Options on tontines: an innovative way of combining tontines and annuities
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Cites work
- scientific article; zbMATH DE number 3141621 (Why is no real title available?)
- scientific article; zbMATH DE number 5522381 (Why is no real title available?)
- Actuarial fairness and solidarity in pooled annuity funds
- Bringing cost transparency to the life annuity market
- Demand and adverse selection in a pooled annuity fund
- Equitable retirement income tontines: mixing cohorts without discriminating
- Introduction to Insurance Mathematics
- Measuring Basis Risk in Longevity Hedges
- On the pricing of longevity-linked securities
- Optimal consumption and portfolio choice for pooled annuity funds
- Optimal retirement income tontines
- Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk
- Risk analysis of annuity conversion options in a stochastic mortality environment
- The annuity puzzle remains a puzzle
- The modern tontine. An innovative instrument for longevity risk management in an aging society
- Tonuity: a novel individual-oriented retirement plan
Cited in
(25)- The modern tontine. An innovative instrument for longevity risk management in an aging society
- Dynamic tonuity: adapting retirement benefits to a changing environment
- Mortality credits within large survivor funds
- Modern tontine with bequest: innovation in pooled annuity products
- Fees in tontines
- Tontines with mixed cohorts
- Equitable retirement income tontines: mixing cohorts without discriminating
- Tonuity: a novel individual-oriented retirement plan
- On the optimal combination of annuities and tontines
- Benefit volatility-targeting strategies in lifetime pension pools
- Mean-variance longevity risk-sharing for annuity contracts
- Pricing participating longevity-linked life annuities: a Bayesian model ensemble approach
- Quantifying the trade-off between income stability and the number of members in a pooled annuity fund
- Longevity risk and capital markets: the 2019--20 update
- Optimal hurdle rate and investment policy in lifetime pension pools
- Modern tontines as a pension solution: a practical overview
- Care-dependent tontines
- Return smoothing in pooled annuity products
- On the unfairness of actuarial fair annuities
- Optimal retirement income tontines
- Tail index-linked annuity: a longevity risk sharing retirement plan
- Individual survivor fund account: the impact of bequest motives on tontine participation
- Optimal post-retirement investment and consumption under longevity risk in collective funds
- The Refinancing Enhanced Annuity Rider (REAR): A Novel Annuity Product Design and Its Contribution to Solving the Annuity Puzzle
- Risk-sharing rules for mortality pooling products with stochastic and correlated mortality rates
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