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  • Value of Longevity Pooling
    compute the value of mortality pooling (VoMoP), which is also known as the Annuity Equivalent Wealth (AEW) ... annuities. Or, stated differently, the value of mortality pooling (VoMoP or AEW) to this individual is 50% ...

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    • Authors: Moshe Arye Milevsky
    • Date: Oct 2017
    • Competency: External Forces & Industry Knowledge
    • Topics: Demography>Longevity; Experience Studies & Data>Mortality
  • Value of Longevity Pooling
    the concepts and assumptions underlying the model’s algorithm, several numerical samples, and related ... security. Readers are encouraged to review the paper’s Appendix for detailed information on the underlying ...

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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
  • Value of Longevity Pooling
    Moshe Milevsky (“the author”) and is protected under U.S. and international copyright laws. The Software ... Interest Rate: 1.50% Male Annuity Factor: $17.37074 Risk Aversion: 0.50 Female Annuity Factor: $18.80365 ...

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    • Authors: Moshe Arye Milevsky
    • Date: Oct 2017
    • Competency: External Forces & Industry Knowledge
    • Topics: Demography>Longevity; Experience Studies & Data>Mortality