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 0 10 74
Annuitization and asset allocation 0 0 2 33 0 3 25 104
Egalitarian pooling and sharing of longevity risk', a.k.a. 'The many ways to skin a tontine cat 0 0 0 8 0 3 12 27
Equitable Longevity Risk Sharing or, the raison d'\^etre for a First Nations Pension Plan 0 0 9 9 1 3 9 9
Equitable retirement income tontines: Mixing cohorts without discriminating 0 0 0 9 0 4 12 33
Financial Valuation of Mortality Risk via the Instantaneous Sharpe Ratio: Applications to Pricing Pure Endowments 0 0 0 14 0 0 7 59
Human Capital, Asset Allocation, and Life Insurance 0 0 1 2 2 8 26 40
Optimal Retirement Tontines for the 21st Century: With Reference to Mortality Derivatives in 1693 0 0 0 41 0 0 11 61
Optimal initiation of a GLWB in a variable annuity: no arbitrage approach 0 0 0 13 0 0 22 67
Optimal retirement consumption with a stochastic force of mortality 0 0 0 34 0 1 14 132
Optimal retirement income tontines 0 1 1 34 0 3 13 84
Refundable income annuities: Feasibility of money-back guarantees 0 0 0 11 0 1 3 20
Retirement spending and biological age 0 0 0 13 0 4 18 72
Swimming with Wealthy Sharks: Longevity, Volatility and the Value of Risk Pooling 1 2 2 14 1 4 11 49
The Annuity Puzzle Revisited: Barriers, Behavior, and Policy Paths to Lifetime Income 2 6 33 33 3 12 33 33
The Riccati Tontine: How to Satisfy Regulators on Average 0 0 0 3 2 3 16 25
The implied longevity curve: How long does the market think you are going to live? 0 0 0 16 0 1 10 45
Valuation and hedging of the ruin-contingent life annuity (RCLA) 0 0 0 25 0 0 10 141
Valuation of Mortality Risk via the Instantaneous Sharpe Ratio: Applications to Life Annuities 0 0 0 21 0 2 13 105
Total Working Papers 3 9 48 348 9 52 275 1,180

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 2 2 7 23 5 20 67 121
A Sustainable Spending Rate without Simulation 1 2 10 20 2 4 29 50
A diffusive wander through human life 0 0 0 5 0 1 6 34
A theoretical investigation of randomized asset allocation strategies 0 0 0 56 0 1 11 327
ASSET ALLOCATION AND ANNUITY‐PURCHASE STRATEGIES TO MINIMIZE THE PROBABILITY OF FINANCIAL RUIN 0 0 2 56 0 1 11 150
Annuitization and asset allocation 0 2 7 106 6 18 86 361
Asian Options, the Sum of Lognormals, and the Reciprocal Gamma Distribution 0 0 2 141 1 1 16 324
Asset Allocation and the Liquidity Premium for Illiquid Annuities 0 0 0 25 0 0 7 113
Asset Allocation via the Conditional First Exit Time or How to Avoid Outliving Your Money 0 0 0 71 0 1 14 241
Asset allocation, life expectancy and shortfall 0 0 0 194 0 1 13 555
Book Review 0 0 0 0 0 61 64 104
Calibrating Gompertz in reverse: What is your longevity-risk-adjusted global age? 0 0 1 3 0 2 43 64
Do Markets Like Frozen Defined Benefit Pensions? An Event Study 0 0 0 4 0 1 9 47
EQUITABLE RETIREMENT INCOME TONTINES: MIXING COHORTS WITHOUT DISCRIMINATING 0 0 0 4 0 1 11 34
Egalitarian pooling and sharing of longevity risk a.k.a. can an administrator help skin the tontine cat? 1 1 1 3 1 6 14 21
Erratum to: "Annuitization and asset allocation": [Journal of Economic Dynamics & Control 31 (9) (2007) 3138-3177] 0 0 0 15 1 1 14 68
