Modern tontines as a pension solution: a practical overview

DOI10.1007/S13385-021-00297-8zbMATH Open1492.91316OpenAlexW3206170534MaRDI QIDQ2157208FDOQ2157208

Authors: Pascal Winter, Frédéric Planchet 

Publication date: 27 July 2022

Published in: European Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13385-021-00297-8

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zbMATH Keywords

longevity riskpensionstontinesunit-linked contractsmutual risk-sharingpooled annuities

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Cites Work

• Fundamentals of Actuarial Mathematics
• ACTUARIAL FAIRNESS AND SOLIDARITY IN POOLED ANNUITY FUNDS
• Optimal retirement income tontines
• Demand and adverse selection in a pooled annuity fund
• Optimal consumption and portfolio choice for pooled annuity funds
• EQUITABLE RETIREMENT INCOME TONTINES: MIXING COHORTS WITHOUT DISCRIMINATING
• TONUITY: A NOVEL INDIVIDUAL-ORIENTED RETIREMENT PLAN
• The modern tontine. An innovative instrument for longevity risk management in an aging society

Cited In (5)

• A new approach for satisfactory pensions with no guarantees
• Modern tontine with bequest: innovation in pooled annuity products
• Actuarial fairness and social welfare in mixed-cohort tontines
• MORTALITY CREDITS WITHIN LARGE SURVIVOR FUNDS
• Optimal performance of a tontine overlay subject to withdrawal constraints

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