Exchanging uncertain mortality for a cost
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Publication:2252280
Recommendations
- Optimal consumption and portfolio choice for pooled annuity funds
- Demand and adverse selection in a pooled annuity fund
- Actuarial fairness and solidarity in pooled annuity funds
- Systematic and nonsystematic mortality risk in pension portfolios
- The utility value of longevity risk pooling: analytic insights
Cited in
(29)- Macro longevity risk and the choice between annuity products: evidence from Denmark
- Pooling mortality risk in eurozone state pension liabilities: an application of a Bayesian coherent multi-population cohort-based mortality model
- Peer-to-peer multi-risk insurance and mutual aid
- Tackling longevity risk by means of financial compensation
- Pricing participating longevity-linked life annuities: a Bayesian model ensemble approach
- Fees in tontines
- Closed-form solutions for an explicit modern ideal tontine with bequest motive
- Bringing cost transparency to the life annuity market
- Optimal retirement products under subjective mortality beliefs
- Actuarial fairness and solidarity in pooled annuity funds
- Equitable retirement income tontines: mixing cohorts without discriminating
- Tonuity: a novel individual-oriented retirement plan
- Optimal retirement income tontines
- Mortality credits within large survivor funds
- Quantifying the trade-off between income stability and the number of members in a pooled annuity fund
- THE VALUE OF FIGHTING IRREVERSIBLE DEMISE BY SOFTENING THE IRREVERSIBLE COST
- Systematic and nonsystematic mortality risk in pension portfolios
- Modern life-care tontines
- TARGET VOLATILITY STRATEGIES FOR GROUP SELF-ANNUITY PORTFOLIOS
- Wealth heterogeneity in a closed pooled annuity fund
- Pooling functional disability and mortality in long-term care insurance and care annuities: a matrix approach for multi-state pools
- Benefit volatility-targeting strategies in lifetime pension pools
- Return smoothing in pooled annuity products
- Individual survivor fund account: the impact of bequest motives on tontine participation
- Optimal consumption and investment in pooled annuity funds with and without fund managers
- Optimal hurdle rate and investment policy in lifetime pension pools
- A Markov ageing-based multi-state group self-annuitisation
- Calibrating Gompertz in reverse: what is your longevity-risk-adjusted global age?
- Optimal consumption and portfolio choice for pooled annuity funds
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