216 0.86962 0.91834 0.99516 1.1328 1.2693 1.3961 1.491 1.5784 1.6481 1.824 2.0761 2.3328
cl_mt_pol_b_bridge -1.3685 2.1699 -1.5856 -12.466 0 0.50576 0.49424 0 4.5551e-06 0.50576 -11.36 -8.9524 -6.2341 -4.6544 -3.5881 -2.7637 -2.072 -1.0486 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.15673 0.25904 -1.6528 -0.83199 0 0.57452 0.42548 0 0.00061958 0.57452 -0.83141 -0.81546 -0.75697 -0.66464 -0.55147 -0.36768 -0.20057 -0.068373 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -0.4599 0.52534 -1.1423 -1.06 0 0.56613 0.43387 0 0.43387 0.56613 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_save 0.3986 0.91489 2.2953 0 49.582 0.44511 0 0.55489 0.44511 1.1133e-36 0 0 0 0 0 0 0 0 0.0256 0.11698 0.20053 0.4512 0.78543 1.3703 2.2894 4.4619 7.3028
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Vary Interest rate
ar_fl_r_inf = 0.2 0.13667 0.073333 0.01
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xxxxx fl_r_inf = 0.2 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 3.867083 seconds.
Elapsed time is 0.857769 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
_________ ________ _________ _______ ______ ________ ________ _______ ___________ ___________ ________ ________ _________ ________ ________ ________ _________ ________ _______ _______ ______ ______ ______ ______ ______ ______ ______
cl_mt_pol_a 0.57376 1.4443 2.5174 -12.5 49.582 0.078166 0.25659 0.66524 0.00080588 -1.0062e-32 -9.7426 -1.5541 -0.8857 -0.80214 -0.63503 -0.38436 -0.050134 0.033422 0.28409 0.61832 1.0361 1.3703 1.7045 2.2894 3.2086 5.381 8.1384
cl_mt_pol_coh 1.8538 1.6943 0.914 -12.055 53.286 0 0.060542 0.93946 1.0586e-05 -1.0062e-32 -8.9178 -0.79529 -0.060884 0.21217 0.46537 0.71604 0.90797 1.1648 1.5267 2.0597 2.5611 2.8916 3.3131 3.9231 4.9842 7.3238 10.266
cl_mt_pol_c 1.2886 0.34319 0.26632 0.025 4.9129 0 0 1 0.00080576 -1.0062e-32 0.54189 0.6085 0.79482 0.85262 0.90837 0.99211 1.0479 1.1343 1.2972 1.4129 1.5303 1.6031 1.646 1.7479 1.8641 2.1067 2.3614
cl_mt_pol_b_bridge -0.04675 0.44923 -9.6091 -12.06 0 0.94026 0.059736 0 1.0938e-14 0.94026 -8.039 -0.85408 -0.07306 0 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.004877 0.025298 -5.1872 -0.3594 0 0.95132 0.048682 0 -4.3638e-33 0.95132 -0.21725 -0.13369 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -0.22693 0.44961 -1.9812 -4.24 0 0.79056 0.20944 0 9.9059e-06 0.79056 -2.65 -1.06 -1.06 -1.06 -1.06 -1.06 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_save 0.85232 1.1361 1.333 0 49.582 0.12685 0 0.87315 0.12685 -1.0062e-32 0 0 0 0 0.033422 0.11698 0.1743 0.28409 0.42678 0.70187 1.0361 1.3703 1.7045 2.2894 3.2086 5.381 8.1384
xxxxx fl_r_inf = 0.13667 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 4.077921 seconds.
Elapsed time is 0.883953 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
_________ ________ _________ ________ ______ ________ _______ _______ __________ __________ ________ _______ ________ _________ __________ ________ ________ ________ _______ _______ _______ ______ ______ ______ ______ ______ ______
cl_mt_pol_a 0.18337 1.8975 10.348 -12.5 49.582 0.055143 0.39012 0.55474 0.0028195 1.2826e-33 -12.5 -7.4031 -1.8884 -1.1364 -0.96925 -0.8857 -0.63503 -0.13369 0.11698 0.53476 0.86898 1.2032 1.5374 2.1223 3.125 5.2139 7.9713
cl_mt_pol_coh 1.4634 2.1148 1.4452 -12.055 53.286 0 0.15052 0.84948 2.7322e-05 1.2826e-33 -11.592 -6.3552 -0.98 -0.26536 -0.0049462 0.23952 0.49019 0.90837 1.3596 1.8926 2.3903 2.7245 3.146 3.7615 4.8171 7.1567 10.106
cl_mt_pol_c 1.2834 0.33406 0.26028 0.025 4.9129 0 0 1 0.0028062 1.2826e-33 0.025 0.73739 0.79074 0.87958 0.93821 0.9875 1.0258 1.1192 1.2381 1.4054 1.5114 1.5784 1.6399 1.7422 1.8584 2.1013 2.354
cl_mt_pol_b_bridge -0.21923 1.0259 -4.6798 -12.011 0 0.85229 0.14771 0 5.5502e-11 0.85229 -10.868 -6.0527 -1.019 -0.29055 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.015879 0.056985 -3.5888 -0.53273 0 0.89828 0.10172 0 3.6e-05 0.89828 -0.44861 -0.3008 -0.13369 -0.027128 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -0.33273 0.51021 -1.5334 -2.65 0 0.69263 0.30737 0 0.0043508 0.69263 -2.65 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_save 0.7512 1.1035 1.469 0 49.582 0.15686 0 0.84314 0.15686 1.2826e-33 0 0 0 0 0 0.033422 0.11698 0.19115 0.28409 0.59209 0.93946 1.2032 1.5374 2.1223 3.125 5.2139 7.9713
xxxxx fl_r_inf = 0.073333 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 4.457173 seconds.
