Access Statistics for Moshe Arye Milevsky

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A different perspective on retirement income sustainability: the blueprint for a ruin contingent life annuity (RCLA) 0 0 0 15 0 1 4 64
Annuitization and asset allocation 0 2 7 31 1 5 14 79
Egalitarian pooling and sharing of longevity risk', a.k.a. 'The many ways to skin a tontine cat 0 0 2 8 0 0 8 15
Equitable retirement income tontines: Mixing cohorts without discriminating 0 0 0 9 0 2 5 21
Financial Valuation of Mortality Risk via the Instantaneous Sharpe Ratio: Applications to Pricing Pure Endowments 0 0 0 14 0 0 1 52
Human Capital, Asset Allocation, and Life Insurance 0 0 0 1 1 2 3 14
Optimal Retirement Tontines for the 21st Century: With Reference to Mortality Derivatives in 1693 0 0 0 41 1 1 2 50
Optimal initiation of a GLWB in a variable annuity: no arbitrage approach 0 0 0 13 0 2 4 45
Optimal retirement consumption with a stochastic force of mortality 0 0 0 34 1 4 6 118
Optimal retirement income tontines 0 0 1 33 0 1 6 71
Refundable income annuities: Feasibility of money-back guarantees 0 0 0 11 3 3 6 17
Retirement spending and biological age 0 0 1 13 0 1 4 54
Swimming with Wealthy Sharks: Longevity, Volatility and the Value of Risk Pooling 0 0 2 12 0 2 7 38
The Riccati Tontine: How to Satisfy Regulators on Average 0 0 2 3 0 0 7 9
The implied longevity curve: How long does the market think you are going to live? 0 1 2 16 1 2 6 35
Valuation and hedging of the ruin-contingent life annuity (RCLA) 0 0 0 25 1 2 4 131
Valuation of Mortality Risk via the Instantaneous Sharpe Ratio: Applications to Life Annuities 0 0 0 21 0 1 3 92
Total Working Papers 0 3 17 300 9 29 90 905


