Modern tontines as a pension solution: a practical overview

DOI10.1007/s13385-021-00297-8zbMath1492.91316OpenAlexW3206170534MaRDI QIDQ2157208

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

zbMATH Keywords

pensionslongevity risktontinesunit-linked contractsmutual risk-sharingpooled annuities

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Related Items (1)

MORTALITY CREDITS WITHIN LARGE SURVIVOR FUNDS

Cites Work

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

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