Financial valuation of guaranteed minimum withdrawal benefits 0 0 9 364 2 4 25 859
Florida's Pension Election: From DB to DC and Back 0 0 0 17 1 2 13 92
Hedging and pricing with tax law uncertainty: Managing under an Arkansas Best doctrine 0 0 0 11 0 2 7 61
Human Capital, Asset Allocation, and Life Insurance 0 0 1 1 1 5 27 34
International equity diversification and shortfall risk 0 0 0 48 0 0 9 166
It’s Time to Retire Ruin (Probabilities) 0 1 1 6 0 2 7 14
Killing the Law of Large Numbers: Mortality Risk Premiums and the Sharpe Ratio 0 1 2 46 0 4 17 166
Lifetime ruin minimization: should retirees hedge inflation or just worry about it?* 0 0 2 19 0 0 5 66
Longevity risk and retirement income tax efficiency: A location spending rate puzzle 0 0 0 7 0 1 9 51
Martingales, scale functions and stochastic life annuities: a note 0 0 0 29 1 2 9 98
Mortality derivatives and the option to annuitise 0 1 1 268 0 2 12 575
Optimal Annuitization Policies 0 1 2 15 1 3 12 38
Optimal Purchasing of Deferred Income Annuities When Payout Yields are Mean-Reverting 0 0 2 4 0 0 15 44
Optimal asset allocation in life annuities: a note 0 0 0 114 0 0 9 243
Optimal initiation of a GLWB in a variable annuity: No Arbitrage approach 0 0 0 3 2 2 26 114
Optimal retirement consumption with a stochastic force of mortality 0 0 1 15 0 0 9 75
Optimal retirement income tontines 0 1 2 69 0 5 17 225
Overview of the Issue 0 0 0 0 0 0 6 34
Overview of the Issue 0 0 0 8 0 0 4 84
Overview of the Issue 0 0 0 0 1 2 5 46
Overview of the Issue 0 0 0 6 1 1 7 66
Overview of the Issue 0 0 0 6 0 0 5 57
Overview of the Issue 0 0 0 5 0 0 8 69
Overview of the Issue 0 0 0 0 0 0 5 33
Overview of the Issue 0 0 0 8 0 0 5 65
Overview of the Issue 0 0 0 1 0 0 4 42
Overview of the Issue 0 0 0 5 0 0 6 112
Pensions and protestants: or why everything in retirement can’t be optimized 0 0 6 6 0 0 20 20
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 7 54
Portfolio Choice and Life Insurance: The CRRA Case 0 1 2 61 2 4 15 200
Portfolio Choice with Puts: Evidence from Variable Annuities 0 0 0 1 1 3 9 13
Portfolio choice and mortality-contingent claims: The general HARA case 0 0 0 26 1 1 11 108
Real Longevity Insurance with a Deductible: Introduction to Advanced-Life Delayed Annuities (ALDA) 0 0 1 23 0 3 20 67
Refundable income annuities: Feasibility of money-back guarantees 0 0 0 3 0 0 14 32
Rethinking RRIF Withdrawals: New Rates and Methodologies for New Realities 0 0 0 4 0 0 5 23
Retirement spending and biological age 0 0 0 17 0 1 13 93
Ruined moments in your life: how good are the approximations? 0 0 0 77 0 0 10 204
Self-Annuitization and Ruin in Retirement 0 0 4 15 2 5 18 49
Space–time diversification: which dimension is better? 0 0 0 0 0 0 8 9
Spending Retirement on Planet Vulcan: The Impact of Longevity Risk Aversion on Optimal Withdrawal Rates (corrected July 2011) 1 1 3 4 3 5 20 29
Swimming with wealthy sharks: longevity, volatility and the value of risk pooling 0 0 2 12 1 2 13 48
Tax Effects in Canadian Equity Option Markets 0 0 0 4 0 1 19 38
The Implied Longevity Yield: A Note on Developing an Index for Life Annuities 0 0 1 37 0 0 15 136
The Riccati tontine: how to satisfy regulators on average 0 0 0 1 1 4 19 21
