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The sluggish and asymmetric reaction of life annuity prices to changes in interest rates
Charupat, Narat; Kamstra, Mark J.; Milevsky, Moshe Arye - In: The journal of risk and insurance : the journal of the … 83 (2016) 3, pp. 519-555
Persistent link: https://www.econbiz.de/10011561286
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Editorial to the special issue on behavioral insurance : mathematics and economics
Laeven, Roger J. A.; Milevsky, Moshe Arye; Scherer, Matthias - In: Insurance / Mathematics & economics 101 (2021) 1, pp. 1-5
Persistent link: https://www.econbiz.de/10012793905
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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
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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
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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
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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
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Retirement spending and biological age
Huang, Huaxiong; Milevsky, Moshe Arye; Salisbury, T. S. - In: Journal of economic dynamics & control 84 (2017), pp. 58-76
Persistent link: https://www.econbiz.de/10011916172
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Swimming with wealthy sharks : longevity, volatility andthe value of risk pooling
Milevsky, Moshe Arye - In: Journal of pension economics and finance : JPEF 19 (2020) 2, pp. 217-246
Persistent link: https://www.econbiz.de/10012193716
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Optimal purchasing of deferred income annuities when payout yields are mean-reverting
Huang, Huaxiong; Milevsky, Moshe Arye; Young, Virginia R. - In: Review of finance : journal of the European Finance … 21 (2017) 1, pp. 327-361
Persistent link: https://www.econbiz.de/10011778596
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Martingales, scale functions and stochastic life annuities: a note
Milevsky, Moshe Arye - In: Insurance: Mathematics and Economics 24 (1999) 1-2, pp. 149-154
Persistent link: https://www.econbiz.de/10005374641