Modern tontines as a pension solution: a practical overview

DOI10.1007/S13385-021-00297-8MaRDI QIDQ2157208zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

longevity riskmutual risk-sharingpensionspooled annuitiestontinesunit-linked contracts

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

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Cites work

• Actuarial fairness and solidarity in pooled annuity funds
• Demand and adverse selection in a pooled annuity fund
• Equitable retirement income tontines: mixing cohorts without discriminating
• Fundamentals of Actuarial Mathematics
• Optimal consumption and portfolio choice for pooled annuity funds
• Optimal retirement income tontines
• The modern tontine. An innovative instrument for longevity risk management in an aging society
• Tonuity: a novel individual-oriented retirement plan

Cited in

(9)

• A new approach for satisfactory pensions with no guarantees
• Modern tontine with bequest: innovation in pooled annuity products
• Mortality credits within large survivor funds
• Actuarial fairness and social welfare in mixed-cohort tontines
• Optimal performance of a tontine overlay subject to withdrawal constraints
• Individual survivor fund account: the impact of bequest motives on tontine participation
• The tontine puzzle
• A redistributive GSA scheme to cope with socio-economic mortality differentials
• The modern tontine. An innovative instrument for longevity risk management in an aging society

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