Tail index-linked annuity: A longevity risk sharing retirement plan

DOI10.1080/03461238.2021.1938198zbMath1492.91277OpenAlexW3171139534MaRDI QIDQ5083405

An Chen, Mark B. Schultze, Hong Li

Publication date: 20 June 2022

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.2021.1938198

zbMATH Keywords

longevity riskmulti-population mortalityindexed annuityretirement product design

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

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