Tail index-linked annuity: a longevity risk sharing retirement plan
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Publication:5083405
DOI10.1080/03461238.2021.1938198zbMATH Open1492.91277OpenAlexW3171139534MaRDI QIDQ5083405FDOQ5083405
Authors: An Chen, Hong Li, Mark B. Schultze 
Publication date: 20 June 2022
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.2021.1938198
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Cites Work
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- Securitization of catastrophe mortality risks
- The annuity puzzle remains a puzzle
- Equitable retirement income tontines: mixing cohorts without discriminating
- Tonuity: a novel individual-oriented retirement plan
- ON THE OPTIMAL COMBINATION OF ANNUITIES AND TONTINES
- Current developments in German pension schemes: what are the benefits of the new target pension?
- Basis Risk in Index-Based Longevity Hedges: A Guide for Longevity Hedgers
- Longevity-indexed life annuities
- Adaptive algorithmic annuities
- Options on tontines: an innovative way of combining tontines and annuities
- Risk analysis of annuity conversion options in a stochastic mortality environment
- Dynamic hedging of longevity risk: the effect of trading frequency
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