UB Paderborn / Katalog / Suche / in CDI

Sortiert nach

Einfacher Volltextzugriff von (fast) überall

Installieren Sie die LibKey Nomad-Browsererweiterung und erhalten Sie von vielen Webseiten einfachen Zugriff auf lizenzierte Volltexte oder Open Access Publikationen. Mehr erfahren...

Portfolio choice and mortality-contingent claims: The general HARA case

Journal of banking & finance, 2008-11, Vol.32 (11), p.2444-2452

2008

Volltextzugriff (PDF)

Calibrating Gompertz in reverse: What is your longevity-risk-adjusted global age?

Insurance, mathematics & economics, 2020-05, Vol.92, p.147-161

Milevsky, Moshe A.

2020

Volltextzugriff (PDF)

Optimal retirement income tontines

Insurance, mathematics & economics, 2015-09, Vol.64, p.91-105

2015

Volltextzugriff (PDF)

Adam Smith's reversionary annuity: money's worth, default options and auto-enrollment

Financial History Review, 2023-08, Vol.30 (2), p.162-197

Milevsky, Moshe A.

2023

Volltextzugriff (PDF)

Refundable income annuities: Feasibility of money-back guarantees

Insurance, mathematics & economics, 2022-07, Vol.105, p.175-193

2022

Volltextzugriff (PDF)

Swimming with wealthy sharks: longevity, volatility and the value of risk pooling

Journal of pension economics & finance, 2020-04, Vol.19 (2), p.217-246

Milevsky, Moshe A.

2020

Volltextzugriff (PDF)

EQUITABLE RETIREMENT INCOME TONTINES: MIXING COHORTS WITHOUT DISCRIMINATING

ASTIN Bulletin : The Journal of the IAA, 2016-09, Vol.46 (3), p.571-604

2016

Volltextzugriff (PDF)

It’s Time to Retire Ruin (Probabilities)

Financial analysts journal, 2016-03, Vol.72 (2), p.8-12

Milevsky, Moshe A.

2016

Volltextzugriff (PDF)

The Utility Value of Longevity Risk Pooling: Analytic Insights

North American actuarial journal, 2018-10, Vol.22 (4), p.574-590

2018

Volltextzugriff (PDF)

Annuitization and asset allocation

Journal of economic dynamics & control, 2007-09, Vol.31 (9), p.3138-3177

2007

Volltextzugriff (PDF)

Longevity risk and retirement income tax efficiency: A location spending rate puzzle

Insurance, mathematics & economics, 2016-11, Vol.71, p.50-62

2016

Volltextzugriff (PDF)

The Sluggish and Asymmetric Reaction of Life Annuity Prices to Changes in Interest Rates

The Journal of risk and insurance, 2016-09, Vol.83 (3), p.519-555

2016

Volltextzugriff (PDF)

Optimal Purchasing of Deferred Income Annuities When Payout Yields are Mean-Reverting

Review of Finance, 2017-03, Vol.21 (1), p.327-361

2017

Volltextzugriff (PDF)

Human Capital, Asset Allocation, and Life Insurance

Financial analysts journal, 2006-01, Vol.62 (1), p.97-109

2006

Volltextzugriff (PDF)

Optimal retirement consumption with a stochastic force of mortality

Insurance, mathematics & economics, 2012-09, Vol.51 (2), p.282-291

2012

Volltextzugriff (PDF)

Financial valuation of guaranteed minimum withdrawal benefits

Insurance, mathematics & economics, 2006-02, Vol.38 (1), p.21-38

2006

Volltextzugriff (PDF)

Portfolio Choice and Life Insurance: The CRRA Case

The Journal of risk and insurance, 2008-12, Vol.75 (4), p.847-872

2008

Volltextzugriff (PDF)

Spending Retirement on Planet Vulcan: The Impact of Longevity Risk Aversion on Optimal Withdrawal Rates

Financial analysts journal, 2011-03, Vol.67 (2), p.45-58

2011

Volltextzugriff (PDF)

Portfolio choice and longevity risk in the late seventeenth century: a re-examination of the first English tontine

Financial history review, 2014-12, Vol.21 (3), p.225-258

Milevsky, Moshe A.

2014

Volltextzugriff (PDF)

Valuation of mortality risk via the instantaneous Sharpe ratio: Applications to life annuities

Journal of economic dynamics & control, 2009-03, Vol.33 (3), p.676-691

2009

Volltextzugriff (PDF)

Mortality derivatives and the option to annuitise

Insurance, mathematics & economics, 2001-12, Vol.29 (3), p.299-318

2001

Volltextzugriff (PDF)

The Religious Roots of Longevity Risk Sharing: The Genesis of Annuity Funds in the Scottish Enlightenment and the Path to Modern Pension Management

Milevsky, Moshe A

1, 2024

Volltextzugriff (PDF)

Do Markets Like Frozen Defined Benefit Pensions? An Event Study

The Journal of risk and insurance, 2010-12, Vol.77 (4), p.893-909

2010

Volltextzugriff (PDF)

ASSET ALLOCATION AND ANNUITY-PURCHASE STRATEGIES TO MINIMIZE THE PROBABILITY OF FINANCIAL RUIN

Mathematical finance, 2006-10, Vol.16 (4), p.647-671

2006

Volltextzugriff (PDF)

Real Longevity Insurance with a Deductible: Introduction to Advanced-Life Delayed Annuities (ALDA)

North American actuarial journal, 2005-10, Vol.9 (4), p.109-122

Milevsky, Moshe A.

2005

Volltextzugriff (PDF)

1 – 25 von 244

Menü

Weitere Dienste

Einstellungen

Portfolio choice and mortality-contingent claims: The general HARA case

Calibrating Gompertz in reverse: What is your longevity-risk-adjusted global age?

Optimal retirement income tontines

Adam Smith's reversionary annuity: money's worth, default options and auto-enrollment

Refundable income annuities: Feasibility of money-back guarantees

Swimming with wealthy sharks: longevity, volatility and the value of risk pooling

EQUITABLE RETIREMENT INCOME TONTINES: MIXING COHORTS WITHOUT DISCRIMINATING

It’s Time to Retire Ruin (Probabilities)

The Utility Value of Longevity Risk Pooling: Analytic Insights

Annuitization and asset allocation

Longevity risk and retirement income tax efficiency: A location spending rate puzzle

The Sluggish and Asymmetric Reaction of Life Annuity Prices to Changes in Interest Rates

Optimal Purchasing of Deferred Income Annuities When Payout Yields are Mean-Reverting

Human Capital, Asset Allocation, and Life Insurance

Optimal retirement consumption with a stochastic force of mortality

Financial valuation of guaranteed minimum withdrawal benefits

Portfolio Choice and Life Insurance: The CRRA Case

Spending Retirement on Planet Vulcan: The Impact of Longevity Risk Aversion on Optimal Withdrawal Rates

Portfolio choice and longevity risk in the late seventeenth century: a re-examination of the first English tontine

Valuation of mortality risk via the instantaneous Sharpe ratio: Applications to life annuities

Mortality derivatives and the option to annuitise

The Religious Roots of Longevity Risk Sharing: The Genesis of Annuity Funds in the Scottish Enlightenment and the Path to Modern Pension Management

Do Markets Like Frozen Defined Benefit Pensions? An Event Study

ASSET ALLOCATION AND ANNUITY-PURCHASE STRATEGIES TO MINIMIZE THE PROBABILITY OF FINANCIAL RUIN

Real Longevity Insurance with a Deductible: Introduction to Advanced-Life Delayed Annuities (ALDA)

Suchergebnisse filtern