Egalitarian pooling and sharing of longevity risk a.k.a. \textit{can an administrator help skin the tontine cat?}
From MaRDI portal
Publication:6665603
DOI10.1016/j.insmatheco.2024.09.003MaRDI QIDQ6665603
Jan Dhaene, Moshe Arye Milevsky
Publication date: 17 January 2025
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Cites Work
- Optimal retirement income tontines
- Characterizing mutual exclusivity as the strongest negative multivariate dependence structure
- The modern tontine. An innovative instrument for longevity risk management in an aging society
- Optimal consumption and portfolio choice for pooled annuity funds
- The safest dependence structure among risks.
- Assessing mortality inequality in the U.S.: what can be said about the future?
- Care-dependent tontines
- Heterogeneity in mortality: a survey with an actuarial focus
- Modern tontine with bequest: innovation in pooled annuity products
- Bringing cost transparency to the life annuity market
- EQUITABLE RETIREMENT INCOME TONTINES: MIXING COHORTS WITHOUT DISCRIMINATING
- Rising Inequality in Life Expectancy by Socioeconomic Status
- MORTALITY CREDITS WITHIN LARGE SURVIVOR FUNDS
- Sharing Longevity Risk: Why Governments Should Issue Longevity Bonds
- Intergenerational actuarial fairness when longevity increases: amending the retirement age
This page was built for publication: Egalitarian pooling and sharing of longevity risk a.k.a. \textit{can an administrator help skin the tontine cat?}
