Modern tontine with bequest: innovation in pooled annuity products
From MaRDI portal
Publication:2415976
DOI10.1016/j.insmatheco.2019.03.002zbMath1411.91265arXiv1903.05990OpenAlexW2921852627MaRDI QIDQ2415976
Thomas Bernhardt, Catherine Donnelly
Publication date: 23 May 2019
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1903.05990
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Related Items (11)
The modern tontine. An innovative instrument for longevity risk management in an aging society ⋮ Optimal retirement products under subjective mortality beliefs ⋮ An innovative design of flexible, bequest-enhanced life annuity with natural hedging ⋮ Optimal investment and consumption strategies for pooled annuity with partial information ⋮ Fees in tontines ⋮ Closed-form solutions for an explicit modern ideal tontine with bequest motive ⋮ Longevity risk and capital markets: the 2019--20 update ⋮ ON THE OPTIMAL COMBINATION OF ANNUITIES AND TONTINES ⋮ Long-term real dynamic investment planning ⋮ Expected utility approximation and portfolio optimisation ⋮ MODERN LIFE-CARE TONTINES
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