Elapsed time is 0.793708 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
________ _______ _________ _______ ______ ________ _______ _______ __________ _________ ________ ________ ________ _______ ________ _______ ________ ________ _________ _________ ________ _______ _______ ______ ______ ______ ______
cl_mt_pol_a -2.3431 3.5348 -1.5086 -12.5 49.582 0.031842 0.73674 0.23142 0.01379 1.265e-33 -12.5 -12.5 -9.9933 -7.8209 -6.1497 -4.8964 -3.9773 -2.6404 -1.387 -0.46791 0 0.20053 0.53476 1.0361 1.9552 4.1277 6.9686
cl_mt_pol_coh -1.0631 3.6718 -3.454 -12.055 53.286 0 0.53541 0.46459 0.00010705 1.265e-33 -11.817 -11.291 -8.8094 -6.6156 -5.006 -3.7712 -2.8459 -1.5152 -0.228 0.74706 1.3258 1.6383 2.0597 2.6627 3.6838 6.0704 9.0785
cl_mt_pol_c 1.2555 0.2843 0.22644 0.025 4.9129 0 0 1 0.012252 1.265e-33 0.025 0.025 1.0347 1.0513 1.0637 1.0746 1.0851 1.1072 1.1828 1.2641 1.3836 1.4792 1.536 1.6379 1.8156 2.0679 2.3247
cl_mt_pol_b_bridge -1.8952 2.8941 -1.5271 -11.974 0 0.47684 0.52316 0 3.7402e-07 0.47684 -11.69 -11.096 -8.801 -6.6419 -5.0144 -3.7825 -2.8266 -1.5003 -0.15503 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.1114 0.14617 -1.3122 -1.0118 0 0.32486 0.67514 0 3.3269e-06 0.32486 -0.71858 -0.71858 -0.46791 -0.2896 -0.21725 -0.1656 -0.13623 -0.10598 -0.075115 -0.034968 0 0 0 0 0 0 0
cl_mt_pol_for_borr -0.64003 0.51845 -0.81004 -1.06 0 0.3962 0.6038 0 0.6038 0.3962 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 0 0 0 0 0 0 0 0
cl_mt_pol_for_save 0.30354 0.82935 2.7323 0 49.582 0.70698 0 0.29302 0.70698 1.265e-33 0 0 0 0 0 0 0 0 0 0 0.090749 0.20053 0.53476 1.0361 1.9552 4.1277 6.9686
xxxxx fl_r_inf = 0.01 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 2.657575 seconds.
Elapsed time is 0.339924 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
__________ __________ _________ _______ ______ __________ _______ __________ __________ __________ _______ _______ _______ _______ _______ _______ _______ _______ _______ _______ ________ ________ ________ ________ ________ ________ ________
cl_mt_pol_a -11.874 0.92777 -0.078134 -12.5 49.332 2.1838e-10 1 8.0517e-08 0.32336 3.0779e-35 -12.5 -12.5 -12.5 -12.5 -12.5 -12.5 -12.5 -12.416 -12.249 -11.915 -11.664 -11.414 -11.163 -10.745 -9.9933 -8.2386 -5.9826
cl_mt_pol_coh -10.594 1.2113 -0.11434 -12.055 53.286 0 0.99999 8.0787e-06 0.0024274 3.0779e-35 -12.055 -11.908 -11.817 -11.713 -11.592 -11.486 -11.452 -11.291 -10.951 -10.539 -10.139 -9.8708 -9.5239 -9.0226 -8.1378 -6.1872 -3.7586
cl_mt_pol_c 1.1624 0.34928 0.30047 0.32092 5.1575 0 0 1 0.0024274 3.0779e-35 0.32092 0.46798 0.55886 0.66368 0.78461 0.86816 0.9241 1.0101 1.1727 1.2764 1.4062 1.4844 1.5005 1.6072 1.7616 2.0007 2.247
cl_mt_pol_b_bridge -10.7 1.2233 -0.11433 -12.176 0 8.0787e-06 0.99999 0 0.0024274 8.0787e-06 -12.176 -12.027 -11.936 -11.83 -11.708 -11.601 -11.567 -11.404 -11.06 -10.645 -10.241 -9.9695 -9.6192 -9.1128 -8.2191 -6.2491 -3.7962
cl_mt_pol_inf_borr_nobridge -1.1741 0.35276 -0.30046 -2.6171 0 8.0735e-08 1 0 4.7419e-07 8.0735e-08 -2.2695 -2.0207 -1.7792 -1.6233 -1.5155 -1.4993 -1.4202 -1.2892 -1.1844 -1.0202 -0.93334 -0.87684 -0.79245 -0.67032 -0.56444 -0.47266 -0.32413
