Moshe Arye Milevsky : Citation Profile

York University

18

H index

25

i10 index

1008

Citations

RESEARCH PRODUCTION:

70

Articles

17

Papers

7

Books

20

Chapters

RESEARCH ACTIVITY:

   31 years (1994 - 2025). See details.
   Cites by year: 32
   Journals where Moshe Arye Milevsky has often published
   Relations with other researchers
   Recent citing documents: 46.    Total self citations: 30 (2.89 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmi984
   Updated: 2025-06-21    RAS profile: 2025-06-08    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Moshe Arye Milevsky.

Is cited by:

Mitchell, Olivia (86)

Dus, Ivica (26)

Bayraktar, Erhan (24)

Blake, David (20)

Menoncin, Francesco (17)

Regis, Luca (16)

Dhaene, Jan (14)

Post, Thomas (10)

luciano, elisa (9)

Thorp, Susan (7)

federico, salvatore (6)

Cites to:

Brown, Jeffrey (24)

merton, robert (23)

Mitchell, Olivia (18)

Dhaene, Jan (17)

Blake, David (15)

Bodie, Zvi (14)

Poterba, James (14)

Piggott, John (9)

De Schepper, Ann (9)

Diamond, Peter (7)

Milligan, Kevin (7)

Main data

Where Moshe Arye Milevsky has published?

Journals with more than one article published# docs
Insurance: Mathematics and Economics14
Journal of Pension Economics and Finance13
Journal of Risk & Insurance8
Financial Analysts Journal5
North American Actuarial Journal4
Journal of Economic Dynamics and Control4
Financial Services Review3
Review of Quantitative Finance and Accounting2
Quantitative Finance2
Financial History Review2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org16

Recent works citing Moshe Arye Milevsky (2025 and 2024)

YearTitle of citing document
2024Equity Protection Swaps: A New Type of Investment Insurance for Holders of Superannuation Accounts. (2024). Liu, Ruyi ; Xu, Huansang. In: Papers. RePEc:arx:papers:2305.09472.

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2025Striking the Balance: Life Insurance Timing and Asset Allocation in Financial Planning. (2023). Zhu, Shihao ; Ferrari, Giorgio ; Chen, AN. In: Papers. RePEc:arx:papers:2312.02943.

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2024Optimal Strategies for the Decumulation of Retirement Savings under Differing Appetites for Liquidity and Investment Risks. (2024). de Felice, Lewis ; Avanzi, Benjamin. In: Papers. RePEc:arx:papers:2312.14355.

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2024On variable annuities with surrender charges. (2024). stabile, gabriele ; de Angelis, Tiziano ; Milazzo, Alessandro. In: Papers. RePEc:arx:papers:2405.02115.

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2024A new paradigm of mortality modeling via individual vitality dynamics. (2024). Wang, Zijia ; Zhu, Xiaobai ; Zhou, Kenneth Q. In: Papers. RePEc:arx:papers:2407.15388.

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2024Model-based and empirical analyses of stochastic fluctuations in economy and finance. (2024). Zadourian, Rubina. In: Papers. RePEc:arx:papers:2408.16010.

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2024Constrained portfolio optimization in a life-cycle model. (2024). Wei, Pengyu ; Li, Wenyuan. In: Papers. RePEc:arx:papers:2410.20060.

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2024Optimal life insurance and annuity decision under money illusion. (2024). Wei, Pengyu ; Li, Wenyuan. In: Papers. RePEc:arx:papers:2410.20128.

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2025A note on bequest preferences in utility maximisation for modern tontines. (2025). Bernhardt, Thomas. In: Papers. RePEc:arx:papers:2501.08972.

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2025Decentralized Annuity: A Quest for the Holy Grail of Lifetime Financial Security. (2025). Zongxia, Liang ; Runhuan, Feng ; Yilun, Song. In: Papers. RePEc:arx:papers:2502.13742.

