Tail index-linked annuity: a longevity risk sharing retirement plan
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Recommendations
- An innovative design of flexible, bequest-enhanced life annuity with natural hedging
- Valuation of variable long-term care annuities with guaranteed lifetime withdrawal benefits: a variance reduction approach
- Individual post-retirement longevity risk management under systematic mortality risk
- The modern tontine. An innovative instrument for longevity risk management in an aging society
- Tonuity: a novel individual-oriented retirement plan
Cites work
- A gravity model of mortality rates for two related populations
- Actuarial fairness and solidarity in pooled annuity funds
- Adaptive algorithmic annuities
- Basis risk in index-based longevity hedges: a guide for longevity hedgers
- Current developments in German pension schemes: what are the benefits of the new target pension?
- Dynamic hedging of longevity risk: the effect of trading frequency
- Equitable retirement income tontines: mixing cohorts without discriminating
- Longevity-indexed life annuities
- On the optimal combination of annuities and tontines
- On the pricing of longevity-linked securities
- Optimal retirement income tontines
- Optimizing the equity-bond-annuity portfolio in retirement: the impact of uncertain health expenses
- Options on tontines: an innovative way of combining tontines and annuities
- Risk analysis of annuity conversion options in a stochastic mortality environment
- Securitization of catastrophe mortality risks
- Sharing longevity risk: why governments should issue longevity bonds
- Stochastic portfolio specific mortality and the quantification of mortality basis risk
- The annuity puzzle remains a puzzle
- Tonuity: a novel individual-oriented retirement plan
Cited in
(7)- Valuation of variable long-term care annuities with guaranteed lifetime withdrawal benefits: a variance reduction approach
- Modern tontine with bequest: innovation in pooled annuity products
- Long guarantees with short duration: the rolling annuity
- An innovative design of flexible, bequest-enhanced life annuity with natural hedging
- Time-varying Pareto optimal risk sharing for annuities
- Mean-variance longevity risk-sharing for annuity contracts
- Contract structure and risk aversion in longevity risk transfers
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