cl_mt_pol_for_borr 0 0 NaN 0 0 1 0 0 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_save 4.3584e-08 0.00021609 4958.1 0 49.332 1 0 8.0517e-08 1 3.0779e-35 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
ans =
Map with properties:
Count: 22
KeyType: char
ValueType: any
Case B2, same as B1, but fl_r_inf (0.10) > fl_r_fbr (0.6)
Different Formal and informal rate
param_map_group_b('bl_bridge') = true;
fsi_abz_fibs_ds_vecsv_testmain(param_map_group_b)
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xxx Preference xxxxxx
fl_beta = 0.94
fl_crra = 1.5
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xxx shocks xxxxxx
fl_z_rho = 0.8
fl_z_sig = 0.2
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xxx Boolean Controls xxxxxx
bl_default = 1
bl_bridge = 1
bl_rollover = 1
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xxx Float Controls xxxxxxxx
fl_default_aprime = 0
fl_b_bd = -12.5
fl_c_min = 0.025
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xxx Interest Rates xxxxxxxx
fl_r_fsv = 0.025
fl_r_inf = 0.1
fl_r_inf_bridge = 0.1
fl_r_fbr = 0.06
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xxx Formal Menu Params xxxx
st_forbrblk_type = seg3
fl_forbrblk_brmost = -19
fl_forbrblk_brleast = -1
fl_forbrblk_gap = -1.5
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ar_fl_b_bd = -20 -15 -10 -5
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Vary Borrow Bound
ar_fl_b_bd = -20 -15 -10 -5
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xxxxx fl_b_bd = -20 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 2.644028 seconds.
Elapsed time is 1.049366 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
________ _______ _________ ________ ______ ________ _______ _______ __________ ___________ ________ ________ ________ ________ ________ ________ ________ ________ _________ ________ ________ _______ _______ ______ ______ ______ ______
cl_mt_pol_a -3.019 5.2746 -1.7472 -20 49.626 0.058852 0.69073 0.25042 0.021285 -1.2307e-35 -20 -20 -15.421 -11.402 -8.3178 -5.8879 -4.2056 -2.243 -1.028 -0.18692 0.093458 0.28037 0.56075 1.1215 2.0561 4.2056 6.9159
cl_mt_pol_coh -1.739 5.3915 -3.1004 -19.555 53.286 0 0.48235 0.51765 0.00010895 -1.2307e-35 -19.408 -18.952 -14.305 -10.261 -7.1678 -4.8314 -3.1492 -1.1477 0.11328 0.9544 1.4879 1.7695 2.1693 2.7496 3.7581 6.0945 9.058
cl_mt_pol_c 1.406 0.31867 0.22665 0.025 4.8885 0 0 1 0.021213 7.4717e-36 0.025 0.025 1.1347 1.1637 1.1862 1.2116 1.2298 1.2781 1.3738 1.4993 1.5752 1.6199 1.6846 1.7895 1.9171 2.1971 2.5643
cl_mt_pol_b_bridge -2.4926 4.4855 -1.7995 -19.455 0 0.53886 0.46114 0 4.5947e-11 0.53886 -18.576 -18.019 -13.651 -9.7351 -6.689 -4.4355 -2.8567 -0.99394 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.17801 0.21352 -1.1995 -0.76827 0 0.46403 0.53597 0 1.5736e-05 0.46403 -0.76163 -0.70073 -0.62145 -0.54068 -0.46658 -0.37383 -0.29817 -0.2048 -0.093458 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -0.71708 0.67153 -0.93648 -2.65 0 0.39651 0.60349 0 0.048665 0.39651 -2.65 -2.65 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 0 0 0 0 0 0 0 0
cl_mt_pol_for_save 0.36868 0.83392 2.2619 0 49.626 0.59482 0 0.40518 0.59482 -1.2307e-35 0 0 0 0 0 0 0 0 0 0.12542 0.40579 0.49925 0.731 1.1215 2.0561 4.2056 6.9159
xxxxx fl_b_bd = -15 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 3.063023 seconds.
