Options on tontines: an innovative way of combining tontines and annuities
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Publication:2010907
DOI10.1016/J.INSMATHECO.2019.10.004zbMATH Open1427.91221OpenAlexW2965887484WikidataQ126987914 ScholiaQ126987914MaRDI QIDQ2010907FDOQ2010907
Authors: An Chen, Manuel Rach 
Publication date: 28 November 2019
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2019.10.004
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Cites Work
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Cited In (11)
- QUANTIFYING THE TRADE-OFF BETWEEN INCOME STABILITY AND THE NUMBER OF MEMBERS IN A POOLED ANNUITY FUND
- Modern tontine with bequest: innovation in pooled annuity products
- Fees in tontines
- Tontines with mixed cohorts
- Tail index-linked annuity: A longevity risk sharing retirement plan
- Benefit volatility-targeting strategies in lifetime pension pools
- Pricing participating longevity-linked life annuities: a Bayesian model ensemble approach
- Longevity risk and capital markets: the 2019--20 update
- MORTALITY CREDITS WITHIN LARGE SURVIVOR FUNDS
- Care-dependent tontines
- ON THE OPTIMAL COMBINATION OF ANNUITIES AND TONTINES
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