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Moshe A. Milevsky

Moshe A. Milevsky

D-Index & Metrics

Economics and Finance

D-Index
42
Citations
6422
World Ranking
2091
National Ranking
51

Overview

Moshe A. Milevsky is affiliated with York University in Canada and has established a research profile spanning several fields, including Social Sciences, Business, Management and Accounting, and Decision Sciences. Their scholarly output encompasses various subfields such as Demography, Accounting, General Health Professions, Management Science and Operations Research, and Economics and Econometrics.

Their research primarily focuses on topics related to insurance, mortality, demography, and risk management. Additional areas of interest include financial literacy, pension and retirement analysis, global health care issues, demographic modeling and climate adaptation, economic theories and models, gender, labor, and family dynamics, as well as retirement, disability, and employment.

Frequent coauthors of Moshe A. Milevsky include Thomas S. Salisbury, Jan Dhaene, Marcos Velazquez, Roger J. A. Laeven, and Matthias Scherer.

They have contributed to prominent publication venues such as:

  • SSRN Electronic Journal
  • Insurance Mathematics and Economics
  • arXiv (Cornell University)
  • Financial History Review
  • The Geneva Risk and Insurance Review

Recent papers authored by Moshe A. Milevsky include:

  • Calibrating Gompertz in reverse: What is your longevity-risk-adjusted global age? (2020), Insurance Mathematics and Economics
  • Refundable income annuities: Feasibility of money-back guarantees (2022), Insurance Mathematics and Economics
  • Adam Smith's reversionary annuity: money's worth, default options and auto-enrollment (2023), Financial History Review
  • Refundable Income Annuities: Feasibility of Money-Back Guarantees (2021), SSRN Electronic Journal

Milevsky has also authored books published by Springer International Publishing, including Retirement Income Recipes in R (2020) and How to Build a Modern Tontine (2022).

Best Publications

  • Mortality derivatives and the option to annuitise

    Moshe A Milevsky;S David Promislow

  • Asian options, the sum of lognormals, and the reciprocal gamma distribution

    Moshe Arye Milevsky;Steven E. Posner

  • Annuitization and asset allocation

    Moshe A. Milevsky;Virginia R. Young

  • Financial valuation of guaranteed minimum withdrawal benefits

    Moshe A. Milevsky;Thomas S. Salisbury

  • The Titanic Option: Valuation of the Guaranteed Minimum Death Benefit in Variable Annuities and Mutual Funds

    Moshe Arye Milevsky;Steven E. Posner

  • The Calculus of Retirement Income: Financial Models for Pension Annuities and Life Insurance

    Moshe Arye Milevsky

  • Optimal Asset Allocation Towards The End of the Life Cycle: To Annuitize or Not to Annuitize?

    Moshe Arye Milevsky

  • Mortality Derivatives and the Option to Annuitize

    Moshe A. Milevsky;David Promislow

  • Self-Annuitization and Ruin in Retirement

    Moshe Arye Milevsky;Chris Robinson

  • Real Longevity Insurance with a Deductible: Introduction to Advanced-Life Delayed Annuities (ALDA)

    Moshe A. Milevsky

  • A CLOSED-FORM APPROXIMATION FOR VALUING BASKET OPTIONS

    Moshe Arye Milevsky;Steven E. Posner

  • Optimal asset allocation during retirement in the presence of fixed and variable immediate life annuities (payout annuities)

    Peng Chen;Moshe A. Milevsky

  • Human Capital, Asset Allocation, and Life Insurance

    Peng Chen;Roger G. Ibbotson;Moshe A. Milevsky;Kevin X. Zhu

  • Asset Allocation Via The Conditional First Exit Time or How To Avoid Outliving Your Money

    Moshe Arye Milevsky;Kwok Ho;Chris Robinson

  • Asset allocation, life expectancy and shortfall

    Kwok Ho;Moshe Arye Milevsky;Chris Robinson

  • ASSET ALLOCATION AND ANNUITY-PURCHASE STRATEGIES TO MINIMIZE THE PROBABILITY OF FINANCIAL RUIN

    Moshe A. Milevsky;Kristen S. Moore;Virginia R. Young

  • Spending Retirement on Planet Vulcan: The Impact of Longevity Risk Aversion on Optimal Withdrawal Rates (corrected July 2011)

    Moshe A. Milevsky;Huaxiong Huang

  • Killing the Law of Large Numbers: Mortality Risk Premiums and the Sharpe Ratio

    M. A. Milevsky;S. D. Promislow;V. R. Young

  • Portfolio Choice and Life Insurance: The CRRA Case

    Huaxiong Huang;Moshe A. Milevsky;Jin Wang

  • Optimal asset allocation in life annuities: a note

    Narat Charupat;Moshe A. Milevsky

  • The calculus of retirement income

    Moshe Arye Milevsky

Frequent Co-Authors

Virginia R. Young
Virginia R. Young University of Michigan–Ann Arbor
Roger G. Ibbotson
Roger G. Ibbotson Yale University
Steven Haberman
Steven Haberman City, University of London
Jeffrey R. Brown
Jeffrey R. Brown University of Illinois at Urbana-Champaign
Richard Taffler
Richard Taffler University of Warwick

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