Moshe A. Milevsky

York University - Schulich School of Business

4700 Keele Street

Toronto, Ontario M3J 1P3

Canada

  • York University - Schulich School of Business

SCHOLARLY PAPERS

57

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126

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“  Currently working on various aspects of longevity risk measurement and pooling.  ”

  • York University - Schulich School of Business

Scholarly Papers (57)

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1.

Human Capital, Asset Allocation, and Life Insurance

Downloads 3,841 ( 4,737)

Human Capital, Asset Allocation, and Life Insurance

Yale ICF Working Paper No. 05-11
Number of pages: 21 Posted: 13 May 2005
Roger G. Ibbotson, Peng Chen, Moshe A. Milevsky and Xingnong Zhu
Yale School of Management, Ibbotson Associates, York University - Schulich School of Business and Ibbotson Associates
Downloads 3,841 (4,643)
Citation 3

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Human Capital, Asset Allocation, Life Insurance

Human Capital, Asset Allocation, and Life Insurance

Financial Analysts Journal, Vol. 62, No. 1, pp. 97-109, January/February 2006
Posted: 03 May 2006
Peng Chen, Roger G. Ibbotson, Moshe A. Milevsky and Kevin X. Zhu
Ibbotson Associates, Yale School of Management, York University - Schulich School of Business and affiliation not provided to SSRN

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Private Wealth Management, Asset Allocation, Client Objectives Constraints and Behavior, Investment Policy Formulation

2.

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

FAS#21-96
Number of pages: 48 Posted: 06 Nov 1996
Moshe A. Milevsky
York University - Schulich School of Business
Downloads 2,247 (11,304)
Citation 13

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3.

Optimal Initiation of a GLWB in a Variable Annuity: No Arbitrage Approach

Number of pages: 23 Posted: 26 Feb 2013
Moshe A. Milevsky, Huang Huaxiong, Huang Huaxiong and T. S. Salisbury
York University - Schulich School of Business, York UniversityYork University - Department of Mathematics and Statistics and York University
Downloads 1,540 (20,406)
Citation 6

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Insurance, Retirement, Options, Longevity, Optimization

4.

Closed-Form Analytic Pricing and Hedging of Arithmetic Asian Options Using a Reciprocal Gamma Distribution

Number of pages: 17 Posted: 06 Jun 1997
Moshe A. Milevsky and Steven E. Posner
York University - Schulich School of Business and Morgan Stanley - United Kingdom Office
Downloads 1,441 (22,616)

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5.

Variable Annuities Versus Mutual Funds: A Monte Carlo Analysis of the Options

York-Schulich-Finance Working Paper No. MM10-1
Number of pages: 24 Posted: 08 Nov 2001
Moshe A. Milevsky and Kamphol Panyagometh
York University - Schulich School of Business and NIDA Business School
Downloads 1,289 (26,590)
Citation 9

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Asset Allocation, Taxes, Insurance

6.

The Real Option to Delay Annuitization: It's Not Now-or-Never

York-Schulich-Finance Working Paper No. MM11-1
Number of pages: 44 Posted: 08 Nov 2001
Moshe A. Milevsky and V.R. Young
York University - Schulich School of Business and University of Michigan at Ann Arbor - Department of Mathematics
Downloads 1,109 (33,126)
Citation 24

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Retirement, Asset Allocation, Longevity Risk, Mortality

7.

Life Annuities: An Optimal Product for Retirement Income

CFA Institute Research Foundation Monograph
Number of pages: 150 Posted: 01 Mar 2015
Moshe A. Milevsky
York University - Schulich School of Business
Downloads 1,078 (34,473)

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life annuities, retirement

8.

Retirement Spending and Biological Age

Number of pages: 34 Posted: 16 Feb 2017
Huang Huaxiong, Huang Huaxiong, Moshe A. Milevsky and T. S. Salisbury
York UniversityYork University - Department of Mathematics and Statistics, York University - Schulich School of Business and York University
Downloads 1,047 (35,935)
Citation 1

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Wealth Management, Retirement Planning, Insurance, Annuities, Pensions, Longevity, Aging and Demographics

9.