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A CONTINUOUS-TIME REEXAMINATION OF DOLLAR-COST AVERAGING 1 5 11 16 1 14 23 54
A Sustainable Spending Rate without Simulation 1 2 10 10 4 7 20 21
A diffusive wander through human life 0 1 1 5 0 1 3 28
A theoretical investigation of randomized asset allocation strategies 0 0 0 56 0 0 0 316
ASSET ALLOCATION AND ANNUITY‐PURCHASE STRATEGIES TO MINIMIZE THE PROBABILITY OF FINANCIAL RUIN 0 0 2 54 1 1 5 139
Adam Smith's reversionary annuity: money's worth, default options and auto-enrollment 0 0 0 4 0 0 1 10
Annuitization and asset allocation 1 4 12 99 2 12 49 275
Asian Options, the Sum of Lognormals, and the Reciprocal Gamma Distribution 0 1 4 139 0 1 6 308
Asset Allocation and the Liquidity Premium for Illiquid Annuities 0 0 0 25 0 0 1 106
Asset Allocation via the Conditional First Exit Time or How to Avoid Outliving Your Money 0 0 0 71 0 1 1 227
Asset allocation, life expectancy and shortfall 0 0 2 194 0 0 3 542
Book Review 0 0 0 0 0 0 2 40
Calibrating Gompertz in reverse: What is your longevity-risk-adjusted global age? 0 0 0 2 0 0 3 21
Do Markets Like Frozen Defined Benefit Pensions? An Event Study 0 0 0 4 0 1 1 38
EQUITABLE RETIREMENT INCOME TONTINES: MIXING COHORTS WITHOUT DISCRIMINATING 0 0 0 4 0 0 2 23
Egalitarian pooling and sharing of longevity risk a.k.a. can an administrator help skin the tontine cat? 0 0 2 2 1 1 7 7
Erratum to: "Annuitization and asset allocation": [Journal of Economic Dynamics & Control 31 (9) (2007) 3138-3177] 0 0 0 15 0 1 1 54
Financial valuation of guaranteed minimum withdrawal benefits 1 1 8 355 1 4 16 834
Florida's Pension Election: From DB to DC and Back 0 0 0 17 0 0 0 79
Hedging and pricing with tax law uncertainty: Managing under an Arkansas Best doctrine 0 0 0 11 0 0 1 54
Human Capital, Asset Allocation, and Life Insurance 0 0 0 0 1 3 6 7
International equity diversification and shortfall risk 0 0 0 48 0 0 1 157
It’s Time to Retire Ruin (Probabilities) 0 1 4 5 0 1 5 7
Killing the Law of Large Numbers: Mortality Risk Premiums and the Sharpe Ratio 0 0 1 44 0 1 9 149
Lifetime ruin minimization: should retirees hedge inflation or just worry about it?* 0 0 1 17 0 0 2 61
Longevity risk and retirement income tax efficiency: A location spending rate puzzle 0 0 1 7 2 3 8 42
Martingales, scale functions and stochastic life annuities: a note 0 0 0 29 0 0 1 89
Mortality derivatives and the option to annuitise 0 0 2 267 0 0 4 563
Optimal Annuitization Policies 0 1 2 13 1 4 7 26
Optimal Purchasing of Deferred Income Annuities When Payout Yields are Mean-Reverting 0 0 0 2 0 0 3 29
Optimal asset allocation in life annuities: a note 0 0 0 114 1 1 2 234
Optimal initiation of a GLWB in a variable annuity: No Arbitrage approach 0 0 0 3 1 4 13 88
Optimal retirement consumption with a stochastic force of mortality 0 0 0 14 0 0 0 66
Optimal retirement income tontines 0 1 3 67 1 6 12 208
Overview of the Issue 0 0 0 0 0 0 0 28
Overview of the Issue 0 0 0 0 0 0 1 28
Overview of the Issue 0 0 0 8 0 0 1 80
Overview of the Issue 0 0 0 6 0 0 0 52
Overview of the Issue 0 0 0 1 0 0 1 38
Overview of the Issue 0 0 0 5 0 0 3 106
Overview of the Issue 0 0 0 0 0 0 1 41
Overview of the Issue 0 0 0 6 0 0 2 59
Overview of the Issue 0 0 0 5 0 0 4 61
Overview of the Issue 0 0 0 8 0 0 0 60
Plight of the Fortune Tellers: Why We Need to Manage Financial Risk Differently. Riccardo Rebonato. Princeton University Press, 2007, ISBN 978-0-691-13361-4, 304 pages 0 0 0 10 0 0 1 47
Portfolio Choice and Life Insurance: The CRRA Case 1 1 1 59 1 1 3 185
Portfolio Choice with Puts: Evidence from Variable Annuities 0 0 0 1 0 1 3 4
Portfolio choice and longevity risk in the late seventeenth century: a re-examination of the first English tontine 0 0 0 10 0 0 1 30
Portfolio choice and mortality-contingent claims: The general HARA case 0 0 2 26 0 0 2 97
Real Longevity Insurance with a Deductible: Introduction to Advanced-Life Delayed Annuities (ALDA) 1 1 4 22 1 2 10 47
Refundable income annuities: Feasibility of money-back guarantees 0 0 1 3 4 7 10 18
Rethinking RRIF Withdrawals: New Rates and Methodologies for New Realities 0 0 0 4 0 0 2 18
Retirement spending and biological age 0 1 2 17 1 4 5 80
Ruined moments in your life: how good are the approximations? 1 1 2 77 1 1 5 194
Self-Annuitization and Ruin in Retirement 2 2 5 11 3 3 7 31
Space–time diversification: which dimension is better? 0 0 0 0 0 0 1 1
Spending Retirement on Planet Vulcan: The Impact of Longevity Risk Aversion on Optimal Withdrawal Rates (corrected July 2011) 0 1 1 1 1 4 9 9
Swimming with wealthy sharks: longevity, volatility and the value of risk pooling 0 1 2 10 0 1 7 35
Tax Effects in Canadian Equity Option Markets 0 0 0 4 0 0 0 19
The Implied Longevity Yield: A Note on Developing an Index for Life Annuities 1 1 3 36 2 3 10 121
The Riccati tontine: how to satisfy regulators on average 0 1 1 1 0 1 2 2
The Sluggish and Asymmetric Reaction of Life Annuity Prices to Changes in Interest Rates 0 0 1 18 1 2 4 46
The Utility Value of Longevity Risk Pooling: Analytic Insights 0 0 1 6 0 0 5 14
The present value of a stochastic perpetuity and the Gamma distribution 0 0 1 112 0 0 1 315
The timing of annuitization: Investment dominance and mortality risk 0 0 1 102 0 2 3 212
Time Diversification, Safety-First and Risk 0 0 0 85 0 0 0 273
Valuation and Hedging of the Ruin-Contingent Life Annuity (RCLA) 0 0 0 2 0 0 3 30
Valuation of mortality risk via the instantaneous Sharpe ratio: Applications to life annuities 0 0 0 34 0 1 3 138
Variable annuities versus mutual funds: a Monte-Carlo analysis of the options 0 0 0 330 0 0 1 1,191
Waiting for returns: using space-time duality to calibrate financial diffusions 0 0 0 0 0 0 1 21
Total Journal Articles 10 27 94 2,733 32 100 330 8,633


