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Managing Retirement Assets Symposium: Real Longevity Insurance with a Deductible - Introduction to Advanced-Life Delayed Annuities
University and the Executive Director of The Individual Finance and Insurance Decisions (IFID) Centre ... benefits, insurance fees and antiselection (i.e., annuitant versus population) costs are included. In contrast ...- Authors: Moshe Arye Milevsky
- Date: Apr 2004
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Annuities>Individual annuities; Long-term Care>Long-term care insurance
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Managing Retirement Assets Symposium: Merging Asset Allocation and Longevity Insurance - An Optimal Perspective on Payout Annuities
however, when dealing with asset allocations for individual investors in retirement, since longevity risk ... average than ever before. The probability that an individual retiring at age 65 will reach age 80 is over ...- Authors: Moshe Arye Milevsky, Peng Chen
- Date: Apr 2004
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Annuities>Payout annuities
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Retirement Probability Analyzer Software
Panels Input of Individual Information Mortality Tables Annuity Valuation Rates Individual Information ... Copyright © 2004 by The IFID Centre Annuity Valuation Rates Specify a full term structure of (zero-coupon) ...- Authors: Moshe Arye Milevsky
- Date: Aug 2004
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Pensions & Retirement>Retirement risks; Technology & Applications>Software
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Optimal Retirement Tontines for the 21st Century: with Reference to Mortality Derivatives in 1693
sensitivity to (i.) the size of the tontine pool, (ii.) individual longevity risk aversion, and (iii.) subjective ... requirements – that inevitably makes its way to the annuitant. Indeed, the actuaries make very conservative ...- Authors: Society of Actuaries, Moshe Arye Milevsky
- Date: Jan 2014
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Spending Retirement on Planet Vulcan: The Impact of Longevity Risk Aversion on Optimal Withdrawal Rates
form, the normative LCM assumes a ratio- nal individual who seeks to maximize the discounted additive ... and we calibrated this model to common pension annuitant mortality tables. (See Appendix A for a full ...- Authors: Moshe Arye Milevsky, Application Administrator
- Date: Dec 2011
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
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Retirement Needs Framework, Chapter 9: Is Your Standard of Living Sustainable during Retirement? Ruin Probabilities, Asian Options, and Life Annuities
Retirement Needs Framework, Chapter 9: Is Your Standard of Living Sustainable during Retirement? ... and unconditional probability of ruin for an individual who wishes to consume a fixed periodic amount ...- Authors: Moshe Arye Milevsky, Christopher Robinson
- Date: Jan 2000
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods; Pensions & Retirement>Retirement risks
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Annuities Versus Tontines in the 21st Century
................... 38 8.1. Computations for Table 1 ............................................. ... ................... 38 8.2. Computations for Table 2 .............................................- Authors: Moshe Arye Milevsky
- Date: Mar 2018
- Competency: External Forces & Industry Knowledge
- Topics: Pensions & Retirement>Plan design
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How To Create Efficient Simulation Models for Finance and Insurance Applications
Professor Milevsky is the executive director of the Individual Finance and Insurance Decision (IFID) Center ... as well as among the public at large. I see individual investors who are now managing their portfolios ...- Authors: Charles L Gilbert, Moshe Arye Milevsky
- Date: Jun 2001
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Simulation
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Value of Longevity Pooling
For example, a value of δ = 0.5 implies the individual would require 50% more money or wealth at retirement ... value of mortality pooling (VoMoP or AEW) to this individual is 50%. Naturally, the higher the value of δ ...- Authors: Moshe Arye Milevsky
- Date: Oct 2017
- Competency: External Forces & Industry Knowledge
- Topics: Demography>Longevity; Experience Studies & Data>Mortality
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Value of Longevity Pooling
Value of Longevity Pooling The Society of Actuaries’ Pension Section has completed a research ... and the author make the Software available to individual users for their personal use on a non–exclusive ...- Authors: Moshe Arye Milevsky, Daniel Bauer
- Date: Oct 2017
- Competency: External Forces & Industry Knowledge
- Topics: Demography>Longevity; Experience Studies & Data>Mortality