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Bringing cost transparency to the life annuity market

Citations

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Cited by:

  1. 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.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. 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).
  7. Gatzert, Nadine, 2019. "An analysis of transaction costs in participating life insurance under mean–variance preferences," Insurance: Mathematics and Economics, Elsevier, vol. 85(C), pages 185-197.
  8. Milevsky, Moshe A. & Salisbury, Thomas S., 2015. "Optimal retirement income tontines," Insurance: Mathematics and Economics, Elsevier, vol. 64(C), pages 91-105.
  9. Carole Bernard & Marco Feliciangeli & Steven Vanduffel, 2025. "Can an actuarially unfair tontine be optimal?," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 50(1), pages 39-71, March.
  10. Bravo, Jorge Miguel & El Mekkaoui de Freitas, Najat, 2018. "Valuation of longevity-linked life annuities," Insurance: Mathematics and Economics, Elsevier, vol. 78(C), pages 212-229.
  11. Chen, An & Rach, Manuel, 2023. "Actuarial fairness and social welfare in mixed-cohort tontines," Insurance: Mathematics and Economics, Elsevier, vol. 111(C), pages 214-229.
  12. Michel Denuit & Raluca Vernic, 2018. "Bivariate Bernoulli Weighted Sums and Distribution of Single-Period Tontine Benefits," Methodology and Computing in Applied Probability, Springer, vol. 20(4), pages 1403-1416, December.
  13. Thomas Bernhardt & Catherine Donnelly, 2020. "Quantifying the trade-off between income stability and the number of members in a pooled annuity fund," Papers 2010.16009, arXiv.org.
  14. Bernhardt, Thomas & Donnelly, Catherine, 2019. "Modern tontine with bequest: Innovation in pooled annuity products," Insurance: Mathematics and Economics, Elsevier, vol. 86(C), pages 168-188.
  15. Milevsky, Moshe A., 2020. "Calibrating Gompertz in reverse: What is your longevity-risk-adjusted global age?," Insurance: Mathematics and Economics, Elsevier, vol. 92(C), pages 147-161.
  16. Devolder, Pierre, 2019. "Une alternative a la pension a points : le compte individuel pension en euros," LIDAM Discussion Papers ISBA 2019011, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  17. Kabuche, Doreen & Sherris, Michael & Villegas, Andrés M. & Ziveyi, Jonathan, 2024. "Pooling functional disability and mortality in long-term care insurance and care annuities: A matrix approach for multi-state pools," Insurance: Mathematics and Economics, Elsevier, vol. 116(C), pages 165-188.
  18. Shuanglan Li & Héloïse Labit Hardy & Michael Sherris & Andrés M. Villegas, 2022. "A Managed Volatility Investment Strategy for Pooled Annuity Products," Risks, MDPI, vol. 10(6), pages 1-30, June.
  19. Boonen, Tim J. & De Waegenaere, Anja & Norde, Henk, 2017. "Redistribution of longevity risk: The effect of heterogeneous mortality beliefs," Insurance: Mathematics and Economics, Elsevier, vol. 72(C), pages 175-188.
  20. 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.
  21. Marcel Bräutigam & Montserrat Guillén & Jens P. Nielsen, 2017. "Facing Up to Longevity with Old Actuarial Methods: A Comparison of Pooled Funds and Income Tontines," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 42(3), pages 406-422, July.
  22. 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.
  23. 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.
  24. Chen, An & Guillen, Montserrat & Rach, Manuel, 2021. "Fees in tontines," Insurance: Mathematics and Economics, Elsevier, vol. 100(C), pages 89-106.
  25. Maria Aragona & Luca Regis & Elena Vigna, 2024. "A Redistributive GSA Scheme to Cope With Socio-Economic Mortality Differentials," Carlo Alberto Notebooks 732 JEL Classification: C, Collegio Carlo Alberto.
  26. 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.
  27. Chen, An & Rach, Manuel, 2019. "Options on tontines: An innovative way of combining tontines and annuities," Insurance: Mathematics and Economics, Elsevier, vol. 89(C), pages 182-192.
  28. Abdikerimova, Samal & Feng, Runhuan, 2022. "Peer-to-peer multi-risk insurance and mutual aid," European Journal of Operational Research, Elsevier, vol. 299(2), pages 735-749.
  29. Thomas Bernhardt & Catherine Donnelly, 2019. "Modern tontine with bequest: innovation in pooled annuity products," Papers 1903.05990, arXiv.org.
  30. Thomas Bernhardt & Ge Qu, 2021. "Wealth heterogeneity in a closed pooled annuity fund," Papers 2110.13467, arXiv.org, revised Aug 2022.
  31. Peter A. Forsyth & Kenneth R. Vetzal & G. Westmacott, 2022. "Optimal performance of a tontine overlay subject to withdrawal constraints," Papers 2211.10509, arXiv.org.
  32. Denuit, Michel, 2019. "Size-biased transform and conditional mean risk sharing, with application to P2P insurance and tontines," LIDAM Discussion Papers ISBA 2019010, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  33. Denuit, Michel & Robert, Christian Y., 2023. "Endowment contingency funds for mutual aid and public financing," LIDAM Discussion Papers ISBA 2023009, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
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