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Moshe A. Milevsky

Identifiers

  • name variant Moshe A. Milevsky 0.60 · backfill

Papers (10)

  1. Swimming with Wealthy Sharks: Longevity, Volatility and the Value of Risk Pooling q-fin.RM · 2018 · author #1
  2. The implied longevity curve: How long does the market think you are going to live? q-fin.MF · 2018 · author #1
  3. Retirement spending and biological age q-fin.MF · 2018 · author #2
  4. Optimal retirement income tontines q-fin.MF · 2016 · author #1
  5. Annuitization and asset allocation q-fin.PM · 2015 · author #1
  6. Optimal Retirement Tontines for the 21st Century: With Reference to Mortality Derivatives in 1693 q-fin.PM · 2013 · author #1
  7. Valuation and hedging of the ruin-contingent life annuity (RCLA) q-fin.PR · 2012 · author #2
  8. A different perspective on retirement income sustainability: the blueprint for a ruin contingent life annuity (RCLA) q-fin.RM · 2012 · author #2
  9. Optimal retirement consumption with a stochastic force of mortality q-fin.RM · 2012 · author #2
  10. Financial Valuation of Mortality Risk via the Instantaneous Sharpe Ratio: Applications to Pricing Pure Endowments q-fin.PR · 2007 · author #1

Mentions

  • 1506.05990 #1 · backfill · confidence 0.70 Moshe A. Milevsky
  • 1307.2824 #1 · backfill · confidence 0.70 Moshe A. Milevsky
  • 1205.3686 #2 · backfill · confidence 0.70 Moshe A. Milevsky
  • 1205.2513 #2 · backfill · confidence 0.70 Moshe A. Milevsky
  • 1205.2295 #2 · backfill · confidence 0.70 Moshe A. Milevsky
  • 0705.1302 #1 · backfill · confidence 0.70 Moshe A. Milevsky

Frequent Coauthors