ON THE OPTIMAL COMBINATION OF ANNUITIES AND TONTINES
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Publication:5213441
DOI10.1017/asb.2019.37zbMath1431.91320OpenAlexW3124959606MaRDI QIDQ5213441
An Chen, Thorsten Sehner, Manuel Rach
Publication date: 3 February 2020
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/asb.2019.37
Related Items (9)
The modern tontine. An innovative instrument for longevity risk management in an aging society ⋮ Tail index-linked annuity: A longevity risk sharing retirement plan ⋮ Optimal retirement products under subjective mortality beliefs ⋮ Wealth heterogeneity in a closed pooled annuity fund ⋮ Actuarial fairness and social welfare in mixed-cohort tontines ⋮ Fees in tontines ⋮ Longevity risk and capital markets: the 2019--20 update ⋮ Tontines with mixed cohorts ⋮ MODERN LIFE-CARE TONTINES
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- Options on tontines: an innovative way of combining tontines and annuities
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- Measuring Basis Risk in Longevity Hedges
- EQUITABLE RETIREMENT INCOME TONTINES: MIXING COHORTS WITHOUT DISCRIMINATING
- TONUITY: A NOVEL INDIVIDUAL-ORIENTED RETIREMENT PLAN
- RISK ANALYSIS OF ANNUITY CONVERSION OPTIONS IN A STOCHASTIC MORTALITY ENVIRONMENT
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