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2025Collective Defined Contribution Schemes Without Intergenerational Cross-Subsidies. (2025). Hobbs, Rohan ; Dalby, James ; Armstrong, John. In: Papers. RePEc:arx:papers:2504.16892.

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2024A Redistributive GSA Scheme to Cope With Socio-Economic Mortality Differentials. (2024). Aragona, Maria ; Vigna, Elena ; Regis, Luca. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:732.

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2024Exact simulation of the Hull and White stochastic volatility model. (2024). Brignone, Riccardo ; Gonzato, Luca. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:163:y:2024:i:c:s0165188924000538.

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2024Deferred annuities with gender-neutral pricing: Benefitting most women without adversely affecting too many men. (2024). Ying, Yinan ; Lau, Sau-Him Paul. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:168:y:2024:i:c:s0165188924001398.

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2025Optimal investment-withdrawal strategy for variable annuities under a performance fee structure. (2025). Feng, Runhuan ; Hin, Kenneth Tsz ; Jing, Xiaochen. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:170:y:2025:i:c:s0165188924001957.

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2024Life-cycle model with subsistence consumption constraint and state-dependent utilities. (2024). Siu, Tak Kuen ; Hu, Shujie ; Wang, Ning. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001074.

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2024Pricing of discretely sampled arithmetic Asian options, under the Hull–White interest rate model. (2024). Lee, Jin Young ; Kim, Jeongsim ; Yoon, Hyungkuk. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001645.

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2025Optimal control problem for hybrid pension plans under longevity risk for alpha-maxmin expected utility minimization. (2025). Liu, Wei ; Chen, YA ; Zhao, Zhen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002109.

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2024Risk-neutral valuation of GLWB riders in variable annuities. (2024). Maggistro, Rosario ; Zoccolan, Ivan ; Bacinello, Anna Rita. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:114:y:2024:i:c:p:1-14.

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2024Optimal annuitization and asset allocation under linear habit formation. (2024). Liang, Zongxia ; Ma, Xingjian ; Guan, Guohui. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:114:y:2024:i:c:p:176-191.

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2024Pricing guaranteed annuity options in a linear-rational Wishart mortality model. (2024). DA FONSECA, José. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:115:y:2024:i:c:p:122-131.

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2024Optimal investment-disinvestment choices in health-dependent variable annuity. (2024). Singh, Shakti ; D'Amico, Guglielmo ; Selvamuthu, Dharmaraja. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:117:y:2024:i:c:p:1-15.

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2024Coping with longevity via hedging: Fair dynamic valuation of variable annuities. (2024). Chen, ZE ; Yang, Tianyu ; Feng, Runhuan ; Li, Hong. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:117:y:2024:i:c:p:154-169.

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2024Benefit volatility-targeting strategies in lifetime pension pools. (2024). Begin, Jean-Franois ; Sanders, Barbara. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:118:y:2024:i:c:p:72-94.

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2024A buy-hold-sell pension saving strategy. (2024). Steffensen, Mogens ; Khemka, Gaurav ; Warren, Geoffrey J. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:119:y:2024:i:c:p:1-16.

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2024A life insurance model with asymmetric time preferences. (2024). Alderborn, Joakim. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:119:y:2024:i:c:p:17-31.

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2024Valuation of guaranteed lifelong withdrawal benefit with the long-term care option. (2024). Chen, Shaoying ; Yang, Yang ; Zhang, Zhimin ; Cui, Zhenyu. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:119:y:2024:i:c:p:179-193.

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2024Stochastic mortality model with respect to mixed fractional Poisson process: Calibration and empirical analysis of long-range dependence in actuarial valuation. (2024). Jiang, Haoran ; Zhu, Xiaojun ; Zhang, Zhehao. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:119:y:2024:i:c:p:64-92.