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
King William's Tontine 0 0 0 0 0 1 1 46
King William's Tontine 0 0 0 0 0 0 2 47
Strategic Financial Planning over the Lifecycle 0 0 0 0 0 0 5 41
Strategic Financial Planning over the Lifecycle 0 0 0 0 0 0 7 93
The Calculus of Retirement Income 0 0 0 0 0 0 12 169
The Day the King Defaulted 0 0 0 0 0 2 3 5
The Religious Roots of Longevity Risk Sharing 0 0 0 0 0 0 9 14
Total Books 0 0 0 0 0 3 39 415


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Presbyterian Scheme for Ministers 0 0 0 0 0 0 1 2
ASIAN OPTIONS, THE SUM OF LOGNORMALS, AND THE RECIPROCAL GAMMA DISTRIBUTION 0 0 1 12 0 0 3 42
Alexander Webster and the Archives 0 0 1 1 0 0 3 5
An Enlightened Financial Innovation 0 0 0 0 0 0 1 1
Annuity Management in the Eighteenth Century 0 0 0 0 0 0 2 7
Bankers Then and Now 0 0 0 0 0 0 0 1
Concluding Thoughts for the Twenty-First Century 0 0 0 0 0 0 0 0
Diary of a Default 0 0 0 0 0 0 1 1
Do You Believe in Pensions? 0 0 0 0 0 0 2 16
Dramatis Personae 0 0 0 0 0 0 0 0
From Church PAYGO to Fully Funded 0 0 0 0 0 0 1 1
Longevity Heterogeneity in the Twenty-First Century 0 0 0 0 0 0 2 6
Longevity Risk and Religion 0 0 0 0 0 1 3 9
Paid Upon Orders from the Treasury 0 0 0 0 1 2 3 4
Pension Resistance in the Nineteenth Century 0 0 0 0 0 0 3 5
Personal Finances of a King 0 0 0 0 0 0 0 1
Scientific Models Versus Religious Beliefs 0 0 0 0 0 0 3 4
The Benefits of Pooling 0 0 0 0 0 3 8 9
The First Biblical Annuity 0 0 0 0 0 3 7 11
The Goldsmith-Bankers 0 0 0 0 1 2 4 7
Total Chapters 0 0 2 13 2 11 47 132


Statistics updated 2025-10-06