Cleaning a Passive Index: How to Use Portfolio Optimization to Satisfy CSR Constraints

Number of pages: 30 Posted: 17 Dec 2004
Moshe A. Milevsky, Andrew R. Aziz, Allen Goss, Jane Thomson and David Wheeler
York University - Schulich School of Business, Algorithmics Inc., Ryerson University - Ted Rogers School of Management, Institute for Research and Innovation in Sustainability and Faculty of Environmental Studies
Downloads 955 (40,941)
Citation 5

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Investments, Pension Funds, Efficient Frontier, Socially Responsible Investing

10.

A Continuous-Time Re-Examination of the Inefficiency of Dollar-Cost Averaging

SSBFIN-9901
Number of pages: 28 Posted: 19 Feb 1999
Moshe A. Milevsky and Steven E. Posner
York University - Schulich School of Business and Morgan Stanley - United Kingdom Office
Downloads 920 (43,161)
Citation 1

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11.

Mortality Derivatives and the Option to Annuitize

Downloads 877 (46,051)

Mortality Derivatives and the Option to Annuitize

York University Finance Working Paper No. MM08-1
Number of pages: 31 Posted: 08 Nov 2001
Moshe A. Milevsky and David Promislow
York University - Schulich School of Business and York University - Department of Mathematics & Statistics
Downloads 877 (45,395)
Citation 27

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insurance, risk management, longevity

Mortality Derivatives and the Option to Annuitize

Forthcoming in Insurance Mathematics and Economics
Posted: 20 Nov 2001
Moshe A. Milevsky and David Promislow
York University - Schulich School of Business and York University - Department of Mathematics & Statistics

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insurance, risk management, longevity

12.

The Annuity Duration Puzzle

Number of pages: 52 Posted: 15 Mar 2012
Narat Charupat, Mark J. Kamstra and Moshe A. Milevsky
McMaster University - DeGroote School of Business, York University - Schulich School of Business and York University - Schulich School of Business
Downloads 800 (52,218)
Citation 1

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Retirement, Pensions, Lifecycle, Portfolio Choice, Insurance, Mortality

13.

Option-Adjusted Equilibrium Valuation of Guaranteed Minimum Death Benefits in Variable Annuities

Working Paper No. SSB 6-99
Number of pages: 31 Posted: 05 Jul 1999
Moshe A. Milevsky and Steven E. Posner
York University - Schulich School of Business and Morgan Stanley - United Kingdom Office
Downloads 719 (60,274)
Citation 2

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14.

Longevity Risk and Retirement Income Tax Efficiency: A Location Spending Rate Puzzle

Number of pages: 34 Posted: 19 Nov 2011 Last Revised: 19 May 2017
Huang Huaxiong, Huang Huaxiong and Moshe A. Milevsky
York UniversityYork University - Department of Mathematics and Statistics and York University - Schulich School of Business
Downloads 703 (62,103)
Citation 1

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Personal Finance, Portfolio Choice, Investment Decisions, Optimization Techniques

15.

Optimal Retirement Tontines for the 21st Century: With Reference to Mortality Derivatives in 1693

Number of pages: 43 Posted: 29 May 2013
Moshe A. Milevsky and T. S. Salisbury
York University - Schulich School of Business and York University
Downloads 556 (83,555)
Citation 1

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insurance, retirement, annuities, longevity risk, lifecycle, derivatives, economic history

16.

How Long Does the Market Think You Will Live? Implying Longevity from Annuity Prices

Number of pages: 35 Posted: 15 Jan 2014
Alexander Chigodaev, Moshe A. Milevsky and T. S. Salisbury
National Research University Higher School of Economics (Moscow), York University - Schulich School of Business and York University
Downloads 551 (84,497)
Citation 4

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wealth management; retirement planning, insurance, annuities, pensions, longevity, aging and demographics

17.

Portfolio Choice and Life Insurance: The CRRA Case

Number of pages: 31 Posted: 03 Mar 2006
Moshe A. Milevsky, Huang Huaxiong, Huang Huaxiong and Jin Wang
York University - Schulich School of Business, York UniversityYork University - Department of Mathematics and Statistics and York University - Schulich School of Business
Downloads 550 (84,671)
Citation 3

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Asset Allocation, Retirement Planning, Life Cycle, Portfolio Choice

18.

Optimal Purchasing of Deferred Income Annuities When Payout Yields are Mean-Reverting

Number of pages: 37 Posted: 20 Mar 2015
Huang Huaxiong, Huang Huaxiong, Moshe A. Milevsky and V.R. Young
York UniversityYork University - Department of Mathematics and Statistics, York University - Schulich School of Business and University of Michigan at Ann Arbor - Department of Mathematics
Downloads 505 (94,091)
Citation 5

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deferred income annuities, stochastic interest rates, optimal stopping, instantaneous control, retirement, pensions

19.

