Recommendations
Cites work
- A multi-state model of functional disability and health status in the presence of systematic trend and uncertainty
- Bringing cost transparency to the life annuity market
- Constrained non-concave utility maximization: an application to life insurance contracts with guarantees
- Convex order and comonotonic conditional mean risk sharing
- Demand and adverse selection in a pooled annuity fund
- Duration of long-term care: socio-economic factors, type of care interactions and evolution
- Equitable retirement income tontines: mixing cohorts without discriminating
- Exchanging uncertain mortality for a cost
- Fair valuation of cliquet-style return guarantees in (homogeneous and) heterogeneous life insurance portfolios
- From risk sharing to pure premium for a large number of heterogeneous losses
- Linear versus nonlinear allocation rules in risk sharing under financial fairness
- Managed care and health care utilization: specification of bivariate models using copulas
- Minimum Rate of Return Guarantees: The Danish Case
- Modern tontine with bequest: innovation in pooled annuity products
- Mortality credits within large survivor funds
- On the optimal combination of annuities and tontines
- Optimal consumption and portfolio choice for pooled annuity funds
- Optimal retirement income tontines
- Optimal retirement products under subjective mortality beliefs
- Pricing and reserving in LTC insurance
- Product pricing and solvency capital requirements for long-term care insurance
- Reserve-dependent benefits and costs in life and health insurance contracts
- Size-biased transform and conditional mean risk sharing, with application to p2p insurance and tontines
- The impact of systematic trend and uncertainty on mortality and disability in a multistate latent factor model for transition rates
- The modern tontine. An innovative instrument for longevity risk management in an aging society
- Tonuity: a novel individual-oriented retirement plan
Cited in
(17)- Modern tontines as a pension solution: a practical overview
- Care-dependent tontines
- Fees in tontines
- Mortality credits within large survivor funds
- Joint life care annuities to help retired couples to finance the cost of long-term care
- Insuring longevity risk and long-term care: bequest, housing and liquidity
- Actuarial fairness and social welfare in mixed-cohort tontines
- Optimal performance of a tontine overlay subject to withdrawal constraints
- Pooling functional disability and mortality in long-term care insurance and care annuities: a matrix approach for multi-state pools
- Egalitarian pooling and sharing of longevity risk a.k.a. \textit{can an administrator help skin the tontine cat?}
- Individual survivor fund account: the impact of bequest motives on tontine participation
- The tontine puzzle
- A redistributive GSA scheme to cope with socio-economic mortality differentials
- Risk-sharing rules for mortality pooling products with stochastic and correlated mortality rates
- Mean-variance longevity risk-sharing for annuity contracts
- A Markov ageing-based multi-state group self-annuitisation
- The modern tontine. An innovative instrument for longevity risk management in an aging society
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