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20072025
most citedFinancial Valuation of Mortality Risk via the Instantaneous Sharpe Ratio: Applications to Pricing Pure Endowments

21 citations · 31 across the 15 of their papers we have counts for

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econ.GN2025

Equitable Longevity Risk Sharing or, the raison d'être for a First Nations Pension Plan

Moshe A. Milevsky, Thomas S. Salisbury, Robyn Allen

We investigate the extent to which groups with elevated mortality rates ex ante might opt out of guaranteed national pensions in favour of demographically aligned plans, which we l…