On the optimal combination of annuities and tontines
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Publication:5213441
DOI10.1017/ASB.2019.37zbMATH Open1431.91320OpenAlexW3124959606MaRDI QIDQ5213441FDOQ5213441
Authors: An Chen, Manuel Rach, Thorsten Sehner 
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
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Cites Work
- Measuring Basis Risk in Longevity Hedges
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- Optimal retirement income tontines
- The annuity puzzle remains a puzzle
- Modern tontine with bequest: innovation in pooled annuity products
- Equitable retirement income tontines: mixing cohorts without discriminating
- Tonuity: a novel individual-oriented retirement plan
- The modern tontine. An innovative instrument for longevity risk management in an aging society
- Options on tontines: an innovative way of combining tontines and annuities
- Risk analysis of annuity conversion options in a stochastic mortality environment
Cited In (17)
- The modern tontine. An innovative instrument for longevity risk management in an aging society
- Modern tontine with bequest: innovation in pooled annuity products
- Options on tontines: an innovative way of combining tontines and annuities
- Closed-form solutions for an explicit modern ideal tontine with bequest motive
- Fees in tontines
- Tontines with mixed cohorts
- Equitable retirement income tontines: mixing cohorts without discriminating
- Tonuity: a novel individual-oriented retirement plan
- Longevity risk and capital markets: the 2019--20 update
- Actuarial fairness and social welfare in mixed-cohort tontines
- Modern life-care tontines
- Care-dependent tontines
- Tail index-linked annuity: a longevity risk sharing retirement plan
- Optimal retirement income tontines
- Optimal performance of a tontine overlay subject to withdrawal constraints
- Optimal retirement products under subjective mortality beliefs
- Wealth heterogeneity in a closed pooled annuity fund
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