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Modern tontine with bequest: innovation in pooled annuity products

Citations

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Cited by:

  1. Thomas Bernhardt, 2025. "A note on bequest preferences in utility maximisation for modern tontines," Papers 2501.08972, arXiv.org.
  2. Chen, An & Müller, Alfred & Rach, Manuel, 2025. "The tontine puzzle," Journal of Mathematical Economics, Elsevier, vol. 121(C).
  3. Bernhardt, Thomas, 2025. "A note on bequest preferences in utility maximisation for modern tontines," Insurance: Mathematics and Economics, Elsevier, vol. 125(C).
  4. An Chen & Thai Nguyen & Thorsten Sehner, 2022. "Unit-Linked Tontine: Utility-Based Design, Pricing and Performance," Risks, MDPI, vol. 10(4), pages 1-27, April.
  5. Fan Zhang & Ping Chen & Xueyuan Wu, 2024. "Optimal Benefit Distribution of a Tontine-like Annuity Fund with Age-Structured Models," Risks, MDPI, vol. 13(1), pages 1-27, December.
  6. Olga M. Fuentes & Richard K. Fullmer & Manuel García-Huitrón, 2024. "A sustainable, variable lifetime retirement income solution for the Chilean pension system," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 49(2), pages 234-258, April.
  7. Dagpunar, John, 2021. "Closed-form solutions for an explicit modern ideal tontine with bequest motive," Insurance: Mathematics and Economics, Elsevier, vol. 100(C), pages 261-273.
  8. Chen, An & Hieber, Peter & Rach, Manuel, 2021. "Optimal retirement products under subjective mortality beliefs," Insurance: Mathematics and Economics, Elsevier, vol. 101(PA), pages 55-69.
  9. Xie, Lin & Chen, Lv & Qian, Linyi & Li, Danping & Yang, Zhixin, 2023. "Optimal investment and consumption strategies for pooled annuity with partial information," Insurance: Mathematics and Economics, Elsevier, vol. 108(C), pages 129-155.
  10. Hieber, Peter & Lucas, Nathalie, 2020. "Life-Care Tontines," LIDAM Discussion Papers ISBA 2020026, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  11. Blake, David & Cairns, Andrew J.G., 2021. "Longevity risk and capital markets: The 2019-20 update," Insurance: Mathematics and Economics, Elsevier, vol. 99(C), pages 395-439.
  12. John Armstrong & Cristin Buescu & James Dalby & Rohan Hobbs, 2025. "Machine-learning a family of solutions to an optimal pension investment problem," Papers 2511.07045, arXiv.org.
  13. Lin He & Zongxia Liang & Sheng Wang, 2022. "Modern Tontine with Transaction Costs," Papers 2209.09709, arXiv.org, revised Jun 2023.
  14. John Dagpunar, 2020. "Closed-form Solutions for an Explicit Modern Ideal Tontine with Bequest Motive," Papers 2005.00715, arXiv.org, revised Jun 2021.
  15. Jan L. M. Dhaene & Moshe A. Milevsky, 2024. "Egalitarian pooling and sharing of longevity risk', a.k.a. 'The many ways to skin a tontine cat," Papers 2402.00855, arXiv.org.
  16. Dhaene, Jan & Milevsky, Moshe A., 2024. "Egalitarian pooling and sharing of longevity risk a.k.a. can an administrator help skin the tontine cat?," Insurance: Mathematics and Economics, Elsevier, vol. 119(C), pages 238-250.
  17. Moshe A. Milevsky & Thomas S. Salisbury & Robyn Allen, 2025. "Equitable Longevity Risk Sharing or, the raison d'\^etre for a First Nations Pension Plan," Papers 2512.00122, arXiv.org.
  18. Ng, Tak Wa & Nguyen, Thai, 2025. "Individual survivor fund account: The impact of bequest motives on tontine participation," Insurance: Mathematics and Economics, Elsevier, vol. 125(C).
  19. Bégin, Jean-François & Sanders, Barbara, 2024. "Benefit volatility-targeting strategies in lifetime pension pools," Insurance: Mathematics and Economics, Elsevier, vol. 118(C), pages 72-94.
  20. Doreen Kabuche & Michael Sherris & Andrés M. Villegas & Jonathan Ziveyi, 2025. "Return smoothing in pooled annuity products," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 48(2), pages 933-970, December.
  21. Chen, An & Guillen, Montserrat & Rach, Manuel, 2021. "Fees in tontines," Insurance: Mathematics and Economics, Elsevier, vol. 100(C), pages 89-106.
  22. Gerrard, Russell & Hiabu, Munir & Nielsen, Jens Perch & Vodička, Peter, 2020. "Long-term real dynamic investment planning," Insurance: Mathematics and Economics, Elsevier, vol. 92(C), pages 90-103.
  23. Moshe A. Milevsky & Thomas S. Salisbury, 2025. "The Riccati tontine: how to satisfy regulators on average," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 50(1), pages 72-102, March.
  24. German Nova Orozco & Duy-Minh Dang & Peter A. Forsyth, 2026. "Money-Back Tontines for Retirement Decumulation: Neural-Network Optimization under Systematic Longevity Risk," Papers 2602.16212, arXiv.org.
  25. An Chen & Alexander Muermann & Casey Rothschild, 2025. "Tontines and their modern (re)discovery," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 50(1), pages 1-5, March.
  26. Fahrenwaldt, Matthias A. & Sun, Chaofan, 2020. "Expected utility approximation and portfolio optimisation," Insurance: Mathematics and Economics, Elsevier, vol. 93(C), pages 301-314.
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