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2025Optimal consumption and annuity equivalent wealth with mortality model uncertainty. (2025). Shen, Yang ; Li, Zhengming ; Su, Jianxi. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:120:y:2025:i:c:p:159-188.

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2025Mean-variance longevity risk-sharing for annuity contracts. (2025). Hanbali, Hamza. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:120:y:2025:i:c:p:207-235.

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2025Target benefit pension with longevity risk and stochastic interest rate valuation. (2025). Rong, Ximin ; Tao, Cheng ; Zhao, Hui. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:120:y:2025:i:c:p:285-301.

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2024Back to the funding ratio! Addressing the duration puzzle and retirement income risk of defined contribution pension plans. (2024). Martinez-Carrasco, Miguel ; Garcia-Huitron, Manuel E ; Martellini, Lionel ; Mantilla-Garcia, Daniel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:159:y:2024:i:c:s0378426623002479.

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2024Optimal investor life cycle decisions with time-inconsistent preferences. (2024). Chen, Shumin ; Yao, Haixiang ; Luo, Dan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000359.

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2024Working longer or working harder? Subjective survival expectations and labor supply in China. (2024). Ye, Zihan ; Chen, Rongda ; Yang, Qianqian. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:827-847.

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2024Why are pension schemes frozen, and how does a freeze affect the Employers risk?. (2024). Sutcliffe, Charles ; Zhao, Zucheng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s105905602400385x.

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2024Determining Safe Withdrawal Rates for Post-Retirement via a Ruin-Theory Approach. (2024). Sendova, Kristina ; Daraei, Diba. In: Risks. RePEc:gam:jrisks:v:12:y:2024:i:4:p:70-:d:1378903.

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2024Optimal Benefit Distribution of a Tontine-like Annuity Fund with Age-Structured Models. (2024). Wu, Xueyuan ; Chen, Ping ; Zhang, Fan. In: Risks. RePEc:gam:jrisks:v:13:y:2024:i:1:p:4-:d:1557273.

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2024Big data, risk classification, and privacy in insurance markets. (2024). Eling, Martin ; Gemmo, Irina ; Schmeiser, Hato ; Guxha, Danjela. In: The Geneva Risk and Insurance Review. RePEc:pal:genrir:v:49:y:2024:i:1:d:10.1057_s10713-024-00098-5.

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2025Can an actuarially unfair tontine be optimal?. (2025). Vanduffel, Steven ; Feliciangeli, Marco ; Bernard, Carole. In: The Geneva Risk and Insurance Review. RePEc:pal:genrir:v:50:y:2025:i:1:d:10.1057_s10713-024-00102-y.

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2025Adverse selection in tontines. (2025). Zhu, Nan ; Moenig, Thorsten. In: The Geneva Risk and Insurance Review. RePEc:pal:genrir:v:50:y:2025:i:1:d:10.1057_s10713-024-00104-w.

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2025Tontines and their modern (re)discovery. (2025). Rothschild, Casey ; Muermann, Alexander ; Chen, AN. In: The Geneva Risk and Insurance Review. RePEc:pal:genrir:v:50:y:2025:i:1:d:10.1057_s10713-025-00109-z.

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2024A sustainable, variable lifetime retirement income solution for the Chilean pension system. (2024). Fullmer, Richard K ; Fuentes, Olga M ; Garcia-Huitron, Manuel. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:49:y:2024:i:2:d:10.1057_s41288-024-00315-2.

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2024De-risking pension plans: the impact on firm value from lump-sum buyouts. (2024). Obonyo, Tirimba ; Jorgensen, Randy ; Wingender, John R. In: Risk Management. RePEc:pal:risman:v:26:y:2024:i:3:d:10.1057_s41283-024-00145-5.

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2024Guaranteed minimum withdrawal benefits with high-water mark fee structure. (2024). Wu, Lianxia ; Han, Yichen ; Li, Dongchen. In: PLOS ONE. RePEc:plo:pone00:0302740.

