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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
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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 ... 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
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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 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