Elapsed time is 1.198095 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
_________ _______ _________ ________ ______ ________ _______ _______ __________ ___________ ________ ________ ________ ________ ________ ________ ________ _________ ________ ________ _______ _______ ______ ______ ______ ______ ______
cl_mt_pol_a -1.2224 3.392 -2.775 -15 49.566 0.039103 0.58851 0.37239 0.010597 -2.7587e-35 -15 -15 -9.004 -5.2674 -3.3556 -2.3997 -1.7045 -1.0963 -0.40107 0.033422 0.38102 0.72861 1.0762 1.5976 2.5535 4.7259 7.5067
cl_mt_pol_coh 0.057645 3.5451 61.499 -14.555 53.286 0 0.35148 0.64852 7.2447e-05 -2.7587e-35 -14.317 -13.391 -7.9218 -4.1802 -2.3078 -1.3176 -0.70928 -0.014092 0.76799 1.4073 1.889 2.2099 2.6444 3.2527 4.2955 6.6417 9.6283
cl_mt_pol_c 1.301 0.3037 0.23345 0.025 4.9292 0 0 1 0.010541 -2.7587e-35 0.025 0.025 0.98634 1.011 1.032 1.0557 1.0821 1.1494 1.2473 1.3744 1.4936 1.5352 1.6147 1.7195 1.8415 2.0883 2.3469
cl_mt_pol_b_bridge -1.1228 2.614 -2.328 -14.502 0 0.65906 0.34094 0 5.4328e-10 0.65906 -13.737 -12.768 -7.6059 -4.0302 -2.2518 -1.2956 -0.64618 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.072438 0.13462 -1.8584 -0.76739 0 0.58745 0.41255 0 2.1837e-05 0.58745 -0.71525 -0.50711 -0.40107 -0.31017 -0.21974 -0.14037 -0.06123 -0.028755 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -0.51616 0.54926 -1.0641 -2.65 0 0.52053 0.47947 0 0.0049777 0.52053 -2.65 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_save 0.48906 0.98239 2.0087 0 49.566 0.45165 0 0.54835 0.45165 -2.7587e-35 0 0 0 0 0 0 0 0 0.033422 0.22444 0.48513 0.72861 1.0762 1.5976 2.5535 4.7259 7.5067
xxxxx fl_b_bd = -10 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 3.365387 seconds.
Elapsed time is 0.659831 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
_________ ________ _________ ________ ______ _______ _______ _______ __________ _________ ________ ________ ________ ________ _________ ________ _________ _______ _________ _______ _______ ______ ______ ______ ______ ______ ______
cl_mt_pol_a -0.27337 2.1139 -7.7327 -10 49.599 0.03847 0.51409 0.44744 0.0039746 3.854e-33 -10 -8.1551 -3.8235 -2.2995 -1.6578 -1.2567 -1.0963 -0.7754 -0.053476 0.26738 0.66845 0.9893 1.3102 1.8717 2.8342 5 7.8075
cl_mt_pol_coh 1.0066 2.3187 2.3034 -9.5553 53.286 0 0.25303 0.74697 4.4542e-05 3.854e-33 -9.2126 -7.0061 -2.7954 -1.3318 -0.66442 -0.28855 -0.027461 0.43337 1.0751 1.6366 2.1405 2.4881 2.9187 3.5387 4.6032 6.9358 9.9037
cl_mt_pol_c 1.2612 0.32696 0.25925 0.025 4.8966 0 0 1 0.0036154 3.854e-33 0.025 0.80698 0.84611 0.87388 0.913 0.96944 1.0055 1.0832 1.2109 1.3816 1.489 1.5466 1.6351 1.731 1.8562 2.0961 2.3544
cl_mt_pol_b_bridge -0.44289 1.2683 -2.8637 -9.5403 0 0.75058 0.24942 0 2.1043e-09 0.75058 -8.9357 -7.0238 -2.8985 -1.3777 -0.67179 -0.29491 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.032684 0.092419 -2.8276 -0.74736 0 0.81977 0.18023 0 3.2806e-05 0.81977 -0.45455 -0.45455 -0.29412 -0.13369 -0.053476 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -0.41297 0.5173 -1.2526 -2.65 0 0.61055 0.38945 0 9.3394e-05 0.61055 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_save 0.61517 1.0558 1.7163 0 49.599 0.2187 0 0.7813 0.2187 3.854e-33 0 0 0 0 0 0 0.026738 0.10102 0.17008 0.36481 0.66845 0.9893 1.3102 1.8717 2.8342 5 7.8075
xxxxx fl_b_bd = -5 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 3.356891 seconds.
Elapsed time is 0.466472 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
_________ ________ _________ ________ ______ ________ _______ _______ __________ ___________ ________ ________ ________ ________ ________ _________ ________ ________ _______ _______ _______ ______ ______ ______ ______ ______ ______
cl_mt_pol_a 0.055183 1.633 29.593 -5 49.632 0.044032 0.47213 0.48384 0.0010037 -1.5421e-34 -5 -3.8235 -2.4265 -1.6912 -1.3235 -1.1029 -0.95588 -0.58824 0 0.36765 0.80882 1.1029 1.4706 1.9853 2.9412 5.1471 7.8676
cl_mt_pol_coh 1.3352 1.8783 1.4068 -4.5553 53.286 0 0.21315 0.78685 3.4154e-05 -1.5421e-34 -4.0916 -2.889 -1.4497 -0.75667 -0.34679 -0.05508 0.16551 0.62054 1.2088 1.7556 2.2703 2.5908 3.032 3.6572 4.7032 7.0497 10.008
cl_mt_pol_c 1.2544 0.34508 0.2751 0.025 4.864 0 0 1 0.00042835 -1.5421e-34 0.45382 0.59635 0.73918 0.82591 0.88586 0.95416 0.99765 1.0846 1.2088 1.3872 1.4859 1.5619 1.6462 1.7323 1.8484 2.1172 2.3588
cl_mt_pol_b_bridge -0.22393 0.61753 -2.7576 -4.6682 0 0.78727 0.21273 0 1.4321e-05 0.78727 -4.3474 -3.1341 -1.589 -0.81175 -0.38147 -0.060588 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.029879 0.089149 -2.9837 -0.60584 0 0.86232 0.13768 0 6.6874e-08 0.86232 -0.44118 -0.44118 -0.29412 -0.11355 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -0.37167 0.5058 -1.3609 -1.06 0 0.64937 0.35063 0 0.35063 0.64937 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_save 0.68066 1.0784 1.5843 0 49.632 0.18172 0 0.81828 0.18172 -1.5421e-34 0 0 0 0 0 0.030588 0.05557 0.14706 0.25118 0.44118 0.80882 1.1029 1.4706 1.9853 2.9412 5.1471 7.8676
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Vary Minimum Consumption
ar_fl_c_min = 0.1 0.067 0.034 0.001
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xxxxx fl_c_min = 0.1 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 2.376587 seconds.
