Bivariate Bernoulli weighted sums and distribution of single-period tontine benefits
type: Item
instance of: scholarly article
title: Bivariate Bernoulli weighted sums and distribution of single-period tontine benefits
zbMATH Open document ID: 1411.62294
author: Raluca Vernic
author: Michel Denuit
published in: Methodology and Computing in Applied Probability
publication date: 2019-04-26T00:00:00Z
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 7048043
zbMATH Keywords: Bernoulli indicator
zbMATH Keywords: pure endowment
zbMATH Keywords: life tables
zbMATH Keywords: individual model
zbMATH Keywords: longevity risk
MaRDI profile type: Publication
full work available at URL: s11009-018-9625-4
OpenAlex ID: W2792309778
cites work: TONUITY: A NOVEL INDIVIDUAL-ORIENTED RETIREMENT PLAN
cites work: Recursions for the individual model
cites work: Recursions for the individual risk model
cites work: ACTUARIAL FAIRNESS AND SOLIDARITY IN POOLED ANNUITY FUNDS
cites work: Bringing cost transparency to the life annuity market
cites work: EQUITABLE RETIREMENT INCOME TONTINES: MIXING COHORTS WITHOUT DISCRIMINATING
cites work: Optimal consumption and portfolio choice for pooled annuity funds
cites work: Recursions for Convolutions and Compound Distributions with Insurance Applications
Wikidata QID: Q130115601
DOI: 10.1007/S11009-018-9625-4
description: scientific article; zbMATH DE number 7048043