Yaari's Lifecycle Model in the 21st Century: Consumption Under a Stochastic Force of Mortality

Number of pages: 26 Posted: 22 Apr 2011
Moshe A. Milevsky, Huang Huaxiong, Huang Huaxiong and T. S. Salisbury
York University - Schulich School of Business, York UniversityYork University - Department of Mathematics and Statistics and York University
Downloads 470 (102,570)
Citation 1

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Personal Finance, Portfolio Choice, Optimization Techniques

20.

Portfolio Choice With Puts: Evidence from Variable Annuities

Downloads 470 (102,570)
Citation 3

Portfolio Choice With Puts: Evidence from Variable Annuities

Number of pages: 32 Posted: 27 Nov 2007
Moshe A. Milevsky and V. Kyrychenko
York University - Schulich School of Business and Manulife Asset Management
Downloads 470 (101,525)
Citation 3

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Retirement, Pensions, Lifecycle Investing, Longevity Risk

Portfolio Choice with Puts: Evidence from Variable Annuities

Financial Analysts Journal, Vol. 64, No. 3, 2008
Posted: 11 Sep 2008
Moshe A. Milevsky and V. Kyrychenko
York University - Schulich School of Business and Manulife Asset Management

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Private Wealth Management, Asset Allocation, Asset Location, Derivative Instruments, Equity Derivatives, Investment Theory, Behavioral Finance

21.

Approximate Solutions to Retirement Spending Problems and the Optimality of Ruin

Number of pages: 17 Posted: 31 Mar 2017 Last Revised: 10 Apr 2017
Faisal Habib, Faisal Habib, Huang Huaxiong, Huang Huaxiong and Moshe A. Milevsky
York University - Schulich School of BusinessCANNEX Financial Exchanges Limited, York UniversityYork University - Department of Mathematics and Statistics and York University - Schulich School of Business
Downloads 456 (106,349)
Citation 3

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Dynamic Programming; Stochastic Control; HJB; Consumption; Retirement; Pension; Withdrawal Rate; Spending Rate; Portfolio Choice; Decumulation; Withdrawal Strategy; Wealth Depletion Time

22.

Exchanging Variable Annuities: An Optional Test for Suitability

Number of pages: 16 Posted: 07 Feb 2004
Moshe A. Milevsky and Kamphol Panyagometh
York University - Schulich School of Business and NIDA Business School
Downloads 438 (111,468)

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Annuity, income, retirement, portfolio choice

23.

Lifetime Ruin Minimization: Should Retirees Hedge Inflation or Just Worry About it?

Number of pages: 41 Posted: 07 May 2011
Huang Huaxiong, Huang Huaxiong and Moshe A. Milevsky
York UniversityYork University - Department of Mathematics and Statistics and York University - Schulich School of Business
Downloads 398 (124,589)

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Personal Finance, Portfolio Choice, Investment Decisions, Optimization Techniques

24.

Ruined Moments in Your Life: How Good are the Approximations?

Number of pages: 42 Posted: 07 Feb 2004
Jin Wang, Huang Huaxiong, Huang Huaxiong and Moshe A. Milevsky
York University - Schulich School of Business, York UniversityYork University - Department of Mathematics and Statistics and York University - Schulich School of Business
Downloads 382 (130,550)
Citation 4

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Annuity, Income, Retirement, Stochastic Present Value

25.

Rethinking RRIF Withdrawals: New Rates and Methodologies for New Realities

Canadian Tax Journal/Revue Fiscale Canadienne, Forthcoming
Number of pages: 18 Posted: 16 Nov 2014
Moshe A. Milevsky
York University - Schulich School of Business
Downloads 340 (148,364)

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Registered Retirement Income Fund (RRIF), Life Cycle Model, Retirement

26.

Complete Market Valuation of the Ruin-Contingent Life Annuity (RCLA)

Number of pages: 35 Posted: 31 Jan 2009
Huang Huaxiong, Huang Huaxiong, Moshe A. Milevsky and T. S. Salisbury
York UniversityYork University - Department of Mathematics and Statistics, York University - Schulich School of Business and York University
Downloads 315 (160,939)
Citation 1

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27.