Warning: The shifted operator is close to singular or badly scaled. RCOND =
1.205458e-16. Consider using a different value for sigma.
Elapsed time is 0.590101 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
_________ _______ _________ ________ ______ ________ _______ ________ __________ _________ ________ ________ ________ ________ _________ _______ _________ _______ _______ ________ ________ ________ ________ _______ _______ ______ ______
cl_mt_pol_a -4.3787 4.0498 -0.92488 -12.5 49.499 0.090814 0.85956 0.049622 0.077757 6.105e-37 -12.5 -12.5 -12.5 -10.495 -9.9098 -8.3222 -7.4866 -5.5648 -3.3088 -1.6377 -0.96925 -0.63503 -0.13369 0 0 1.5374 3.9606
cl_mt_pol_coh -3.0987 4.1579 -1.3418 -12.055 53.286 0 0.70323 0.29677 0.00036674 6.105e-37 -11.987 -11.713 -11.291 -9.3815 -8.6939 -7.2005 -6.2593 -4.3561 -2.1 -0.42273 0.38861 0.75937 1.0479 1.3944 1.8988 3.6436 6.1846
cl_mt_pol_c 1.8087 0.5339 0.29518 0.1 4.9944 0 0 1 0.07756 6.105e-37 0.1 0.1 0.1 1.6921 1.7301 1.7571 1.7924 1.8219 1.9036 1.9702 2.014 2.0533 2.1022 2.1912 2.3601 2.67 2.9545
cl_mt_pol_b_bridge -2.8493 3.3735 -1.184 -11.623 0 0.37433 0.62567 0 2.2143e-10 0.37433 -10.862 -10.545 -9.9586 -8.339 -7.4367 -6.1703 -5.2444 -3.4328 -1.2922 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.048498 0.1361 -2.8062 -0.76598 0 0.84487 0.15513 0 0.00011186 0.84487 -0.76207 -0.66126 -0.38436 -0.15992 -0.023548 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -1.8656 1.0721 -0.57466 -4.24 0 0.18381 0.81619 0 0.00021988 0.18381 -2.65 -2.65 -2.65 -2.65 -2.65 -2.65 -2.65 -2.65 -2.65 -1.06 -1.06 -1.06 0 0 0 0 0
cl_mt_pol_for_save 0.38469 0.36833 0.95748 0 49.499 0.24594 0 0.75406 0.24594 6.105e-37 0 0 0 0 0 0 0.0071925 0.23913 0.43601 0.53628 0.58395 0.61068 0.6402 0.68656 0.74332 1.5374 3.9606
xxxxx fl_c_min = 0.067 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 2.147012 seconds.
Elapsed time is 0.829267 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
________ _______ _________ ________ ______ ________ _______ _______ __________ __________ ________ ________ ________ ________ _______ ________ ________ ________ _________ _______ _______ _______ _______ _______ ______ ______ ______
cl_mt_pol_a -3.1669 3.8794 -1.225 -12.5 49.582 0.057342 0.79432 0.14834 0.046631 7.7393e-36 -12.5 -12.5 -11.163 -9.5755 -8.0715 -6.5675 -5.3977 -3.5595 -1.8048 -0.8857 -0.3008 0 0 0.36765 1.1197 3.2086 5.8824
cl_mt_pol_coh -1.8869 4.0167 -2.1287 -12.055 53.286 0 0.58749 0.41251 0.00026848 7.7393e-36 -11.908 -11.713 -9.8956 -8.2647 -6.8442 -5.4361 -4.207 -2.4158 -0.61771 0.40664 0.97351 1.2242 1.5764 2.0561 2.9204 5.1378 7.9984
cl_mt_pol_c 1.5374 0.38174 0.2483 0.067 4.9129 0 0 1 0.046224 7.7393e-36 0.067 0.067 1.3469 1.3849 1.4058 1.4269 1.4428 1.4822 1.543 1.6162 1.7031 1.7694 1.8083 1.8902 2.0072 2.2811 2.5864
cl_mt_pol_b_bridge -2.1893 3.1248 -1.4273 -11.79 0 0.45873 0.54127 0 4.674e-11 0.45873 -11.046 -10.694 -9.3795 -7.6956 -6.0784 -4.7037 -3.6241 -1.9356 -0.28799 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.24845 0.27108 -1.0911 -0.76961 0 0.4747 0.5253 0 2.1328e-35 0.4747 -0.76405 -0.73898 -0.68924 -0.65265 -0.6022 -0.55238 -0.50237 -0.42717 -0.076364 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -1.014 0.85573 -0.84391 -2.65 0 0.28748 0.71252 0 0.16272 0.28748 -2.65 -2.65 -2.65 -2.65 -2.65 -1.06 -1.06 -1.06 -1.06 -1.06 0 0 0 0 0 0 0
cl_mt_pol_for_save 0.28485 0.61425 2.1564 0 49.582 0.58264 0 0.41736 0.58264 7.7393e-36 0 0 0 0 0 0 0 0 0 0.11698 0.42497 0.56122 0.69491 0.75718 1.1197 3.2086 5.8824
xxxxx fl_c_min = 0.034 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 3.199719 seconds.
