Options on tontines: an innovative way of combining tontines and annuities
type: Item
instance of: scholarly article
title: Options on tontines: an innovative way of combining tontines and annuities
zbMATH Open document ID: 1427.91221
author: An Chen
author: Manuel Rach
published in: Insurance Mathematics \& Economics
publication date: 2019-11-28T00:00:00Z
Mathematics Subject Classification ID: 91G05
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 7138036
zbMATH Keywords: annuity
zbMATH Keywords: tontine
zbMATH Keywords: option pricing
zbMATH Keywords: optimal retirement products
zbMATH Keywords: net loss analysis
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2019.10.004
OpenAlex ID: W2965887484
cites work: On the pricing of longevity-linked securities
cites work: Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk
cites work: TONUITY: A NOVEL INDIVIDUAL-ORIENTED RETIREMENT PLAN
cites work: ACTUARIAL FAIRNESS AND SOLIDARITY IN POOLED ANNUITY FUNDS
cites work: Bringing cost transparency to the life annuity market
cites work: Q3259350
cites work: RISK ANALYSIS OF ANNUITY CONVERSION OPTIONS IN A STOCHASTIC MORTALITY ENVIRONMENT
cites work: Measuring Basis Risk in Longevity Hedges
cites work: Optimal retirement income tontines
cites work: EQUITABLE RETIREMENT INCOME TONTINES: MIXING COHORTS WITHOUT DISCRIMINATING
cites work: Introduction to Insurance Mathematics
cites work: The annuity puzzle remains a puzzle
cites work: Q3611830
cites work: Optimal consumption and portfolio choice for pooled annuity funds
cites work: Demand and adverse selection in a pooled annuity fund
cites work: The modern tontine. An innovative instrument for longevity risk management in an aging society
Wikidata QID: Q126987914
DOI: 10.1016/J.INSMATHECO.2019.10.004
description: scientific article; zbMATH DE number 7138036