Moshe A. Milevsky, PhD: Planning for Retirement Income

Retirement Management Journal, Vol. 10, No. 1, 2021, pp. 8-17, 2021
Number of pages: 12 Posted: 25 Jan 2022
Moshe A. Milevsky
York University - Schulich School of Business
Downloads 268 (190,182)

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Moshe A. Milevsky, visionaries interview, retirement security, retirement income

28.

Portfolio Choice and Mortality-Contingent Claims: The General HARA Case

Journal of Banking and Finance, Vol. 32, No. 11, 2008
Number of pages: 24 Posted: 31 Jan 2009
Huang Huaxiong, Huang Huaxiong and Moshe A. Milevsky
York UniversityYork University - Department of Mathematics and Statistics and York University - Schulich School of Business
Downloads 236 (215,560)
Citation 10

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Insurance, Annuities, Finite difference method, Hamilton-Jacobi-Bellman

29.

Equitable Retirement Income Tontines: Mixing Cohorts Without Discriminating

Number of pages: 33 Posted: 09 Dec 2015
Moshe A. Milevsky and T. S. Salisbury
York University - Schulich School of Business and York University
Downloads 235 (216,471)
Citation 18

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annuities, pensions, mortality-contingent claims, financial revolution

30.

The Utility Value of Longevity Risk Pooling: Analytic Insights

Number of pages: 38 Posted: 13 Mar 2018 Last Revised: 26 Mar 2018
Moshe A. Milevsky, Huang Huaxiong and Huang Huaxiong
York University - Schulich School of Business and York UniversityYork University - Department of Mathematics and Statistics
Downloads 234 (217,371)
Citation 3

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Pensions, Longevity Risk, Utility Theory, Insurance, Actuarial

31.

Annuities and Their Derivatives: The Recent Canadian Experience

Pension Research Council Working Paper No. 2010-16
Number of pages: 24 Posted: 11 Nov 2010
Moshe A. Milevsky and Ling Wu Shao
York University - Schulich School of Business and York University - Schulich School of Business
Downloads 233 (218,286)
Citation 2

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Annuity, Income, Canada, Products, Insurance, Variable, Withdrawl, Retirement, Longevity, Mortality

32.

Will Jumps Ruin Your Retirement? A Moment Matching Perspective

Number of pages: 31 Posted: 07 May 2011
Mirela Cara, Huang Huaxiong, Huang Huaxiong and Moshe A. Milevsky
York University - Department of Mathematics & Statistics, York UniversityYork University - Department of Mathematics and Statistics and York University - Schulich School of Business
Downloads 229 (221,957)
Citation 1

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Personal Finance, Portfolio Choice, Investment Decisions, Optimization Techniques

33.

A Derivative Valuation of the Florida Pension Election: From Db to Dc and Back

Number of pages: 31 Posted: 03 Feb 2003
Moshe A. Milevsky and David Promislow
York University - Schulich School of Business and York University - Department of Mathematics & Statistics
Downloads 225 (225,766)
Citation 1

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Pensions, Insurance, Option Pricing, Asset Allocation, Social Security, Annuities, Longevity

34.

Portfolio Choice and Longevity Risk in the Late Seventeenth Century. A Re-Examination of the First English Tontine

Netspar Discussion Paper No. 06/2014-029
Number of pages: 67 Posted: 23 Jul 2014
Moshe A. Milevsky
York University - Schulich School of Business
Downloads 219 (231,603)
Citation 3

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annuities, pensions, mortality-contingent claims, financial revolution

35.

Adam Smith's Reversionary Annuity: Money's Worth, Default Options and Auto Enrollment

Number of pages: 62 Posted: 25 Jun 2023
Moshe A. Milevsky
York University - Schulich School of Business
Downloads 213 (237,642)

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retirement, pensions, annuity, history, actuarial, finance, economics, scotland

36.

The Implied Longevity Curve: How Long Does the Market Think You Are Going to Live?

Journal of Investment Consulting, Vol. 17, No. 1, p. 11-21, 2016
Number of pages: 14 Posted: 24 Oct 2016
Moshe A. Milevsky, T. S. Salisbury and Alexander Chigodaev
York University - Schulich School of Business, York University and National Research University Higher School of Economics (Moscow)
Downloads 203 (248,367)

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Wealth Management, Retirement Planning, Insurance, Annuities, Pensions, Longevity, Aging and Demographics

37.

