David Promislow

York University - Department of Mathematics & Statistics

4700 Keele Street

Toronto, Ontario M3J 1P3

Canada

SCHOLARLY PAPERS

4

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Scholarly Papers (4)

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 752 (28,851)
Citation 32

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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

2.

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 199 (139,553)

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

3.

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 82 (276,649)
Citation 3

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

4.

Florida's Pension Election: From Db to Dc and Back

Journal of Risk and Insurance, Vol. 71, No. 3, pp. 381-404, September 2004
Number of pages: 24 Posted: 15 Sep 2004
Moshe A. Milevsky and David Promislow
York University - Schulich School of Business and York University - Department of Mathematics & Statistics
Downloads 19 (487,572)
Citation 3
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