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Exchanging uncertain mortality for a cost
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Exchanging uncertain mortality for a cost (2012)Exchanging uncertain mortality for a costManaging Systematic Mortality Risk With Group Self‐Pooling and Annuitization Schemes (2012)Managing Systematic Mortality…Mortality-Indexed Annuities Managing Longevity Risk Via Product Design (2011)Mortality-Indexed Annuities M…Bequest motives and the annuity puzzle (2011)Bequest motives and the annui…Fair Tontine Annuity (2010)Fair Tontine AnnuityThe Simple Analytics of a Pooled Annuity Fund (2005)The Simple Analytics of a Poo…Stochastic Integration and Differential Equations. Second Edition. 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this work references cited by second hop

References

  • 2005Stochastic Integration and Differential Equations4,594 cited
  • 1965Uncertain Lifetime, Life Insurance, and the Theory of the Consumer3,204 cited
  • 2004Arbitrage Theory in Continuous Time940 cited
  • 1999New Evidence on the Money's Worth of Individual Annuities795 cited
  • 2011Bequest motives and the annuity puzzle328 cited
  • 2005Stochastic Integration and Differential Equations. Second Edition.306 cited
  • 2005The Simple Analytics of a Pooled Annuity Fund168 cited
  • 2012Managing Systematic Mortality Risk With Group Self‐Pooling and Annuitization Schemes109 cited
  • 2010Fair Tontine Annuity65 cited
  • 2011Mortality-Indexed Annuities Managing Longevity Risk Via Product Design62 cited

Cited by

  • 2019Peer-to-Peer Multi-Risk Insurance and Mutual Aid94 cited
  • 2014Bringing cost transparency to the life annuity market90 cited
  • 2018TONUITY: A NOVEL INDIVIDUAL-ORIENTED RETIREMENT PLAN86 cited
  • 2021Pricing participating longevity-linked life annuities: a Bayesian Model Ensemble approach40 cited
  • 2020Optimal retirement products under subjective mortality beliefs37 cited

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  • 2020Calibrating Gompertz in reverse: What is your longevity-risk-adjusted global age?31 cited
  • 2018Individual Tontine Accounts29 cited
  • 2015Equitable Retirement Income Tontines: Mixing Cohorts Without Discriminating27 cited
  • 2011Performance and Risks of Open‐End Life Settlement Funds26 cited
  • 2022MODERN LIFE-CARE TONTINES25 cited
  • 2017Facing Up to Longevity with Old Actuarial Methods: A Comparison of Pooled Funds and Income Tontines20 cited
  • 2022TARGET VOLATILITY STRATEGIES FOR GROUP SELF-ANNUITY PORTFOLIOS19 cited
  • 2017The Modern Tontine: An Innovative Instrument for Longevity Risk Management in an Aging Society19 cited
  • 2015MODELING LONGEVITY RISK WITH GENERALIZED DYNAMIC FACTOR MODELS AND VINE-COPULAE15 cited
  • 2020Linking annuity benefits to the longevity experience: alternative solutions14 cited