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Optimal retirement income tontines
10 references·16 citing·40 second hop
Optimal retirement income tontines (2015)Optimal retirement income tontinesThirty Years of Prospect Theory in Economics: A Review and Assessment (2013)Thirty Years of Prospect Theo…Managing Systematic Mortality Risk With Group Self‐Pooling and Annuitization Schemes (2012)Managing Systematic Mortality…Fundamentals of Actuarial Mathematics (2010)Fundamentals of Actuarial Mat…GUARANTEED MINIMUM WITHDRAWAL BENEFIT IN VARIABLE ANNUITIES (2008)GUARANTEED MINIMUM WITHDRAWAL…The Simple Analytics of a Pooled Annuity Fund (2005)The Simple Analytics of a Poo…A History of Interest Rates. (1978)A History of Interest Rates.The Financial Revolution in England: A Study in the Development of Public Credit, 1688-1756 (1968)The Financial Revolution in E…The Financial Revolution in England. A Study in the Development of Public Credit, 1688-1756. (1967)The Financial Revolution in E…Uncertain Lifetime, Life Insurance, and the Theory of the Consumer (1965)Uncertain Lifetime, Life Insu…A history of interest rates (1963)A history of interest ratesMODERN 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…Pricing participating longevity-linked life annuities: a Bayesian Model Ensemble approach (2021)Pricing participating longevi…Automatic Indexation of the Pension Age to Life Expectancy: When Policy Design Matters (2021)Automatic Indexation of the P…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…Peer-to-Peer Multi-Risk Insurance and Mutual Aid (2019)Peer-to-Peer Multi-Risk Insur…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 AccountsFair valuation of insurance liabilities via mean-variance hedging in a multi-period setting (2018)Fair valuation of insurance l…EQUITABLE RETIREMENT INCOME TONTINES: MIXING COHORTS WITHOUT DISCRIMINATING (2016)EQUITABLE RETIREMENT INCOME T…Equitable Retirement Income Tontines: Mixing Cohorts Without Discriminating (2015)Equitable Retirement Income T…The Family as an Incomplete Annuities Market (1979)The Family as an Incomplete Annuities Market (1981)Risk-Sharing between and within Families (1996)Optimal consumption and portfolio choice for pooled annuity funds (2007)Lifecycle Portfolio Choice With Systematic Longevity Risk and Variable Investment—Linked Deferred Annuities (2013)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)New York City Cab Drivers' Labor Supply Revisited: Reference-Dependent Preferences with Rational-Expectations Targets for Hours and Income (2011)The Willingness to Pay—Willingness to Accept Gap, the “Endowment Effect,” Subject Misconceptions, and Experimental Procedures for Eliciting Valuations: Comment (2011)What Drives Business Model Adaptation? The Impact of Opportunities, Threats and Strategic Orientation (2016)Portfolio Selection with Transaction Costs (1990)Stochastic controls : Hamiltonian systems and HJB equations (1999)Stochastic Controls (1999)Numerical methods for controlled Hamilton-Jacobi-Bellman PDEs in finance (2007)A numerical scheme for the impulse control formulation for pricing variable annuities with a guaranteed minimum withdrawal benefit (GMWB) (2008)Variable annuities: A unifying valuation approach (2011)New Evidence on the Money's Worth of Individual Annuities (1999)A Two‐Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration (2006)Bringing cost transparency to the life annuity market (2014)Strategic price complexity in retail financial markets☆ (2008)Judging Borrowers by the Company They Keep: Friendship Networks and Information Asymmetry in Online Peer-to-Peer Lending (2012)Systemic Risk and Stability in Financial Networks (2015)Investing in your own and peers’ risks: the simple analytics of P2P insurance (2020)Risk‐sharing rules and their properties, with applications to peer‐to‐peer insurance (2022)Redefining insurance through technology: Achievements and perspectives in Insurtech (2024)Precautionary Saving and Social Insurance (1995)Entrepreneurship, Frictions, and Wealth (2006)Monetary Policy According to HANK (2018)The Democratic Advantage: Institutional Foundations of Financial Power in International Competition (2003)Hamilton's Paradox: The Promise and Peril of Fiscal Federalism (2005)Before and Beyond Divergence (2011)The Cambridge Economic History of Modern Britain (2004)Fiscal Centralization, Limited Government, and Public Revenues in Europe, 1650–1913 (2009)Different Paths to the Modern State in Europe: The Interaction Between Warfare, Economic Structure, and Political Regime (2013)Money is a Social Relation (1996)Occupational Choice and the Spirit of Capitalism * (2008)General Purpose Technologies (2005)The risk return tradeoff in the long run: 1836–2003 (2007)Optimal Bank Capital (2012)
this work references cited by second hop

References

  • 1965Uncertain Lifetime, Life Insurance, and the Theory of the Consumer3,204 cited
  • 2013Thirty Years of Prospect Theory in Economics: A Review and Assessment1,397 cited
  • 1963A history of interest rates619 cited
  • 1978A History of Interest Rates.540 cited
  • 1967The Financial Revolution in England. A Study in the Development of Public Credit, 1688-1756.464 cited
  • 1968The Financial Revolution in England: A Study in the Development of Public Credit, 1688-1756341 cited
  • 2008GUARANTEED MINIMUM WITHDRAWAL BENEFIT IN VARIABLE ANNUITIES196 cited
  • 2005The Simple Analytics of a Pooled Annuity Fund168 cited
  • 2012Managing Systematic Mortality Risk With Group Self‐Pooling and Annuitization Schemes109 cited
  • 2010Fundamentals of Actuarial Mathematics82 cited

Cited by

  • 2019Peer-to-Peer Multi-Risk Insurance and Mutual Aid94 cited
  • 2018TONUITY: A NOVEL INDIVIDUAL-ORIENTED RETIREMENT PLAN86 cited
  • 2016EQUITABLE RETIREMENT INCOME TONTINES: MIXING COHORTS WITHOUT DISCRIMINATING67 cited
  • 2019ON THE OPTIMAL COMBINATION OF ANNUITIES AND TONTINES57 cited
  • 2019Modern tontine with bequest: Innovation in pooled annuity products

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48 cited
  • 2021Automatic Indexation of the Pension Age to Life Expectancy: When Policy Design Matters44 cited
  • 2021Recent Challenges in Actuarial Science41 cited
  • 2021Pricing participating longevity-linked life annuities: a Bayesian Model Ensemble approach40 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
  • 2018Fair valuation of insurance liabilities via mean-variance hedging in a multi-period setting29 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