| Mortality derivatives and the option to annuitise MA Milevsky, SD Promislow Insurance: Mathematics and Economics 29 (3), 299-318, 2001 | 483 | 2001 |
| Asian options, the sum of lognormals, and the reciprocal gamma distribution MA Milevsky, SE Posner Journal of financial and quantitative analysis 33 (3), 409-422, 1998 | 369 | 1998 |
| Financial valuation of guaranteed minimum withdrawal benefits MA Milevsky, TS Salisbury Insurance: Mathematics and Economics 38 (1), 21-38, 2006 | 336 | 2006 |
| Annuitization and asset allocation MA Milevsky, VR Young Journal of Economic Dynamics and Control 31 (9), 3138-3177, 2007 | 334 | 2007 |
| The calculus of retirement income: financial models for pension annuities and life insurance MA Milevsky Cambridge University Press, 2006 | 252 | 2006 |
| The titanic option: valuation of the guaranteed minimum death benefit in variable annuities and mutual funds MA Milevsky, SE Posner Journal of Risk and Insurance, 93-128, 2001 | 242 | 2001 |
| Optimal asset allocation towards the end of the life cycle: to annuitize or not to annuitize? MA Milevsky Journal of Risk and Insurance, 401-426, 1998 | 204 | 1998 |
| Optimal asset allocation during retirement in the presence of fixed and variable immediate life annuities (payout annuities) P Chen, MA Milevsky US Patent 7,120,601, 2006 | 160 | 2006 |
| Self-annuitization and ruin in retirement MA Milevsky, C Robinson North American Actuarial Journal 4 (4), 112-124, 2000 | 151 | 2000 |
| A closed-form approximation for valuing basket options MA Milevsky, SE Posner Journal of Derivatives 5, 54-61, 1998 | 151 | 1998 |
| Real longevity insurance with a deductible: Introduction to advanced-life delayed annuities (ALDA) MA Milevsky North American Actuarial Journal 9 (4), 109-122, 2005 | 150 | 2005 |
| Optimal retirement income tontines MA Milevsky, TS Salisbury Insurance: Mathematics and economics 64, 91-105, 2015 | 147 | 2015 |
| Human capital, asset allocation, and life insurance P Chen, RG Ibbotson, MA Milevsky, KX Zhu Financial Analysts Journal 62 (1), 97-109, 2006 | 140 | 2006 |
| Spending retirement on planet vulcan: The impact of longevity risk aversion on optimal withdrawal rates (corrected July 2011) MA Milevsky, H Huang Financial Analysts Journal 67 (2), 45-58, 2011 | 127 | 2011 |
| Asset allocation, life expectancy and shortfall K Ho, MA Milevsky, C Robinson Financial Services Review 3 (2), 109-126, 1994 | 126 | 1994 |
| Asset allocation via the conditional first exit time or how to avoid outliving your money MA Milevsky, K Ho, C Robinson Review of Quantitative Finance and Accounting 9 (1), 53-70, 1997 | 120 | 1997 |
| Portfolio choice and life insurance: The CRRA case H Huang, MA Milevsky, J Wang Journal of Risk and Insurance 75 (4), 847-872, 2008 | 118 | 2008 |
| A sustainable spending rate without simulation MA Milevsky, C Robinson Financial Analysts Journal 61 (6), 89-100, 2005 | 117 | 2005 |
| Asset allocation and annuity‐purchase strategies to minimize the probability of financial ruin MA Milevsky, KS Moore, VR Young Mathematical Finance 16 (4), 647-671, 2006 | 116 | 2006 |
| Killing the law of large numbers: Mortality risk premiums and the sharpe ratio MA Milevsky, SD Promislow, VR Young Journal of Risk and Insurance 73 (4), 673-686, 2006 | 109 | 2006 |
Steven PosnerPrincetonVerified email at alumni.princeton.edu
