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  • Annuities Versus Tontines in the 21st Century
    Tontines in the 21st Century This research report investigates the mechanics and practicalities of introducing ... (RITs) in today’s market place. March 2018 The Society of Actuaries’ Retirement Section is pleased to ...

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    • Authors: Moshe Arye Milevsky
    • Date: Mar 2018
    • Competency: External Forces & Industry Knowledge
    • Topics: Pensions & Retirement>Plan design
  • Spending Retirement on Planet Vulcan: The Impact of Longevity Risk Aversion on Optimal Withdrawal Rates
    Spending Retirement on Planet Vulcan: The Impact of Longevity Risk Aversion on Optimal Withdrawal Rates ... aversion. The authors criticize the rule of thumb of spending a fixed 'x' percent of assets for ...

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    • Authors: Moshe Arye Milevsky, Application Administrator
    • Date: Dec 2011
    • Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
    • Publication Name: Risk Management
  • Optimal Retirement Tontines for the 21st Century: with Reference to Mortality Derivatives in 1693
    Optimal Retirement ... for the 21st Century: with Reference to Mortality Derivatives in 1693 This article argues for the re-introduction ... re-introduction of Tontine Annuities. 6442456859 1/8/2014 12:00:00 AM ...

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    • Authors: Society of Actuaries, Moshe Arye Milevsky
    • Date: Jan 2014
  • Managing Retirement Assets Symposium: Real Longevity Insurance with a Deductible - Introduction to Advanced-Life Delayed Annuities
    premiums would be paid over a ling period of time but the ALDA would only begin paying an inflation-adjusted ... life-contingent income at the advanced age of 80, 85, or even 90. Inflation;Longevity;Long-term care policies; 8709 ...

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    • 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
  • Value of Longevity Pooling
    Value of Longevity Pooling The Society of Actuaries’ Pension Section has completed a research effort ... exploring the value of longevity pooling and its implications. April 2019 The Society of Actuaries’ ...

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    • Authors: Moshe Arye Milevsky, Daniel Bauer
    • Date: Oct 2017
    • Competency: External Forces & Industry Knowledge
    • Topics: Demography>Longevity; Experience Studies & Data>Mortality
  • Annuities Versus Tontines in the 21st Century
    Annuities Versus Tontines in the 21st Century This research report investigates the mechanics ... Tontines in the 21st Century This research report investigates the mechanics and practicalities of introducing ...

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    • Authors: Moshe Arye Milevsky
    • Date: Mar 2018
    • Competency: External Forces & Industry Knowledge
    • Topics: Pensions & Retirement>Plan design
  • How To Create Efficient Simulation Models for Finance and Insurance Applications
    Insurance Applications At this session 114 PD of the Toronto Spring Meeting, participants learn how ... arising in finance and insurance. From the Record of the Society of Actuaries, Volume 27, No. 2, Session ...

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    • 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
  • 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? Ruin Probabilities ... Annuities In this paper we compute the conditional and unconditional probability of ruin for an individual who ...

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    • Authors: Moshe Arye Milevsky, Christopher Robinson
    • Date: Jan 2000
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Modeling & Statistical Methods; Pensions & Retirement>Retirement risks
  • Value of Longevity Pooling
    Value of Longevity Pooling The Society of Actuaries’ Pension Section has completed a research effort ... effort exploring the value of longevity pooling and its implications. 6442478968 10/4/2017 12:00:00 AM ...

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    • Authors: Moshe Arye Milevsky
    • Date: Oct 2017
    • Competency: External Forces & Industry Knowledge
    • Topics: Demography>Longevity; Experience Studies & Data>Mortality
  • Managing Retirement Assets Symposium: Merging Asset Allocation and Longevity Insurance - An Optimal Perspective on Payout Annuities
    Perspective on Payout Annuities This paper reviews the need for longevity insurance during retirement, and ... and then establishes a framework to study the total asset allocation decision in retirement, which includes ...

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    • Authors: Moshe Arye Milevsky, Peng Chen
    • Date: Apr 2004
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Topics: Annuities>Payout annuities