Benefit volatility-targeting strategies in lifetime pension pools

DOI10.1016/j.insmatheco.2024.05.006zbMath1548.91088MaRDI QIDQ6607485

Barbara Sanders, Jean-François Bégin

Publication date: 18 September 2024

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

zbMATH Keywords

longevity riskinvestment riskinvestment-linked annuity benefitsmortality creditspooled annuity

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Statistical methods; risk measures (91G70) Actuarial mathematics (91G05)

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