  Given a geometric Levy alpha-stable wealth process, a log-Levy alpha-stable
lower bound is constructed for the terminal wealth of a regular investing
schedule. Using a transformation, the lower bound is applied to a schedule of
withdrawals occurring after an initial investment. As a result, an upper bound
is described on the probability to complete a given schedule of withdrawals.
For withdrawals of a constant amount at equidistant times, necessary conditions
are given on the initial investment and parameters of the wealth process such
that $k$ withdrawals can be made with 95% confidence. When the initial
investment is in the S&P Composite Index and $2\leq k\leq 16$, then the initial
investment must be at least $k$ times the amount of each withdrawal.
