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 (16)
- The modern tontine. An innovative instrument for longevity risk management in an aging society
- 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
- Quantifying the trade-off between income stability and the number of members in a pooled annuity fund
- Pricing participating longevity-linked life annuities: a Bayesian model ensemble approach
- Longevity risk and capital markets: the 2019--20 update
- Modern tontines as a pension solution: a practical overview
- Care-dependent tontines
- Tail index-linked annuity: a longevity risk sharing retirement plan
- Optimal retirement income tontines
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