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Portfolio choice and longevity risk in the late seventeenth century : a re-examination of the first English tontine

Milevsky, Moshe Arye - In: Financial history review 21 (2014) 3, pp. 225-258

Persistent link: https://www.econbiz.de/10011376448

It's time to retire ruin (probabilities)

Milevsky, Moshe Arye - In: Financial analysts' journal : FAJ 72 (2016) 2, pp. 8-12

Persistent link: https://www.econbiz.de/10011688035

Calibrating Gompertz in reverse : what is your longevity-risk-adjusted global age?

Milevsky, Moshe Arye - In: Insurance / Mathematics & economics 92 (2020), pp. 147-161

Persistent link: https://www.econbiz.de/10012242048

Valuation and hedging of the ruin-contingent life annuity (RCLA)

Huang, H.; Milevsky, Moshe Arye; Salisbury, T. S. - In: The journal of risk and insurance : the journal of the … 81 (2014) 2, pp. 367-395

Persistent link: https://www.econbiz.de/10010373207

Optimal retirement income tontines

Milevsky, Moshe Arye; Salisbury, Thomas S. - In: Insurance / Mathematics & economics 64 (2015), pp. 91-105

Persistent link: https://www.econbiz.de/10011397946

Equitable retirement income tontines : mixing cohorts without discriminating

Milevsky, Moshe Arye; Salisbury, Thomas S. - In: Astin bulletin : the journal of the International … 46 (2016) 3, pp. 571-604

Persistent link: https://www.econbiz.de/10011669739

Longevity risk and retirement income tax efficiency : a location spending rate puzzle

Huang, Huaxiong; Milevsky, Moshe Arye - In: Insurance / Mathematics & economics 71 (2016), pp. 50-62

Persistent link: https://www.econbiz.de/10011630606

The Religious Roots of Longevity Risk Sharing : The Genesis of Annuity Funds in the Scottish Enlightenment and the Path to Modern Pension Management

Milevsky, Moshe Arye - 2024

PART ONE: A BLESSED OLD AGE -- Chapter 1: DO YOU BELIEVE IN PENSIONS? -- Chapter 2: LONGEVITY RISK AND RELIGION -- Chapter 3: THE BENEFITS OF POOLING -- PART TWO: CHURCH & UNIVERSITY -- Chapter 4: AN ENLIGHTENED FINANCIAL INNOVATION -- Chapter 5: A PRESBYTERIAN SCHEME FOR MINISTERS -- Chapter 6:...

Persistent link: https://www.econbiz.de/10014577560

The Utility Value of Longevity Risk Pooling : Analytic Insights

Milevsky, Moshe Arye - 2018

The consensus among scholars is that (some) longevity risk pooling is the optimal strategy for drawing down wealth in retirement and a robust literature has developed around its measurement via annuity equivalent wealth (AEW). However, most of the published work is conducted numerically and...

Persistent link: https://www.econbiz.de/10012925287

The utility value of longevity risk pooling : analytic insights

Milevsky, Moshe Arye; Huang, Huaxiong - In: North American actuarial journal 22 (2018) 4, pp. 574-590

Persistent link: https://www.econbiz.de/10012268129