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2025A dynamic game approach for optimal consumption, investment and life insurance problem. (2025). Maggistro, Rosario ; Marino, Mario ; Martire, Antonio. In: Annals of Operations Research. RePEc:spr:annopr:v:346:y:2025:i:2:d:10.1007_s10479-024-05847-3.

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2024A hybrid variable annuity contract embedded with living and death benefit riders. (2024). Garcia, Jennifer Alonso ; Ziveyi, Jonathan ; Thirurajah, Samuel. In: ULB Institutional Repository. RePEc:ulb:ulbeco:2013/385588.

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Works by Moshe Arye Milevsky:

YearTitleTypeCited
2007Financial Valuation of Mortality Risk via the Instantaneous Sharpe Ratio: Applications to Pricing Pure Endowments In: Papers.
[Full Text][Citation analysis]		paper0
2008Valuation of Mortality Risk via the Instantaneous Sharpe Ratio: Applications to Life Annuities In: Papers.
[Full Text][Citation analysis]		paper27
2009Valuation of mortality risk via the instantaneous Sharpe ratio: Applications to life annuities.(2009) In: Journal of Economic Dynamics and Control.
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This paper has nother version. Agregated cites: 27		article
2012Optimal retirement consumption with a stochastic force of mortality In: Papers.
[Full Text][Citation analysis]		paper25
2012Optimal retirement consumption with a stochastic force of mortality.(2012) In: Insurance: Mathematics and Economics.
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This paper has nother version. Agregated cites: 25		article
2012A different perspective on retirement income sustainability: the blueprint for a ruin contingent life annuity (RCLA) In: Papers.
[Full Text][Citation analysis]		paper0
2012Valuation and hedging of the ruin-contingent life annuity (RCLA) In: Papers.
[Full Text][Citation analysis]		paper2
2014Valuation and Hedging of the Ruin-Contingent Life Annuity (RCLA).(2014) In: Journal of Risk & Insurance.
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This paper has nother version. Agregated cites: 2		article
2013Optimal initiation of a GLWB in a variable annuity: no arbitrage approach In: Papers.
[Full Text][Citation analysis]		paper11
2014Optimal initiation of a GLWB in a variable annuity: No Arbitrage approach.(2014) In: Insurance: Mathematics and Economics.
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This paper has nother version. Agregated cites: 11		article
2013Optimal Retirement Tontines for the 21st Century: With Reference to Mortality Derivatives in 1693 In: Papers.
[Full Text][Citation analysis]		paper0
2015Annuitization and asset allocation In: Papers.
[Full Text][Citation analysis]		paper104
2007Annuitization and asset allocation.(2007) In: Journal of Economic Dynamics and Control.
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This paper has nother version. Agregated cites: 104		article
2016Equitable retirement income tontines: Mixing cohorts without discriminating In: Papers.
[Full Text][Citation analysis]		paper26
2016EQUITABLE RETIREMENT INCOME TONTINES: MIXING COHORTS WITHOUT DISCRIMINATING.(2016) In: ASTIN Bulletin.
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This paper has nother version. Agregated cites: 26		article
2016Optimal retirement income tontines In: Papers.
[Full Text][Citation analysis]		paper38
2015Optimal retirement income tontines.(2015) In: Insurance: Mathematics and Economics.
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This paper has nother version. Agregated cites: 38		article
2018Retirement spending and biological age In: Papers.
[Full Text][Citation analysis]		paper7
2017Retirement spending and biological age.(2017) In: Journal of Economic Dynamics and Control.
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This paper has nother version. Agregated cites: 7		article
2018The implied longevity curve: How long does the market think you are going to live? In: Papers.
[Full Text][Citation analysis]		paper0
2018Swimming with Wealthy Sharks: Longevity, Volatility and the Value of Risk Pooling In: Papers.
[Full Text][Citation analysis]		paper6
2020Swimming with wealthy sharks: longevity, volatility and the value of risk pooling.(2020) In: Journal of Pension Economics and Finance.
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This paper has nother version. Agregated cites: 6		article
2021Refundable income annuities: Feasibility of money-back guarantees In: Papers.
[Full Text][Citation analysis]		paper2
