ACTUARIAL FAIRNESS AND SOLIDARITY IN POOLED ANNUITY FUNDS
From MaRDI portal
Publication:4563728
DOI10.1017/asb.2014.18zbMath1390.91177arXiv1311.5120OpenAlexW2151702441MaRDI QIDQ4563728
Publication date: 4 June 2018
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1311.5120
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (22)
Modern tontines as a pension solution: a practical overview ⋮ Pricing participating longevity-linked life annuities: a Bayesian model ensemble approach ⋮ EQUITABLE RETIREMENT INCOME TONTINES: MIXING COHORTS WITHOUT DISCRIMINATING ⋮ From risk sharing to pure premium for a large number of heterogeneous losses ⋮ Tail index-linked annuity: A longevity risk sharing retirement plan ⋮ Long guarantees with short duration: the rolling annuity ⋮ Optimal retirement products under subjective mortality beliefs ⋮ Modern tontine with bequest: innovation in pooled annuity products ⋮ Optimal investment and consumption strategies for pooled annuity with partial information ⋮ Wealth heterogeneity in a closed pooled annuity fund ⋮ Actuarial fairness and social welfare in mixed-cohort tontines ⋮ TONUITY: A NOVEL INDIVIDUAL-ORIENTED RETIREMENT PLAN ⋮ The Annuity Puzzle and an Outline of Its Solution ⋮ Closed-form solutions for an explicit modern ideal tontine with bequest motive ⋮ Optimal retirement income tontines ⋮ Bivariate Bernoulli weighted sums and distribution of single-period tontine benefits ⋮ QUANTIFYING THE TRADE-OFF BETWEEN INCOME STABILITY AND THE NUMBER OF MEMBERS IN A POOLED ANNUITY FUND ⋮ Options on tontines: an innovative way of combining tontines and annuities ⋮ Bringing cost transparency to the life annuity market ⋮ SIZE-BIASED TRANSFORM AND CONDITIONAL MEAN RISK SHARING, WITH APPLICATION TO P2P INSURANCE AND TONTINES ⋮ Tontines with mixed cohorts ⋮ TARGET VOLATILITY STRATEGIES FOR GROUP SELF-ANNUITY PORTFOLIOS
Cites Work
- Optimal consumption and portfolio choice for pooled annuity funds
- Exchanging uncertain mortality for a cost
- Individual post-retirement longevity risk management under systematic mortality risk
- Bringing cost transparency to the life annuity market
- Quantifying mortality risk in small defined-benefit pension schemes
This page was built for publication: ACTUARIAL FAIRNESS AND SOLIDARITY IN POOLED ANNUITY FUNDS
