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Value of Longevity Pooling
2001. Note. They did the work numerically via dynamic programing. I prefer closed-form analytic approximations ... to solve (or replicate) their own stochastic dynamic program if they seek personalized numbers. This ...- Authors: Moshe Arye Milevsky
- 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 ... article argues that wealth managers should advocate dynamic spending in proportion to survival probabilities ...- 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 Probability Analyzer Software
most appropriate because they are equipped with dynamic link library (DLL) files, which the program relies ... have additional parameters governing their dynamic behavior. The variable annuity requires the following ...- 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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Managing Retirement Assets Symposium: Merging Asset Allocation and Longevity Insurance - An Optimal Perspective on Payout Annuities
Managing Retirement Assets Symposium: Merging Asset Allocation and Longevity Insurance - An ... much before the 20 year horizon, which require a dynamic multi-period model. This additional dimension of ...- 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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Managing Retirement Assets Symposium: Real Longevity Insurance with a Deductible - Introduction to Advanced-Life Delayed Annuities
Managing Retirement Assets Symposium: Real Longevity Insurance with a Deductible - Introduction ... respectively. No improvement factors or any other dynamic projection methodologies were used to generate ...- 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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How To Create Efficient Simulation Models for Finance and Insurance Applications
How To Create Efficient Simulation Models for Finance and Insurance Applications At this ... Professor Milevsky is going to give a practical and dynamic presentation on how to create efficient simulation ...- 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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Retirement Needs Framework, Chapter 9: Is Your Standard of Living Sustainable during Retirement? Ruin Probabilities, Asian Options, and Life Annuities
hit zero while 2A richer model would allow for dynamic portfolio strategies in which the investor can ... time. Indeed, a full theory of continuous time dynamic programming has been applied to investment-consumption ...- Authors: Moshe Arye Milevsky, Christopher Robinson
- Date: Jan 2000
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods; Pensions & Retirement>Retirement risks