On the optimal combination of annuities and tontines
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Cites work
- Equitable retirement income tontines: mixing cohorts without discriminating
- scientific article; zbMATH DE number 3141621 (Why is no real title available?)
- Measuring Basis Risk in Longevity Hedges
- Modern tontine with bequest: innovation in pooled annuity products
- Optimal retirement income tontines
- Options on tontines: an innovative way of combining tontines and annuities
- Risk analysis of annuity conversion options in a stochastic mortality environment
- The annuity puzzle remains a puzzle
- The modern tontine. An innovative instrument for longevity risk management in an aging society
- Tonuity: a novel individual-oriented retirement plan
Cited in
(29)- Options on tontines: an innovative way of combining tontines and annuities
- Longevity risk and capital markets: the 2019--20 update
- Care-dependent tontines
- Fees in tontines
- Closed-form solutions for an explicit modern ideal tontine with bequest motive
- Modern tontine with bequest: innovation in pooled annuity products
- Optimal retirement products under subjective mortality beliefs
- Equitable retirement income tontines: mixing cohorts without discriminating
- Tonuity: a novel individual-oriented retirement plan
- Optimal retirement income tontines
- Tontines with mixed cohorts
- Tail index-linked annuity: a longevity risk sharing retirement plan
- Modern life-care tontines
- Wealth heterogeneity in a closed pooled annuity fund
- Actuarial fairness and social welfare in mixed-cohort tontines
- Optimal performance of a tontine overlay subject to withdrawal constraints
- On the unfairness of actuarial fair annuities
- Individual survivor fund account: the impact of bequest motives on tontine participation
- The tontine puzzle
- Optimal post-retirement investment and consumption under longevity risk in collective funds
- The Refinancing Enhanced Annuity Rider (REAR): A Novel Annuity Product Design and Its Contribution to Solving the Annuity Puzzle
- A redistributive GSA scheme to cope with socio-economic mortality differentials
- Time-varying Pareto optimal risk sharing for annuities
- Risk-sharing rules for mortality pooling products with stochastic and correlated mortality rates
- Dynamic tonuity: adapting retirement benefits to a changing environment
- Mean-variance longevity risk-sharing for annuity contracts
- Optimal consumption and annuity equivalent wealth with mortality model uncertainty
- Balancing Annuities and Tontines: A Study of Temporal Risk Aversion in Retirement Planning
- The modern tontine. An innovative instrument for longevity risk management in an aging society
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