Elapsed time is 0.906949 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
_________ _______ _________ ________ ______ _______ _______ _______ __________ ___________ ________ ________ ________ _______ ________ ________ _________ __________ _________ ________ _______ _______ ______ ______ ______ ______ ______
cl_mt_pol_a -1.1616 3.0612 -2.6354 -12.5 49.582 0.04357 0.6026 0.35383 0.012907 -3.8397e-35 -12.5 -12.5 -8.1551 -5.0635 -3.3088 -2.3897 -1.8048 -1.1364 -0.46791 0.033422 0.36765 0.61832 1.0361 1.5374 2.4566 4.629 7.3864
cl_mt_pol_coh 0.11841 3.2269 27.251 -12.055 53.286 0 0.36512 0.63488 9.9562e-05 -3.8397e-35 -11.817 -11.106 -7.0334 -4.0156 -2.292 -1.348 -0.75695 -0.060884 0.69112 1.3596 1.8333 2.1613 2.5791 3.1766 4.2322 6.5718 9.5269
cl_mt_pol_c 1.3068 0.302 0.2311 0.034 4.9129 0 0 1 0.012652 -3.8397e-35 0.034 0.034 1.0085 1.0313 1.0493 1.0659 1.1059 1.1633 1.2516 1.3808 1.4908 1.536 1.62 1.7219 1.8458 2.0863 2.3377
cl_mt_pol_b_bridge -1.0175 2.2582 -2.2193 -11.974 0 0.64753 0.35247 0 4.6811e-10 0.64753 -11.28 -10.582 -6.7257 -3.816 -2.2113 -1.2922 -0.69099 -0.0054409 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.077197 0.13295 -1.7222 -0.76598 0 0.55674 0.44326 0 0.00026452 0.55674 -0.71126 -0.52366 -0.38436 -0.3008 -0.21725 -0.14053 -0.094678 -0.045856 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -0.53651 0.54794 -1.0213 -2.65 0 0.50076 0.49924 0 0.0046006 0.50076 -2.65 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_save 0.46963 0.96335 2.0513 0 49.582 0.48683 0 0.51317 0.48683 -3.8397e-35 0 0 0 0 0 0 0 0 0.0071925 0.25786 0.4512 0.70187 1.0361 1.5374 2.4566 4.629 7.3864
xxxxx fl_c_min = 0.001 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 4.305149 seconds.
Elapsed time is 0.381491 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
________ ________ _________ ________ ______ ________ _______ _______ __________ ___________ _______ ________ _______ ________ ________ _________ ________ ________ _______ _______ _______ ______ ______ ______ ______ ______ ______
cl_mt_pol_a 0.088897 1.6095 18.105 -12.5 49.582 0.048111 0.46734 0.48455 5.3335e-06 -2.7764e-32 -5.8155 -3.5595 -2.139 -1.6377 -1.3035 -1.0528 -0.96925 -0.46791 0 0.36765 0.78543 1.1197 1.4539 2.0388 2.9579 5.1303 7.8877
cl_mt_pol_coh 1.3689 1.8566 1.3563 -12.055 53.286 0 0.21153 0.78847 1.478e-07 -2.7764e-32 -4.861 -2.6664 -1.2307 -0.67959 -0.31155 -0.043281 0.18978 0.65731 1.2088 1.762 2.2634 2.5976 3.0588 3.6653 4.7299 7.0695 10.016
cl_mt_pol_c 1.2549 0.34819 0.27746 0.001 4.9129 0 0 1 5.6802e-06 -2.7764e-32 0.37422 0.56962 0.71526 0.83863 0.89881 0.95 1.0108 1.0797 1.2178 1.3973 1.5031 1.5482 1.6322 1.7341 1.8559 2.0965 2.3499
cl_mt_pol_b_bridge -0.20477 0.59946 -2.9275 -12.42 0 0.78848 0.21152 0 5.4472e-07 0.78848 -5.347 -2.9331 -1.3537 -0.74755 -0.34271 -0.047609 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.03083 0.093152 -3.0214 -0.55237 0 0.85249 0.14751 0 7.3109e-08 0.85249 -0.4788 -0.46791 -0.3008 -0.11948 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -0.36124 0.50241 -1.3908 -1.06 0 0.65921 0.34079 0 0.34079 0.65921 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_save 0.68574 1.0815 1.5772 0 49.582 0.19562 0 0.80438 0.19562 -2.7764e-32 0 0 0 0 0 0.0071925 0.052873 0.11698 0.28238 0.4512 0.78543 1.1197 1.4539 2.0388 2.9579 5.1303 7.8877
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Vary Interest rate
ar_fl_r_inf = 0.2 0.13667 0.073333 0.01
xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxx fl_r_inf = 0.2 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 2.716052 seconds.
