Moshe A. Milevsky - Concepedia

Author

Moshe A. Milevsky

Also Known As

M. A. Milevsky, M.A. Milevsky, MOSHE A. MILEVSKY, MOSHE ARYE MILEVSKY, MOSHE ARYE Milevsky, MOSHE MILEVSKY, Milevsky, M. A., Milevsky, Moshe A., Moshe A Milevsky, Moshe A. Milevsky

304

Publications

4.8K

Citations

H-Index

117

Concepts

All Affiliations

York University University of Michigan Fields Institute for Research in Mathematical Sciences

About

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

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	24	34	2.6K
2	Management	16	18	1.1K
3	Engineering	6	6	312
4	Language Studies	1	1	21
5	Law	1	1	16

Moshe A. Milevsky

Publications

4.1K

Citations

H-Index

Page 1

	Year	Citations
Mortality derivatives and the option to annuitise Moshe A. Milevsky, S. David Promislow Insurance Mathematics and Economics EconomicsHealth EconomicsMortality DerivativesHealth InsuranceEnd-of-life Issue	2001	329
Annuitization and asset allocation Moshe A. Milevsky, Virginia R. Young Journal of Economic Dynamics and Control Financial EconomicsBusinessAsset AllocationAsset ManagementFinance	2007	279
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
Financial valuation of guaranteed minimum withdrawal benefits Moshe A. Milevsky, Thomas S. Salisbury Insurance Mathematics and Economics Option PricingAsset PricingFinancial ValuationBusinessFinancial Decision-making	2005	269
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 Titanic OptionFinancial Risk ManagementRisk MetricFinancial MathematicsAsset Pricing	2001	205
Real Longevity Insurance with a Deductible: Introduction to Advanced-Life Delayed Annuities (ALDA) Moshe A. Milevsky North American Actuarial Journal AgingReal Longevity InsuranceFinancial ProtectionPopulation AgingSocial Security System	2005	181
Optimal Asset Allocation towards the End of the Life Cycle: To Annuitize or Not to Annuitize? Moshe A. Milevsky Journal of Risk & Insurance Income SecurityAsset AllocationSocial Security SystemFinancial SecurityManagement	1998	125
Self-Annuitization and Ruin in Retirement Moshe A. Milevsky, Chris Robinson North American Actuarial Journal Portfolio ChoiceSocial Security SystemRisk ManagementFinancial SecurityManagement	2000	122
A Closed-Form Approximation for Valuing Basket Options Moshe A. Milevsky, Steven E. Posner The Journal of Derivatives Mathematical ProgrammingEngineeringBasket OptionState-price DensityBasket Options	1998	119
Mortality Derivatives and the Option to Annuitize Moshe A. Milevsky, David Promislow SSRN Electronic Journal	2001	115

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