Egalitarian pooling and sharing of longevity risk a.k.a. \textit{can an administrator help skin the tontine cat?}
type: Item
instance of: scholarly article
title: Egalitarian pooling and sharing of longevity risk a.k.a. \textit{can an administrator help skin the tontine cat?}
author: J. Dhaene
author: Moshe Arye Milevsky
published in: Insurance Mathematics \& Economics
publication date: 2025-01-17T00:00:00Z
Mathematics Subject Classification ID: 91G05
zbMATH DE Number: 7969405
MaRDI profile type: Publication
cites work: Modern tontine with bequest: innovation in pooled annuity products
cites work: Sharing Longevity Risk: Why Governments Should Issue Longevity Bonds
cites work: Intergenerational actuarial fairness when longevity increases: amending the retirement age
cites work: Care-dependent tontines
cites work: Characterizing mutual exclusivity as the strongest negative multivariate dependence structure
cites work: MORTALITY CREDITS WITHIN LARGE SURVIVOR FUNDS
cites work: The safest dependence structure among risks.
cites work: Bringing cost transparency to the life annuity market
cites work: Assessing mortality inequality in the U.S.: what can be said about the future?
cites work: Optimal retirement income tontines
cites work: EQUITABLE RETIREMENT INCOME TONTINES: MIXING COHORTS WITHOUT DISCRIMINATING
cites work: Heterogeneity in mortality: a survey with an actuarial focus
cites work: Rising Inequality in Life Expectancy by Socioeconomic Status
cites work: Optimal consumption and portfolio choice for pooled annuity funds
cites work: The modern tontine. An innovative instrument for longevity risk management in an aging society
DOI: 10.1016/J.INSMATHECO.2024.09.003
description: scientific article; zbMATH DE number 7969405