Mortality credits within large survivor funds
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Publication:5045339
DOI10.1017/ASB.2022.13zbMATH Open1506.91151OpenAlexW4282969285MaRDI QIDQ5045339FDOQ5045339
Authors: Peter Hieber, C. Y. Robert, Michel Denuit 
Publication date: 4 November 2022
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/asb.2022.13
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Cites Work
- The concept of comonotonicity in actuarial science and finance: theory.
- Convex order and comonotonic conditional mean risk sharing
- Efron's asymptotic monotonicity property in the Gaussian stable domain of attraction
- The concept of comonotonicity in actuarial science and finance: applications.
- On the convolution of heterogeneous Bernoulli random variables
- A Simple Geometric Proof that Comonotonic Risks Have the Convex-Largest Sum
- Tonuity: a novel individual-oriented retirement plan
- Quantifying the trade-off between income stability and the number of members in a pooled annuity fund
- From risk sharing to pure premium for a large number of heterogeneous losses
- Asymptotic expansions for conditional moments of Bernoulli trials
- Options on tontines: an innovative way of combining tontines and annuities
- Peer-to-peer multi-risk insurance and mutual aid
- Investing in your own and peers' risks: the simple analytics of P2P insurance
- Size-biased transform and conditional mean risk sharing, with application to p2p insurance and tontines
- Modern tontines as a pension solution: a practical overview
- Modern life-care tontines
- Corrigendum and addendum to: ``From risk sharing to pure premium for a large number of heterogeneous losses
- Tontines with mixed cohorts
Cited In (5)
- Modern life-care tontines
- Conditional mean risk sharing of independent discrete losses in large pools
- Optimal performance of a tontine overlay subject to withdrawal constraints
- Egalitarian pooling and sharing of longevity risk a.k.a. \textit{can an administrator help skin the tontine cat?}
- Wealth heterogeneity in a closed pooled annuity fund
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