Valuation of Mortality Risk via the Instantaneous Sharpe Ratio: Applications to Life Annuities

Journal of Economic Dynamics and Control, Vol. 33, No. 3, 2009
Number of pages: 25 Posted: 31 Jan 2009 Last Revised: 25 Jan 2014
Erhan Bayraktar, Moshe A. Milevsky, S. D. Promislow and V.R. Young
University of Michigan at Ann Arbor - Department of Mathematics, York University - Schulich School of Business, York University - Department of Mathematics & Statistics and University of Michigan at Ann Arbor - Department of Mathematics
Downloads 195 (257,522)
Citation 11

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Stochastic mortality, pricing, annuities, Sharpe ratio, non-linear partial differential equations, market price of risk, equivalent martingale measures

38.

Waiting for Returns: Using Space-Time Duality to Calibrate Financial Diffusions

Number of pages: 24 Posted: 31 Dec 2004
Mark J. Kamstra and Moshe A. Milevsky
York University - Schulich School of Business and York University - Schulich School of Business
Downloads 192 (261,206)

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Diffusion, duality, inverse guassian, GBM, First Passage Time

39.

Calibrating Gompertz in Reverse

Number of pages: 40 Posted: 12 Nov 2019 Last Revised: 14 Feb 2020
Moshe A. Milevsky
York University - Schulich School of Business
Downloads 162 (302,684)
Citation 1

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Pensions, Insurance, Retirement, Longevity, Biological Age

40.

Swimming with Wealthy Sharks: Longevity, Volatility and the Value of Risk Pooling

Number of pages: 59 Posted: 30 Nov 2018
Moshe A. Milevsky
York University - Schulich School of Business
Downloads 160 (305,872)
Citation 4

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Annuities, Retirement, Utility, Social Security, Gompertz Model

41.

Refundable Income Annuities: Feasibility of Money-Back Guarantees

Number of pages: 43 Posted: 01 Oct 2021
Moshe A. Milevsky and T. S. Salisbury
York University - Schulich School of Business and York University
Downloads 154 (315,936)
Citation 1

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Pensions, Annuities, Retirement Planning, Bond Duration.

42.

Research Foundation Year in Review -- 2013

CFA Institute Research Foundation R2014
Number of pages: 90 Posted: 11 Jun 2015
CFA Institute Research Foundation Submitter, Moshe A. Milevsky, Roger G Clarke, Harindra de Silva, Steven Thorley, Scott Stewart, Marianne M. Jennings, Ronald Ryan, Richard Taffler, David Tuckett, Nathan Erickson, Bud Haslett, Laurence B. Siegel, Pranay Gupta, Ronald Kahn, Richard C. Grinold and Jeffery Bailey
CFA Institute Research Foundation, York University - Schulich School of Business, Ensign Peak Advisors, Analytic Investors, Inc., BYU Marriott School of Business, Boston University - Questrom School of Business, Arizona State University, Ryan ALM, Inc., University of Warwick - Finance Group, University College London - Centre for the Study of Decision-Making Uncertainty, Independent, CFA Institute Research Foundation, CFA Institute Research Foundation, Allocationmetrics Limited, BlackRock, Barclays and Target Corporation
Downloads 153 (317,740)

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life annuities, futures, options, manager selection, ethics, ALM, asset/liability management, tail risk

43.

Do Markets Like Frozen DB Pensions? An Event Study

Number of pages: 26 Posted: 31 Jan 2009
Moshe A. Milevsky and Keke Song
York University - Schulich School of Business and Melbourne Business School, the University of Melbourne
Downloads 147 (328,162)
Citation 3

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44.

Db to Dc and Back: Valuation of the Florida Pension Election

Number of pages: 34 Posted: 02 Jan 2004
David Promislow and Moshe A. Milevsky
York University - Department of Mathematics & Statistics and York University - Schulich School of Business
Downloads 112 (402,992)

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Pensions, Insurance, Option Pricing, Asset Allocation, Social Security, Annuities, Longevity

45.

Protestants and Pensions

Number of pages: 36
Moshe A. Milevsky and Marcos Velazquez
York University - Schulich School of Business and University of Texas of the Permian Basin
Downloads 60

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pensions, annuities, Protestants, religion, history

46.

Tax Effects in Canadian Equity Option Markets

Multinational Finance Journal, Vol. 1, No. 2, p. 101-122, 1997
Number of pages: 22 Posted: 10 Aug 2017
Moshe A. Milevsky and Eliezer Z. Prisman
York University - Schulich School of Business and York University - Schulich School of Business
Downloads 43 (678,285)

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Derivative Securities, Equity Options, Open Interest, Tax Arbitrage

47.

