Person:1293822

Available identifiers

zbMath Open milevsky.moshe-aryeWikidataQ106143442 ScholiaQ106143442MaRDI QIDQ1293822

List of research outcomes

Publication	Date of Publication	Type
Refundable income annuities: feasibility of money-back guarantees	2022-07-15	Paper
Calibrating Gompertz in reverse: what is your longevity-risk-adjusted global age?	2020-08-03	Paper
The Utility Value of Longevity Risk Pooling: Analytic Insights	2019-05-07	Paper
Optimal Purchasing of Deferred Income Annuities When Payout Yields are Mean-Reverting*	2018-11-20	Paper
Retirement spending and biological age	2018-08-09	Paper
EQUITABLE RETIREMENT INCOME TONTINES: MIXING COHORTS WITHOUT DISCRIMINATING	2018-06-04	Paper
Longevity risk and retirement income tax efficiency: a location spending rate puzzle	2016-12-14	Paper
Optimal retirement income tontines	2015-09-14	Paper
Optimal initiation of a GLWB in a variable annuity: no arbitrage approach	2015-01-28	Paper
Optimal retirement consumption with a stochastic force of mortality	2014-04-14	Paper
Real Longevity Insurance with a Deductible: Introduction to Advanced-Life Delayed Annuities (ALDA)	2011-07-02	Paper
Ruined moments in your life: how good are the approximations?	2010-06-20	Paper
Erratum to: ``Annuitization and asset allocation: [Journal of Economic Dynamics \& Control 31 (9) (2007) 3138-3177]	2010-01-19	Paper
Valuation of mortality risk via the instantaneous Sharpe ratio: applications to life annuities	2009-08-07	Paper
Annuitization and asset allocation	2009-07-01	Paper
ASSET ALLOCATION AND ANNUITY-PURCHASE STRATEGIES TO MINIMIZE THE PROBABILITY OF FINANCIAL RUIN	2007-02-22	Paper
The timing of annuitization: Investment dominance and mortality risk	2007-02-19	Paper
Financial valuation of guaranteed minimum withdrawal benefits	2006-10-05	Paper
The Calculus of Retirement Income	2006-07-10	Paper
Self-Annuitization and Ruin in Retirement	2006-01-13	Paper
Optimal Annuitization Policies	2006-01-13	Paper
Waiting for returns: using space–time duality to calibrate financial diffusions	2005-12-09	Paper
A CONTINUOUS-TIME REEXAMINATION OF DOLLAR-COST AVERAGING	2005-10-19	Paper
Mortality derivatives and the option to annuitise.	2003-11-16	Paper
Optimal asset allocation in life annuities: a note.	2003-11-16	Paper
A theoretical investigation of randomized asset allocation strategies	2002-09-04	Paper
Martingales, scale functions and stochastic life annuities: A note	2000-01-31	Paper
The present value of a stochastic perpetuity and the gamma distribution	1999-01-05	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Moshe Arye Milevsky