1
-
8
of
8
results (0.84 seconds)
Sort By:
-
Optimal Retirement Tontines for the 21st Century: with Reference to Mortality Derivatives in 1693
the utility UAγ provided by the annuity, namely (17) UAγ = ∫ ∞ 0 e−rttpx c1−γ0 1− γ dt = ∫∞ 0 e−rttpx ... interested in tontines. OPTIMAL RETIREMENT TONTINES 17 For those interested in the pricing of mortality-contingent ...- Authors: Society of Actuaries, Moshe Arye Milevsky
- Date: Jan 2014
-
Value of Longevity Pooling
0.998863 16 0.000253 0.000142 0.998325 0.998721 17 0.000290 0.000150 0.998036 0.998571 18 0.000328 ... 997726 16 0.00050600 0.00028400 0.996653 0.997443 17 0.00058000 0.00030000 0.996075 0.997144 18 0.00065600 ...- Authors: Moshe Arye Milevsky
- Date: Oct 2017
- Competency: External Forces & Industry Knowledge
- Topics: Demography>Longevity; Experience Studies & Data>Mortality
-
Retirement Probability Analyzer Software
Retirement Probability Analyzer Software This program allows ... Results and Analysis 17 7. Probability Results 17 8. Projected Wealth ... Questions 33 16. References 36 17. Technical Appendix 37 Copyright ...- Authors: Moshe Arye Milevsky
- Date: Aug 2004
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Pensions & Retirement>Retirement risks; Technology & Applications>Software
-
How To Create Efficient Simulation Models for Finance and Insurance Applications
Simulation Models For Finance And Insurance Applications 17 rates works. Usually when we refer to a yield ... (Frequency) USD/EUR 0 10 20 30 40 50 60 70 -17 0 -16 0 -15 0 -14 0 -13 0 -12 0 -11 0 -10 ...- 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
-
Value of Longevity Pooling
pi), 0) − 1, (17) where the (inverse) value function in the denominator of equation (17) includes and ... liquid and available for (further) annuitization. 17 The extra utility from annuitizing the remaining ...- 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
Managing Retirement Assets Symposium: Merging Asset Allocation and Longevity Insurance - An Optimal ... 5.5 6.0 Risk Aversion VIA FIA Equity Money 17 Appendix: Technical Model of Optimal Asset Allocation ...- Authors: Moshe Arye Milevsky, Peng Chen
- Date: Apr 2004
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Annuities>Payout annuities
-
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 ... consumption (of one dollar) by l - I I, = ~ (H,) ds, (17) where, without loss of generality, I_ is the stochastic ...- Authors: Moshe Arye Milevsky, Christopher Robinson
- Date: Jan 2000
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods; Pensions & Retirement>Retirement risks
-
Annuities Versus Tontines in the 21st Century
Annuities Versus Tontines in the 21st Century This research report investigates the mechanics and practicalities ... mortality basis is IAM1983 plus 100% of Scale G. 17 Copyright © 2018 Society of Actuaries Table ...- Authors: Moshe Arye Milevsky
- Date: Mar 2018
- Competency: External Forces & Industry Knowledge
- Topics: Pensions & Retirement>Plan design