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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’ ...- Authors: Moshe Arye Milevsky, Daniel Bauer
- Date: Oct 2017
- Competency: External Forces & Industry Knowledge
- Topics: Demography>Longevity; Experience Studies & Data>Mortality
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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 ...- 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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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 ...
- Authors: Moshe Arye Milevsky
- Date: Mar 2018
- Competency: External Forces & Industry Knowledge
- Topics: Pensions & Retirement>Plan design
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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? Ruin Probabilities ... Annuities In this paper we compute the conditional and unconditional probability of ruin for an individual who ...- 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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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. 6442478969 10/4/2017 12:00:00 AM ...- 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 effort ... effort exploring the value of longevity pooling and its implications. 6442478968 10/4/2017 12:00:00 AM ...- Authors: Moshe Arye Milevsky
- Date: Oct 2017
- Competency: External Forces & Industry Knowledge
- Topics: Demography>Longevity; Experience Studies & Data>Mortality
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Retirement Probability Analyzer Software
allows the user to explore in great detail a technical problem that has occupied a number of investors ... during the last few years, as the baby boomers start to approach retirement. Namely, what is the probability ...- 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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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 ...- Authors: Moshe Arye Milevsky
- Date: Mar 2018
- Competency: External Forces & Industry Knowledge
- Topics: Pensions & Retirement>Plan design
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2017-longevity-pooling-workbook.xlsx
The Society of Actuaries’ Pension Section has completed a research effort exploring the value of longevity ...- Authors: Moshe Arye Milevsky
- Date: Oct 2017
- Topics: Demography>Longevity; Experience Studies & Data>Mortality
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Abstract for Optimal Retirement Tontines for the 21st Century: with Reference to Mortality Derivatives in 1693
Abstract for Optimal Retirement Tontines for the 21st Century: with Reference to Mortality Derivatives ... 1693 Abstract for Optimal Retirement Tontines for the 21st Century: with Reference to Mortality Derivatives ...- Authors: Society of Actuaries, Moshe Arye Milevsky
- Date: Jan 2014