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MORTALITY CREDITS WITHIN LARGE SURVIVOR FUNDS - MaRDI portal

MORTALITY CREDITS WITHIN LARGE SURVIVOR FUNDS (Q5045339)

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scientific article; zbMATH DE number 7612453
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English
MORTALITY CREDITS WITHIN LARGE SURVIVOR FUNDS
scientific article; zbMATH DE number 7612453

    Statements

    title
    MORTALITY CREDITS WITHIN LARGE SURVIVOR FUNDS (English)
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    author
    Peter Hieber
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    Christian Y. Robert
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    Michel M. Denuit
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    publication date
    4 November 2022
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    zbMATH Keywords
    mortality risk pooling
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    tontine
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    conditional mean risk sharing
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    cites work

    Identifiers

    DOI
    10.1017/asb.2022.13
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    zbMATH DE Number
    7612453
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    OpenAlex ID
    W4282969285
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