The Sluggish and Asymmetric Reaction of Life Annuity Prices to Changes in Interest Rates 0 1 1 19 0 1 11 57
The Utility Value of Longevity Risk Pooling: Analytic Insights 0 0 1 7 0 0 7 21
The present value of a stochastic perpetuity and the Gamma distribution 0 0 2 114 0 2 11 326
The timing of annuitization: Investment dominance and mortality risk 1 1 2 104 1 1 11 223
Time Diversification, Safety-First and Risk 0 0 1 86 0 1 11 284
Valuation and Hedging of the Ruin-Contingent Life Annuity (RCLA) 0 0 0 2 0 1 10 40
Valuation of mortality risk via the instantaneous Sharpe ratio: Applications to life annuities 0 0 0 34 1 2 15 153
Variable annuities versus mutual funds: a Monte-Carlo analysis of the options 0 0 1 331 0 1 8 1,199
Waiting for returns: using space-time duality to calibrate financial diffusions 0 0 0 0 1 2 13 34
Total Journal Articles 6 16 80 2,799 40 197 1,031 9,624
2 registered items for which data could not be found

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
How to Build a Modern Tontine 0 0 0 0 0 0 0 0
King William's Tontine 0 0 0 0 0 0 6 53
King William's Tontine 0 0 0 0 1 2 9 55
Strategic Financial Planning over the Lifecycle 0 0 0 0 1 2 9 102
Strategic Financial Planning over the Lifecycle 0 0 0 0 2 3 10 51
The Calculus of Retirement Income 0 0 0 0 1 2 16 185
The Day the King Defaulted 0 0 0 0 0 0 3 8
The Religious Roots of Longevity Risk Sharing 0 0 0 0 0 2 12 26
Total Books 0 0 0 0 5 11 65 480

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 1 8 10
ASIAN OPTIONS, THE SUM OF LOGNORMALS, AND THE RECIPROCAL GAMMA DISTRIBUTION 0 1 2 14 0 3 29 71
Alexander Webster and the Archives 0 0 0 1 0 1 14 19
An Enlightened Financial Innovation 0 0 0 0 0 0 4 5
Annuity Management in the Eighteenth Century 0 0 0 0 0 0 8 15
Bankers Then and Now 0 0 0 0 1 1 7 8
Building a Tontine Simulation in R 0 0 0 0 0 0 0 0
Concluding Remarks: Tontine Thinking 0 0 0 0 0 0 0 0
Concluding Thoughts for the Twenty-First Century 0 0 0 0 0 0 5 5
Correction to: Concluding Remarks: Tontine Thinking 0 0 0 0 0 0 0 0
Death Benefits, Refunds and Covenants 0 0 0 0 1 1 1 1
Diary of a Default 0 0 0 0 0 0 3 4
Do You Believe in Pensions? 0 0 0 0 0 0 8 24
Dramatis Personae 0 0 0 0 0 0 9 9
Financial and Actuarial Background 0 0 0 0 0 0 0 0
From Church PAYGO to Fully Funded 0 0 0 0 0 1 9 10
Goodbye LogNormal Distribution 0 0 0 0 0 0 0 0
Longevity Heterogeneity in the Twenty-First Century 0 0 0 0 0 0 6 12
Longevity Risk and Religion 0 0 0 0 0 0 13 22
Managing a Competitive Tontine Business 0 0 0 0 0 0 0 0
Paid Upon Orders from the Treasury 0 0 0 0 0 0 5 9
Pension Resistance in the Nineteenth Century 0 0 0 0 1 1 8 13
Personal Finances of a King 0 0 0 0 1 3 6 7
Scientific Models Versus Religious Beliefs 0 0 0 0 0 0 9 13
Solutions and Advanced Hints 0 0 0 0 0 0 0 0
Squeezing the Most from Mortality 0 0 0 0 0 0 0 0
Statistical Risk Management 0 0 0 0 0 0 0 0
The Benefits of Pooling 0 0 0 0 0 1 7 16
The First Biblical Annuity 0 0 0 0 0 4 8 19
The Goldsmith-Bankers 0 0 0 0 1 1 23 30
Why Tontines? Why Now? 0 0 0 0 0 0 0 0
Total Chapters 0 1 2 15 5 18 190 322

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