The following pages link to Moshe Arye Milevsky (Q1293822):
Displayed 29 items.
- (Q495454) (redirect page) (← links)
- Optimal retirement income tontines (Q495455) (← links)
- Calibrating Gompertz in reverse: what is your longevity-risk-adjusted global age? (Q784405) (← links)
- The timing of annuitization: Investment dominance and mortality risk (Q865617) (← links)
- Ruined moments in your life: how good are the approximations? (Q977151) (← links)
- Annuitization and asset allocation (Q1027412) (← links)
- Martingales, scale functions and stochastic life annuities: A note (Q1293823) (← links)
- The present value of a stochastic perpetuity and the gamma distribution (Q1381480) (← links)
- Mortality derivatives and the option to annuitise. (Q1413287) (← links)
- Optimal asset allocation in life annuities: a note. (Q1413310) (← links)
- Retirement spending and biological age (Q1655772) (← links)
- Refundable income annuities: feasibility of money-back guarantees (Q2155846) (← links)
- Valuation of mortality risk via the instantaneous Sharpe ratio: applications to life annuities (Q2271661) (← links)
- Longevity risk and retirement income tax efficiency: a location spending rate puzzle (Q2374096) (← links)
- Optimal retirement consumption with a stochastic force of mortality (Q2445342) (← links)
- Financial valuation of guaranteed minimum withdrawal benefits (Q2507939) (← links)
- Optimal initiation of a GLWB in a variable annuity: no arbitrage approach (Q2513460) (← links)
- Erratum to: ``Annuitization and asset allocation'': [Journal of Economic Dynamics \& Control 31 (9) (2007) 3138-3177] (Q2654423) (← links)
- ASSET ALLOCATION AND ANNUITY-PURCHASE STRATEGIES TO MINIMIZE THE PROBABILITY OF FINANCIAL RUIN (Q3423400) (← links)
- A theoretical investigation of randomized asset allocation strategies (Q4541558) (← links)
- Optimal Purchasing of Deferred Income Annuities When Payout Yields are Mean-Reverting* (Q4555639) (← links)
- EQUITABLE RETIREMENT INCOME TONTINES: MIXING COHORTS WITHOUT DISCRIMINATING (Q4563779) (← links)
- The Utility Value of Longevity Risk Pooling: Analytic Insights (Q4633997) (← links)
- The Calculus of Retirement Income (Q5479637) (← links)
- A CONTINUOUS-TIME REEXAMINATION OF DOLLAR-COST AVERAGING (Q5696847) (← links)
- Waiting for returns: using space–time duality to calibrate financial diffusions (Q5711162) (← links)
- Self-Annuitization and Ruin in Retirement (Q5718137) (← links)
- Optimal Annuitization Policies (Q5718145) (← links)
- Real Longevity Insurance with a Deductible: Introduction to Advanced-Life Delayed Annuities (ALDA) (Q5892590) (← links)