Concepedia

Moshe A. Milevsky

MA

62

Publications

4.1K

Citations

33

H-Index

1994

Active since

Affiliations

York University(Current)

University of Michigan

Fields Institute for Research in Mathematical Sciences

Moshe A. Milevsky is an author at York University specializing in finance, business, and economics.

Top concepts

FinanceBusinessEconomicsInsuranceManagementFinancial RiskAsset PricingRisk ManagementAsset AllocationEconomic Analysis

Publications per year

1994–2020

62

Publications

62

Mortality derivatives and the option to annuitise

Moshe A. Milevsky, S. David Promislow · Insurance Mathematics and Economics · 2001 · 329 citations

Economics, Health Economics, Mortality Derivatives +8

Annuitization and asset allocation

Moshe A. Milevsky, Virginia R. Young · Journal of Economic Dynamics and Control · 2007 · 279 citations

Financial Economics, Business, Asset Allocation +3

Asian Options, the Sum of Lognormals, and the Reciprocal Gamma Distribution

Moshe A. Milevsky, Steven E. Posner · Journal of Financial and Quantitative Analysis · 1998 · 270 citations

Financial valuation of guaranteed minimum withdrawal benefits

Moshe A. Milevsky, Thomas S. Salisbury · Insurance Mathematics and Economics · 2005 · 269 citations

Option Pricing, Asset Pricing, Financial Valuation +3

The Titanic Option: Valuation of the Guaranteed Minimum Death Benefit in Variable Annuities and Mutual Funds

Moshe A. Milevsky, Steven E. Posner · Journal of Risk & Insurance · 2001 · 205 citations

Titanic Option, Financial Risk Management, Risk Metric +17

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