M. Milevsky

Demography · 2000–2015

A researcher in the Science corpus: 9 papers; trusts 8 researchers and is trusted by 43 researchers here, as inferred from the citation graph.

Subfields

• Demography — 22 citations into it; #162 of 4,236 by trust here, #287 by citations
• Finance — 22 citations into it; #940 of 10,518 by trust here, #1,670 by citations
• Economics and Econometrics — 19 citations into it; #6,795 of 23,481 by trust here, #15,581 by citations
• Accounting — 11 citations into it; #3,466 of 8,970 by trust here, #4,788 by citations
• General Health Professions — 11 citations into it; #226 of 4,781 by trust here, #497 by citations

Whom M. Milevsky trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Shaun S. Wang
2. Jessica A. Wachter
3. Tomas Björk
4. John Y. Campbell
5. John C. Hull
6. David P. Blake
7. Luis M. Viceira
8. Andrew J. G. Cairns
9. Mary R. Hardy
10. J. Poterba

Who trusts M. Milevsky overall

1. Peter A. Forsyth
2. Elisa Luciano
3. Andrew J. G. Cairns
4. David P. Blake
5. A. Bélanger
6. Kevin Dowd
7. M. Dahl
8. Pricing Annuity
9. Elena Vigna
10. Kenneth R. Vetzal

Papers from M. Milevsky's perspective

Ordered by how strongly the researchers M. Milevsky trusts endorse each paper. Same corpus, a different order for every researcher.

1. Premium Calculation by Transforming the Layer Premium Density
2. Arbitrage Theory in Continuous Time
3. The Pricing of Options and Corporate Liabilities
4. Individual Risk in an Investment-Based Social Security System
5. Stochastic lifestyling: Optimal dynamic asset allocation for defined contribution pension plans
6. Pricing Bounds on Asian Options (Journal of Financial and Quantitative Analysis)
7. The Concept of Comonotonicity in Actuarial Science and Finance: Applications
8. Optimal consumption–portfolio choices and retirement planning
9. The Predictive Validity of Subjective Probabilities of Survival
10. The Titanic Option: Valuation of the Guaranteed Minimum Death Benefit in Variable Annuities and Mutual Funds

Their papers

• Self-Annuitization and Ruin in Retirement (2000) — 136 citations
• Financial valuation of guaranteed minimum withdrawal benefits (2006) — 261 citations
• Optimal retirement income tontines (2015) — 114 citations
• Valuation of Mortality Risk via the Instantaneous Sharpe Ratio: Applications to Life Annuities (2008) — 60 citations
• Annuitization and asset allocation (2007) — 272 citations
• The Calculus of Retirement Income: List of Figures and Tables (2006) — 95 citations
• Real Longevity Insurance with a Deductible: Introduction to Advanced-Life Delayed Annuities (ALDA) (2005) — 178 citations
• The Titanic Option: Valuation of the Guaranteed Minimum Death Benefit in Variable Annuities and Mutual Funds (2001) — 214 citations
• Mortality derivatives and the option to annuitise (2001) — 329 citations