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Fair Tontine Annuity
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Fair Tontine Annuity (2010)Fair Tontine AnnuityThe Calculus of Retirement Income (2006)The Calculus of Retirement In…The Simple Analytics of a Pooled Annuity Fund (2005)The Simple Analytics of a Poo…MODERN LIFE-CARE TONTINES (2022)MODERN LIFE-CARE TONTINESRetirement Tontines: Using a Classical Finance Mechanism as an Alternative Source of Retirement Income (2021)Retirement Tontines: Using a …Recent Challenges in Actuarial Science (2021)Recent Challenges in Actuaria…The modern tontine (2020)The modern tontineQUANTIFYING THE TRADE-OFF BETWEEN INCOME STABILITY AND THE NUMBER OF MEMBERS IN A POOLED ANNUITY FUND (2020)QUANTIFYING THE TRADE-OFF BET…Optimal retirement products under subjective mortality beliefs (2020)Optimal retirement products u…Linking annuity benefits to the longevity experience: alternative solutions (2020)Linking annuity benefits to t…ON THE OPTIMAL COMBINATION OF ANNUITIES AND TONTINES (2019)ON THE OPTIMAL COMBINATION OF…Modern tontine with bequest: Innovation in pooled annuity products (2019)Modern tontine with bequest: …TONUITY: A NOVEL INDIVIDUAL-ORIENTED RETIREMENT PLAN (2018)TONUITY: A NOVEL INDIVIDUAL-O…Individual Tontine Accounts (2018)Individual Tontine AccountsThe Modern Tontine: An Innovative Instrument for Longevity Risk Management in an Aging Society (2017)The Modern Tontine: An Innova…The Analytics of a Single-Period Tontine (2016)The Analytics of a Single-Per…Equitable Retirement Income Tontines: Mixing Cohorts Without Discriminating (2015)Equitable Retirement Income T…Exchanging uncertain mortality for a cost (2012)Exchanging uncertain mortalit…Uncertain Lifetime, Life Insurance, and the Theory of the Consumer (1965)Arbitrage Theory in Continuous Time (2004)Stochastic Integration and Differential Equations (2005)Bringing cost transparency to the life annuity market (2014)Peer-to-Peer Multi-Risk Insurance and Mutual Aid (2019)The Family as an Incomplete Annuities Market (1979)The Family as an Incomplete Annuities Market (1981)Risk-Sharing between and within Families (1996)Managing Systematic Mortality Risk With Group Self‐Pooling and Annuitization Schemes (2012)Lifecycle Portfolio Choice With Systematic Longevity Risk and Variable Investment—Linked Deferred Annuities (2013)Optimal retirement income tontines (2015)XXIV. On the nature of the function expressive of the law of human mortality, and on a new mode of determining the value of life contingencies. In a letter to Francis Baily, Esq. F. R. S. &c (1825)Aging, Natural Death, and the Compression of Morbidity (1980)TARGET VOLATILITY STRATEGIES FOR GROUP SELF-ANNUITY PORTFOLIOS (2022)Actuarial fairness and social welfare in mixed-cohort tontines (2023)Optimum consumption and portfolio rules in a continuous-time model (1971)An Inquiry into the Nature and Causes of the Wealth of Nations (1776)Mortality and health expectations (2023)Optimal Consumption Under Smooth Ambiguity (2025)Brownian Motion and Stochastic Calculus (1988)Habit Formation: A Resolution of the Equity Premium Puzzle (1990)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Advances in prospect theory: Cumulative representation of uncertainty (1992)Annuities and Individual Welfare (2005)Time Series Analysis: Forecasting and Control (1977)Modelling Extremal Events (1997)Value At Risk: The New Benchmark for Managing Financial Risk (2000)A Sustainable Spending Rate without Simulation (2005)Following the rules: Integrating asset allocation and annuitization in retirement portfolios (2007)Spending Retirement on Planet Vulcan: The Impact of Longevity Risk Aversion on Optimal Withdrawal Rates (corrected July 2011) (2011)
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References

  • 2005The Simple Analytics of a Pooled Annuity Fund168 cited
  • 2006The Calculus of Retirement Income134 cited

Cited by

  • 2018TONUITY: A NOVEL INDIVIDUAL-ORIENTED RETIREMENT PLAN86 cited
  • 2012Exchanging uncertain mortality for a cost58 cited
  • 2019ON THE OPTIMAL COMBINATION OF ANNUITIES AND TONTINES57 cited
  • 2019Modern tontine with bequest: Innovation in pooled annuity products48 cited
  • 2021Recent Challenges in Actuarial Science41 cited
  • 2020Optimal retirement products under subjective mortality beliefs37 cited
  • 2020The modern tontine36 cited
  • 2020QUANTIFYING THE TRADE-OFF BETWEEN INCOME STABILITY AND THE NUMBER OF MEMBERS IN A POOLED ANNUITY FUND35 cited
  • 2018Individual Tontine Accounts29 cited
  • 2015Equitable Retirement Income Tontines: Mixing Cohorts Without Discriminating27 cited
  • 2022MODERN LIFE-CARE TONTINES25 cited
  • 2021Retirement Tontines: Using a Classical Finance Mechanism as an Alternative Source of Retirement Income25 cited
  • 2016The Analytics of a Single-Period Tontine20 cited
  • 2017

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The Modern Tontine: An Innovative Instrument for Longevity Risk Management in an Aging Society
19 cited
  • 2020Linking annuity benefits to the longevity experience: alternative solutions14 cited