Elapsed time is 0.600243 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
_________ ________ _________ _______ ______ ________ ________ _______ ___________ ___________ ________ ________ _________ ________ ________ ________ _________ ________ _______ _______ ______ ______ ______ ______ ______ ______ ______
cl_mt_pol_a 0.57376 1.4443 2.5174 -12.5 49.582 0.078166 0.25659 0.66524 0.00080588 -1.0062e-32 -9.7426 -1.5541 -0.8857 -0.80214 -0.63503 -0.38436 -0.050134 0.033422 0.28409 0.61832 1.0361 1.3703 1.7045 2.2894 3.2086 5.381 8.1384
cl_mt_pol_coh 1.8538 1.6943 0.914 -12.055 53.286 0 0.060542 0.93946 1.0586e-05 -1.0062e-32 -8.9178 -0.79529 -0.060884 0.21217 0.46537 0.71604 0.90797 1.1648 1.5267 2.0597 2.5611 2.8916 3.3131 3.9231 4.9842 7.3238 10.266
cl_mt_pol_c 1.2886 0.34319 0.26632 0.025 4.9129 0 0 1 0.00080576 -1.0062e-32 0.54189 0.6085 0.79482 0.85262 0.90837 0.99211 1.0479 1.1343 1.2972 1.4129 1.5303 1.6031 1.646 1.7479 1.8641 2.1067 2.3614
cl_mt_pol_b_bridge -0.04675 0.44923 -9.6091 -12.06 0 0.94026 0.059736 0 1.0938e-14 0.94026 -8.039 -0.85408 -0.07306 0 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.004877 0.025298 -5.1872 -0.3594 0 0.95132 0.048682 0 -4.3638e-33 0.95132 -0.21725 -0.13369 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -0.22693 0.44961 -1.9812 -4.24 0 0.79056 0.20944 0 9.9059e-06 0.79056 -2.65 -1.06 -1.06 -1.06 -1.06 -1.06 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_save 0.85232 1.1361 1.333 0 49.582 0.12685 0 0.87315 0.12685 -1.0062e-32 0 0 0 0 0.033422 0.11698 0.1743 0.28409 0.42678 0.70187 1.0361 1.3703 1.7045 2.2894 3.2086 5.381 8.1384
xxxxx fl_r_inf = 0.13667 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 4.404518 seconds.
Elapsed time is 0.821132 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
_________ ________ _________ ________ ______ ________ _______ _______ __________ __________ ________ _______ ________ _________ __________ ________ ________ ________ _______ _______ _______ ______ ______ ______ ______ ______ ______
cl_mt_pol_a 0.18337 1.8975 10.348 -12.5 49.582 0.055143 0.39012 0.55474 0.0028195 1.2826e-33 -12.5 -7.4031 -1.8884 -1.1364 -0.96925 -0.8857 -0.63503 -0.13369 0.11698 0.53476 0.86898 1.2032 1.5374 2.1223 3.125 5.2139 7.9713
cl_mt_pol_coh 1.4634 2.1148 1.4452 -12.055 53.286 0 0.15052 0.84948 2.7322e-05 1.2826e-33 -11.592 -6.3552 -0.98 -0.26536 -0.0049462 0.23952 0.49019 0.90837 1.3596 1.8926 2.3903 2.7245 3.146 3.7615 4.8171 7.1567 10.106
cl_mt_pol_c 1.2834 0.33406 0.26028 0.025 4.9129 0 0 1 0.0028062 1.2826e-33 0.025 0.73739 0.79074 0.87958 0.93821 0.9875 1.0258 1.1192 1.2381 1.4054 1.5114 1.5784 1.6399 1.7422 1.8584 2.1013 2.354
cl_mt_pol_b_bridge -0.21923 1.0259 -4.6798 -12.011 0 0.85229 0.14771 0 5.5502e-11 0.85229 -10.868 -6.0527 -1.019 -0.29055 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.015879 0.056985 -3.5888 -0.53273 0 0.89828 0.10172 0 3.6e-05 0.89828 -0.44861 -0.3008 -0.13369 -0.027128 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -0.33273 0.51021 -1.5334 -2.65 0 0.69263 0.30737 0 0.0043508 0.69263 -2.65 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_save 0.7512 1.1035 1.469 0 49.582 0.15686 0 0.84314 0.15686 1.2826e-33 0 0 0 0 0 0.033422 0.11698 0.19115 0.28409 0.59209 0.93946 1.2032 1.5374 2.1223 3.125 5.2139 7.9713
xxxxx fl_r_inf = 0.073333 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 4.727985 seconds.