Spending Retirement on Planet Vulcan: The Impact of Longevity Risk Aversion on Optimal Withdrawal Rates

Financial Analysts Journal, Vol. 67, No. 2, 2011
Posted: 12 Apr 2011
Moshe A. Milevsky, Huang Huaxiong and Huang Huaxiong
York University - Schulich School of Business and York UniversityYork University - Department of Mathematics and Statistics

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Private Wealth Management: Investment Vehicles and Asset Class Exposures, Influence of Risk and Taxes in Retirement Products, Risk Management, Longevity Risk

48.

A Sustainable Spending Rate Without Simulation

Financial Analysts Journal, Vol. 61, No. 6, pp. 89-100, November/December 2005
Posted: 30 Dec 2005
Moshe A. Milevsky and Chris A. Robinson
York University - Schulich School of Business and York University - Schulich School of Business

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Private Wealth Management, Asset Allocation, Portfolio Management, Asset/Liability Management, Investment Policy

49.

The Erosion of Gic Returns by Income Taxes and Inflation

Canadian Tax Journal, Vol. 52, No. 4, p. 1057, 2004
Posted: 24 Jun 2005
Amin Mawani, Moshe A. Milevsky and Josh Landzberg
York University - Department of Accounting, York University - Schulich School of Business and York University - Schulich School of Business

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Inflation, indexing, interest income

50.

Is There a Tax-Induced January Effect in the Canadian Equity Options Market?

Posted: 20 Dec 1998
Moshe A. Milevsky and Eliezer Z. Prisman
York University - Schulich School of Business and York University - Schulich School of Business

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51.

Asian Options, the Sum of Lognormals and the Reciprocal Gamma Distribution

Journal of Financial and Quantitative Analysis, September 1998
Posted: 10 Aug 1998
Moshe A. Milevsky and Steven E. Posner
York University - Schulich School of Business and Morgan Stanley - United Kingdom Office

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52.

Valuing Exotic Options by Approximating the Spd with Higher Moments

The Journal of Financial Engineering, Vol. 7, No. 2, June 1998
Posted: 10 Aug 1998
Steven E. Posner and Moshe A. Milevsky
Morgan Stanley - United Kingdom Office and York University - Schulich School of Business

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53.

Is Random Time Diversification a Substitute for Static Space Diversification?

SSB-96-01
Posted: 25 Jun 1998
Moshe A. Milevsky and Steven E. Posner
York University - Schulich School of Business and Morgan Stanley - United Kingdom Office

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54.

The Optimal Choice of Index-Linked Gics: Some Canadian Evidence

Financial Services Review, Vol 6, No 4, Fall 1997
Posted: 16 Jun 1998
Moshe A. Milevsky and Sharon Kim
York University - Schulich School of Business and affiliation not provided to SSRN

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55.

Space-Time Diversification: Which Dimension is Better?

SSB-07-97
Posted: 02 Apr 1997
Moshe A. Milevsky
York University - Schulich School of Business

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56.

An Empirical Examination of the Geometric Brownian Motion Hypothesis Via the Space-Time Duality of a Stochastic Process

Posted: 04 Aug 1995
Moshe A. Milevsky
York University - Schulich School of Business

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57.

Hedging and Pricing with Tax Law Uncertainty: Managing Under an Arkansas Best Doctrine

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Hedging and Pricing with Tax Law Uncertainty: Managing Under an Arkansas Best Doctrine

Posted: 08 Feb 1995
Moshe A. Milevsky and Eliezer Z. Prisman
York University - Schulich School of Business and York University - Schulich School of Business

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Hedging and Pricing with Tax Law Uncertainty: Managing Under an Arkansas Best Doctrine

The Quarterly Review Of Economics and Finance
Posted: 18 Dec 1997
Moshe A. Milevsky and Eliezer Z. Prisman
York University - Schulich School of Business and York University - Schulich School of Business

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Other Papers (1)

Total Downloads: 125
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1.

Implied Life Credits: A Financial Index for Life Annuities

Number of pages: 25 Posted: 31 Jan 2004
Moshe A. Milevsky
York University - Schulich School of Business
Downloads 125

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Pensions, Financial Index, Insurance, Self-Annuitization, Investments