2022Refundable income annuities: Feasibility of money-back guarantees.(2022) In: Insurance: Mathematics and Economics.
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This paper has nother version. Agregated cites: 2		article
2024Egalitarian pooling and sharing of longevity risk, a.k.a. The many ways to skin a tontine cat In: Papers.
[Full Text][Citation analysis]		paper0
2024The Riccati Tontine: How to Satisfy Regulators on Average In: Papers.
[Full Text][Citation analysis]		paper2
2025The Riccati tontine: how to satisfy regulators on average.(2025) In: The Geneva Risk and Insurance Review.
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This paper has nother version. Agregated cites: 2		article
2003Book Review In: Journal of Finance.
[Full Text][Citation analysis]		article0
2003Asset Allocation and the Liquidity Premium for Illiquid Annuities In: Journal of Risk & Insurance.
[Full Text][Citation analysis]		article17
2004Floridas Pension Election: From DB to DC and Back In: Journal of Risk & Insurance.
[Full Text][Citation analysis]		article8
2005The Implied Longevity Yield: A Note on Developing an Index for Life Annuities In: Journal of Risk & Insurance.
[Full Text][Citation analysis]		article5
2006Killing the Law of Large Numbers: Mortality Risk Premiums and the Sharpe Ratio In: Journal of Risk & Insurance.
[Full Text][Citation analysis]		article21
2008Portfolio Choice and Life Insurance: The CRRA Case In: Journal of Risk & Insurance.
[Full Text][Citation analysis]		article37
2010Do Markets Like Frozen Defined Benefit Pensions? An Event Study In: Journal of Risk & Insurance.
[Full Text][Citation analysis]		article10
2016The Sluggish and Asymmetric Reaction of Life Annuity Prices to Changes in Interest Rates In: Journal of Risk & Insurance.
[Full Text][Citation analysis]		article5
2006ASSET ALLOCATION AND ANNUITY‐PURCHASE STRATEGIES TO MINIMIZE THE PROBABILITY OF FINANCIAL RUIN In: Mathematical Finance.
[Full Text][Citation analysis]		article42
2014Rethinking RRIF Withdrawals: New Rates and Methodologies for New Realities In: Canadian Tax Journal.
[Full Text][Citation analysis]		article1
2012Strategic Financial Planning over the Lifecycle In: Cambridge Books.
[Citation analysis]		book3
2012Strategic Financial Planning over the Lifecycle.(2012) In: Cambridge Books.
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This paper has nother version. Agregated cites: 3		book
2006The Calculus of Retirement Income In: Cambridge Books.
[Citation analysis]		book42
2015King Williams Tontine In: Cambridge Books.
[Citation analysis]		book1
2017King Williams Tontine.(2017) In: Cambridge Books.
[Citation analysis]
This paper has nother version. Agregated cites: 1		book
2014Portfolio choice and longevity risk in the late seventeenth century: a re-examination of the first English tontine In: Financial History Review.
[Full Text][Citation analysis]		article4
2023Adam Smiths reversionary annuity: moneys worth, default options and auto-enrollment In: Financial History Review.
[Full Text][Citation analysis]		article0
1998Asian Options, the Sum of Lognormals, and the Reciprocal Gamma Distribution In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article85
1999ASIAN OPTIONS, THE SUM OF LOGNORMALS, AND THE RECIPROCAL GAMMA DISTRIBUTION.(1999) In: World Scientific Book Chapters.
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This paper has nother version. Agregated cites: 85		chapter
2011Lifetime ruin minimization: should retirees hedge inflation or just worry about it?* In: Journal of Pension Economics and Finance.
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2002Overview of the Issue In: Journal of Pension Economics and Finance.
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2002Overview of the Issue.(2002) In: Journal of Pension Economics and Finance.
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2003Overview of the Issue.(2003) In: Journal of Pension Economics and Finance.
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2003Overview of the Issue.(2003) In: Journal of Pension Economics and Finance.
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2003Overview of the Issue.(2003) In: Journal of Pension Economics and Finance.
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2005Overview of the Issue.(2005) In: Journal of Pension Economics and Finance.
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2005Overview of the Issue.(2005) In: Journal of Pension Economics and Finance.
