Wealth heterogeneity in a closed pooled annuity fund

DOI10.1080/03461238.2023.2234916arXiv2110.13467OpenAlexW3211031726MaRDI QIDQ6127095

Ge Qu, Thomas Bernhardt

Publication date: 10 April 2024

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

Full work available at URL: https://arxiv.org/abs/2110.13467

zbMATH Keywords

tontineunsystematic riskbeneficial groupsimplied number of homogeneous memberswealth heterogeneity

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Cites Work

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• Optimal retirement income tontines
• Bringing cost transparency to the life annuity market
• Probability
• ACTUARIAL FAIRNESS AND SOLIDARITY IN POOLED ANNUITY FUNDS
• TONUITY: A NOVEL INDIVIDUAL-ORIENTED RETIREMENT PLAN
• SIZE-BIASED TRANSFORM AND CONDITIONAL MEAN RISK SHARING, WITH APPLICATION TO P2P INSURANCE AND TONTINES
• MORTALITY CREDITS WITHIN LARGE SURVIVOR FUNDS
• QUANTIFYING THE TRADE-OFF BETWEEN INCOME STABILITY AND THE NUMBER OF MEMBERS IN A POOLED ANNUITY FUND
• ON THE OPTIMAL COMBINATION OF ANNUITIES AND TONTINES

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