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TONUITY: A NOVEL INDIVIDUAL-ORIENTED RETIREMENT PLAN
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TONUITY: A NOVEL INDIVIDUAL-ORIENTED RETIREMENT PLAN (2018)TONUITY: A NOVEL INDIVIDUAL-ORIENTED RETI…EQUITABLE RETIREMENT INCOME TONTINES: MIXING COHORTS WITHOUT DISCRIMINATING (2016)EQUITABLE RETIREMENT INCOME T…Optimal retirement income tontines (2015)Optimal retirement income ton…Bringing cost transparency to the life annuity market (2014)Bringing cost transparency to…ACTUARIAL FAIRNESS AND SOLIDARITY IN POOLED ANNUITY FUNDS (2014)ACTUARIAL FAIRNESS AND SOLIDA…Managing Systematic Mortality Risk With Group Self‐Pooling and Annuitization Schemes (2012)Managing Systematic Mortality…Fair Tontine Annuity (2010)Fair Tontine AnnuityOn the pricing of longevity-linked securities (2009)On the pricing of longevity-l…Modelling Longevity Dynamics for Pensions and Annuity Business (2009)Modelling Longevity Dynamics …The role of longevity bonds in optimal portfolios (2007)The role of longevity bonds i…The Simple Analytics of a Pooled Annuity Fund (2005)The Simple Analytics of a Poo…Securitization of Mortality Risks in Life Annuities (2005)Securitization of Mortality R…Tontines, Public Finance, and Revolution in France and England, 1688–1789 (1989)Tontines, Public Finance, and…Aging, Natural Death, and the Compression of Morbidity (1980)Aging, Natural Death, and the…Book Reviews : The Writing Clinic. Ralph E. Loewe, Second Edition, Englewood Cliffs, NJ: Prentice-Hall, Inc., 1978 (paper): Writing Clear Paragraphs. Robert B. Donald, James D. Moore, Betty Richmond Morrow, Lillian Griffith Wargetz, Kathleen Werner, Englewood Cliffs, NJ: Prentice-Hall, Inc., 1978 (paper) (1979)Book Reviews : The Writing Cl…Uncertain Lifetime, Life Insurance, and the Theory of the Consumer (1965)Uncertain Lifetime, Life Insu…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)XXIV. On the nature of the fu…Actuarial fairness and social welfare in mixed-cohort tontines (2023)Actuarial fairness and social…Linking annuity benefits to the longevity experience: alternative solutions (2020)Linking annuity benefits to t…Life Cycle, Individual Thrift, and the Wealth of Nations (1986)Premium Calculation by Transforming the Layer Premium Density (1996)New Evidence on the Money's Worth of Individual Annuities (1999)Living with Mortality: Longevity Bonds and Other Mortality-Linked Securities (2006)Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk (2006)Modelling and management of mortality risk: a review (2008)The Role of Medicine: Dream, Mirage or Nemesis? (1976)Long-term effects of a control-relevant intervention with the institutionalized aged. (1977)The Epidemiologic Transition: A Theory of the Epidemiology of Population Change (2005)Ageing populations: the challenges ahead (2009)Global, regional, and national disability-adjusted life-years (DALYs) for 359 diseases and injuries and healthy life expectancy (HALE) for 195 countries and territories, 1990–2017: a systematic analysis for the Global Burden of Disease Study 2017 (2018)The Family as an Incomplete Annuities Market (1979)The Family as an Incomplete Annuities Market (1981)Risk-Sharing between and within Families (1996)Lifecycle Portfolio Choice With Systematic Longevity Risk and Variable Investment—Linked Deferred Annuities (2013)Abstract of British Historical Statistics (1963)Interpreting the French Revolution (1982)The rise and fall of the great powers (1988)The evolution of financial institutions in the Ottoman Empire, 1600–1914 (2004)A fundraising mechanism inspired by historical tontines: Theory and experimental evidence (2007)Selection and Redistribution in the Irish Tontines of 1773, 1775, and 1777 (2019)Martingales and arbitrage in multiperiod securities markets (1979)The equity premium: A puzzle (1985)Brownian Motion and Stochastic Calculus (2007)Understanding, modelling and managing longevity risk: key issues and main challenges (2010)Longevity/Mortality Risk Modeling and Securities Pricing (2012)The New Life Market (2013)A history of interest rates (1963)Thirty Years of Prospect Theory in Economics: A Review and Assessment (2013)ON THE OPTIMAL COMBINATION OF ANNUITIES AND TONTINES (2019)Peer-to-Peer Multi-Risk Insurance and Mutual Aid (2019)A Two‐Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration (2006)Precautionary Saving and Social Insurance (1995)Entrepreneurship, Frictions, and Wealth (2006)Monetary Policy According to HANK (2018)The Markov Process in Medical Prognosis (1983)An Introduction to Markov Modelling for Economic Evaluation (1998)Global, regional, and national age–sex specific all-cause and cause-specific mortality for 240 causes of death, 1990–2013: a systematic analysis for the Global Burden of Disease Study 2013 (2014)A comparative study of parametric mortality projection models (2010)Bayesian Stochastic Mortality Modelling for Two Populations (2011)Variable annuities: A unifying valuation approach (2011)
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References

  • 1825XXIV. 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. &c3,817 cited
  • 1980Aging, Natural Death, and the Compression of Morbidity3,344 cited
  • 1965Uncertain Lifetime, Life Insurance, and the Theory of the Consumer3,204 cited
  • 2005Securitization of Mortality Risks in Life Annuities304 cited
  • 2009Modelling Longevity Dynamics for Pensions and Annuity Business285 cited
  • 2005The Simple Analytics of a Pooled Annuity Fund168 cited
  • 2009On the pricing of longevity-linked securities131 cited
  • 1989Tontines, Public Finance, and Revolution in France and England, 1688–1789118 cited
  • 2015Optimal retirement income tontines114 cited
  • 2012Managing Systematic Mortality Risk With Group Self‐Pooling and Annuitization Schemes109 cited
  • 1979Book Reviews : The Writing Clinic. Ralph E. Loewe, Second Edition, Englewood Cliffs, NJ: Prentice-Hall, Inc., 1978 (paper): Writing Clear Paragraphs. Robert B. Donald, James D. Moore, Betty Richmond Morrow, Lillian Griffith Wargetz, Kathleen Werner, Englewood Cliffs, NJ: Prentice-Hall, Inc., 1978 (paper)99 cited
  • 2014Bringing cost transparency to the life annuity market90 cited
  • 2007The role of longevity bonds in optimal portfolios79 cited
  • 2014ACTUARIAL FAIRNESS AND SOLIDARITY IN POOLED ANNUITY FUNDS

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70 cited
  • 2016EQUITABLE RETIREMENT INCOME TONTINES: MIXING COHORTS WITHOUT DISCRIMINATING67 cited
  • 2010Fair Tontine Annuity65 cited
  • Cited by

    • 2023Actuarial fairness and social welfare in mixed-cohort tontines15 cited
    • 2020Linking annuity benefits to the longevity experience: alternative solutions14 cited