Elapsed time is 0.803719 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
________ _______ _________ _______ ______ ________ _______ _______ __________ _________ ________ ________ ________ _______ ________ _______ ________ ________ _________ _________ ________ _______ _______ ______ ______ ______ ______
cl_mt_pol_a -2.3431 3.5348 -1.5086 -12.5 49.582 0.031842 0.73674 0.23142 0.01379 1.265e-33 -12.5 -12.5 -9.9933 -7.8209 -6.1497 -4.8964 -3.9773 -2.6404 -1.387 -0.46791 0 0.20053 0.53476 1.0361 1.9552 4.1277 6.9686
cl_mt_pol_coh -1.0631 3.6718 -3.454 -12.055 53.286 0 0.53541 0.46459 0.00010705 1.265e-33 -11.817 -11.291 -8.8094 -6.6156 -5.006 -3.7712 -2.8459 -1.5152 -0.228 0.74706 1.3258 1.6383 2.0597 2.6627 3.6838 6.0704 9.0785
cl_mt_pol_c 1.2555 0.2843 0.22644 0.025 4.9129 0 0 1 0.012252 1.265e-33 0.025 0.025 1.0347 1.0513 1.0637 1.0746 1.0851 1.1072 1.1828 1.2641 1.3836 1.4792 1.536 1.6379 1.8156 2.0679 2.3247
cl_mt_pol_b_bridge -1.8952 2.8941 -1.5271 -11.974 0 0.47684 0.52316 0 3.7402e-07 0.47684 -11.69 -11.096 -8.801 -6.6419 -5.0144 -3.7825 -2.8266 -1.5003 -0.15503 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.1114 0.14617 -1.3122 -1.0118 0 0.32486 0.67514 0 3.3269e-06 0.32486 -0.71858 -0.71858 -0.46791 -0.2896 -0.21725 -0.1656 -0.13623 -0.10598 -0.075115 -0.034968 0 0 0 0 0 0 0
cl_mt_pol_for_borr -0.64003 0.51845 -0.81004 -1.06 0 0.3962 0.6038 0 0.6038 0.3962 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 0 0 0 0 0 0 0 0
cl_mt_pol_for_save 0.30354 0.82935 2.7323 0 49.582 0.70698 0 0.29302 0.70698 1.265e-33 0 0 0 0 0 0 0 0 0 0 0.090749 0.20053 0.53476 1.0361 1.9552 4.1277 6.9686
xxxxx fl_r_inf = 0.01 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 3.695334 seconds.
Elapsed time is 0.401326 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
__________ __________ _________ _______ ______ __________ _______ __________ __________ __________ _______ _______ _______ _______ _______ _______ _______ _______ _______ _______ ________ ________ ________ ________ ________ ________ ________
cl_mt_pol_a -11.874 0.92777 -0.078134 -12.5 49.332 2.1838e-10 1 8.0517e-08 0.32336 3.0779e-35 -12.5 -12.5 -12.5 -12.5 -12.5 -12.5 -12.5 -12.416 -12.249 -11.915 -11.664 -11.414 -11.163 -10.745 -9.9933 -8.2386 -5.9826
cl_mt_pol_coh -10.594 1.2113 -0.11434 -12.055 53.286 0 0.99999 8.0787e-06 0.0024274 3.0779e-35 -12.055 -11.908 -11.817 -11.713 -11.592 -11.486 -11.452 -11.291 -10.951 -10.539 -10.139 -9.8708 -9.5239 -9.0226 -8.1378 -6.1872 -3.7586
cl_mt_pol_c 1.1624 0.34928 0.30047 0.32092 5.1575 0 0 1 0.0024274 3.0779e-35 0.32092 0.46798 0.55886 0.66368 0.78461 0.86816 0.9241 1.0101 1.1727 1.2764 1.4062 1.4844 1.5005 1.6072 1.7616 2.0007 2.247
cl_mt_pol_b_bridge -10.7 1.2233 -0.11433 -12.176 0 8.0787e-06 0.99999 0 0.0024274 8.0787e-06 -12.176 -12.027 -11.936 -11.83 -11.708 -11.601 -11.567 -11.404 -11.06 -10.645 -10.241 -9.9695 -9.6192 -9.1128 -8.2191 -6.2491 -3.7962
cl_mt_pol_inf_borr_nobridge -1.1741 0.35276 -0.30046 -2.6171 0 8.0735e-08 1 0 4.7419e-07 8.0735e-08 -2.2695 -2.0207 -1.7792 -1.6233 -1.5155 -1.4993 -1.4202 -1.2892 -1.1844 -1.0202 -0.93334 -0.87684 -0.79245 -0.67032 -0.56444 -0.47266 -0.32413
cl_mt_pol_for_borr 0 0 NaN 0 0 1 0 0 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_save 4.3584e-08 0.00021609 4958.1 0 49.332 1 0 8.0517e-08 1 3.0779e-35 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
ans =
Map with properties:
Count: 22
KeyType: char
ValueType: any