QUANTIFYING THE TRADE-OFF BETWEEN INCOME STABILITY AND THE NUMBER OF MEMBERS IN A POOLED ANNUITY FUND

DOI10.1017/asb.2020.33zbMath1471.91447arXiv2010.16009OpenAlexW3103101875MaRDI QIDQ5157765

Catherine Donnelly, Thomas Bernhardt

Publication date: 20 October 2021

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2010.16009

zbMATH Keywords

poolingtontinedecumulationlongevity creditunsystematic risk

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Related Items

MORTALITY CREDITS WITHIN LARGE SURVIVOR FUNDS ⋮ Wealth heterogeneity in a closed pooled annuity fund

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