Optimal retirement income tontines
type: Item
instance of: scholarly article
title: Optimal retirement income tontines
zbMATH Open document ID: 1348.91176
author: Thomas S. Salisbury
author: Moshe Arye Milevsky
published in: Insurance Mathematics \& Economics
publication date: 2015-09-14T00:00:00Z
full work available at URL: https://arxiv.org/abs/1610.10078
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 6481764
zbMATH Keywords: annuities
zbMATH Keywords: variable annuities
zbMATH Keywords: longevity insurance
zbMATH Keywords: retirement planning
zbMATH Keywords: mortality risk
MaRDI profile type: MaRDI publication profile
OpenAlex ID: W279225087
arXiv ID: 1610.10078
cites work: Q3171235
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cites work: ACTUARIAL FAIRNESS AND SOLIDARITY IN POOLED ANNUITY FUNDS
cites work: Exchanging uncertain mortality for a cost
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cites work: Q4528914
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cites work: Fundamentals of Actuarial Mathematics
cites work: Optimal consumption and portfolio choice for pooled annuity funds
cites work: Q5691080
cites work: Demand and adverse selection in a pooled annuity fund
DOI: 10.1016/J.INSMATHECO.2015.05.002
description: scientific article