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2006Overview of the Issue.(2006) In: Journal of Pension Economics and Finance.
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2006Overview of the Issue.(2006) In: Journal of Pension Economics and Finance.
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2006Overview of the Issue.(2006) In: Journal of Pension Economics and Finance.
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2009Plight of the Fortune Tellers: Why We Need to Manage Financial Risk Differently. Riccardo Rebonato. Princeton University Press, 2007, ISBN 978-0-691-13361-4, 304 pages. In: Journal of Pension Economics and Finance.
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2008Erratum to: Annuitization and asset allocation: [Journal of Economic Dynamics & Control 31 (9) (2007) 3138-3177] In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article0
2001Variable annuities versus mutual funds: a Monte-Carlo analysis of the options In: Financial Services Review.
[Full Text][Citation analysis]		article4
1994Asset allocation, life expectancy and shortfall In: Financial Services Review.
[Full Text][Citation analysis]		article14
1999International equity diversification and shortfall risk In: Financial Services Review.
[Full Text][Citation analysis]		article2
2024Egalitarian pooling and sharing of longevity risk a.k.a. can an administrator help skin the tontine cat? In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article0
1997The present value of a stochastic perpetuity and the Gamma distribution In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article10
1999Martingales, scale functions and stochastic life annuities: a note In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article2
2001Mortality derivatives and the option to annuitise In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article129
2002Optimal asset allocation in life annuities: a note In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article34
2004Ruined moments in your life: how good are the approximations? In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article4
2006Financial valuation of guaranteed minimum withdrawal benefits In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article88
2007The timing of annuitization: Investment dominance and mortality risk In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article14
2016Longevity risk and retirement income tax efficiency: A location spending rate puzzle In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article3
2020Calibrating Gompertz in reverse: What is your longevity-risk-adjusted global age? In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article7
2008Portfolio choice and mortality-contingent claims: The general HARA case In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article32
1999Hedging and pricing with tax law uncertainty: Managing under an Arkansas Best doctrine In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article4
1999Time Diversification, Safety-First and Risk. In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]		article7
1997Asset Allocation via the Conditional First Exit Time or How to Avoid Outliving Your Money. In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]		article21
1997Tax Effects in Canadian Equity Option Markets In: Multinational Finance Journal.
[Full Text][Citation analysis]		article1
2017Optimal Purchasing of Deferred Income Annuities When Payout Yields are Mean-Reverting In: Review of Finance.
[Full Text][Citation analysis]		article12
Space€“time diversification: which dimension is better? In: Journal of Risk.
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2024The Religious Roots of Longevity Risk Sharing In: Springer Books.
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2017The Day the King Defaulted In: Springer Books.
[Citation analysis]		book0
2024Do You Believe in Pensions? In: Springer Books.
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2024The First Biblical Annuity In: Springer Books.
[Citation analysis]		chapter0
2024Pension Resistance in the Nineteenth Century In: Springer Books.
[Citation analysis]		chapter0
2024Longevity Heterogeneity in the Twenty-First Century In: Springer Books.
[Citation analysis]		chapter0
2024Longevity Risk and Religion In: Springer Books.
[Citation analysis]		chapter0
2024The Benefits of Pooling In: Springer Books.
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2008Human Capital, Asset Allocation, and Life Insurance.(2008) In: Yale School of Management Working Papers.
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