Tontines with mixed cohorts

DOI10.1080/03461238.2020.1852595zbMath1470.91220OpenAlexW3110336482MaRDI QIDQ5003360

Zhixin Yang, An Chen, Lin-Yi Qian

Publication date: 21 July 2021

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.2020.1852595

zbMATH Keywords

longevity risktontineslifetime utilitycertainty equivalent paymentmixed cohort

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Related Items (3)

MORTALITY CREDITS WITHIN LARGE SURVIVOR FUNDS ⋮ Actuarial fairness and social welfare in mixed-cohort tontines ⋮ Optimal investment strategy for an insurer with partial information in capital and insurance markets

Cites Work

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• EQUITABLE RETIREMENT INCOME TONTINES: MIXING COHORTS WITHOUT DISCRIMINATING
• TONUITY: A NOVEL INDIVIDUAL-ORIENTED RETIREMENT PLAN
• ON THE OPTIMAL COMBINATION OF ANNUITIES AND TONTINES
• Optimal Annuitization Policies

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