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The Simple Analytics of a Pooled Annuity Fund. (2005). Valdez, Emiliano ; Piggott, John ; Detzel, Bettina.
In: Journal of Risk & Insurance.
RePEc:bla:jrinsu:v:72:y:2005:i:3:p:497-520.

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  2. The Riccati tontine: how to satisfy regulators on average. (2025). Salisbury, Thomas S ; Milevsky, Moshe A.
    In: The Geneva Risk and Insurance Review.
    RePEc:pal:genrir:v:50:y:2025:i:1:d:10.1057_s10713-024-00105-9.

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  3. Adverse selection in tontines. (2025). Zhu, Nan ; Moenig, Thorsten.
    In: The Geneva Risk and Insurance Review.
    RePEc:pal:genrir:v:50:y:2025:i:1:d:10.1057_s10713-024-00104-w.

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  4. Can an actuarially unfair tontine be optimal?. (2025). Vanduffel, Steven ; Feliciangeli, Marco ; Bernard, Carole.
    In: The Geneva Risk and Insurance Review.
    RePEc:pal:genrir:v:50:y:2025:i:1:d:10.1057_s10713-024-00102-y.

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  5. Mean-variance longevity risk-sharing for annuity contracts. (2025). Hanbali, Hamza.
    In: Insurance: Mathematics and Economics.
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  6. Decentralized Annuity: A Quest for the Holy Grail of Lifetime Financial Security. (2025). Zongxia, Liang ; Runhuan, Feng ; Yilun, Song.
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  7. Egalitarian pooling and sharing of longevity risk a.k.a. can an administrator help skin the tontine cat?. (2024). Milevsky, Moshe ; Dhaene, Jan.
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  9. Pooling functional disability and mortality in long-term care insurance and care annuities: A matrix approach for multi-state pools. (2024). Sherris, Michael ; Ziveyi, Jonathan ; Kabuche, Doreen ; Villegas, Andres M.
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  10. A Redistributive GSA Scheme to Cope With Socio-Economic Mortality Differentials. (2024). Aragona, Maria ; Vigna, Elena ; Regis, Luca.
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  12. The Riccati Tontine: How to Satisfy Regulators on Average. (2024). Milevsky, Moshe ; Salisbury, Thomas S.
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  13. Egalitarian pooling and sharing of longevity risk, a.k.a. The many ways to skin a tontine cat. (2024). Milevsky, Moshe.
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  14. Optimal Strategies for the Decumulation of Retirement Savings under Differing Appetites for Liquidity and Investment Risks. (2024). de Felice, Lewis ; Avanzi, Benjamin.
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  18. A Managed Volatility Investment Strategy for Pooled Annuity Products. (2022). Li, Shuanglan ; Sherris, Michael ; Hardy, Heloise Labit ; Villegas, Andres M.
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  22. Automatic Indexation of the Pension Age to Life Expectancy: When Policy Design Matters. (2021). Holzmann, Robert ; Bravo, Jorge ; Ayuso, Mercedes ; Palmer, Edward.
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  23. Designing Annuities with Flexibility Opportunities in an Uncertain Mortality Scenario. (2021). Olivieri, Annamaria.
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  24. Disadvantaged Employees in the Trap of Defined Contribution Pension Plans. (2021). Rubinstein-Levi, Ravit.
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  25. The economics of sharing macro-longevity risk. (2021). Broeders, Dirk ; Mehlkopf, Roel ; van Ool, Annick.
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  26. Macro longevity risk and the choice between annuity products: Evidence from Denmark. (2021). Kallestrup-Lamb, Malene ; Rangvid, Jesper ; Balter, Anne G.
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  28. Fees in tontines. (2021). Guillen, Montserrat ; Rach, Manuel ; Chen, AN.
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  29. Closed-form solutions for an explicit modern ideal tontine with bequest motive. (2021). Dagpunar, John.
    In: Insurance: Mathematics and Economics.
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  30. The silver tsunami: an enquiry into the financial needs, preferences and behaviours of retirees. (2021). Gu, Yuanyuan ; Walker, Ruth ; Feng, Jun ; Chambers, Barbara.
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  31. Selection and Redistribution in the Irish Tontines of 1773, 1775, and 1777. (2020). Rothschild, Casey ; Li, Yikang.
    In: Journal of Risk & Insurance.
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  32. Quantifying the trade-off between income stability and the number of members in a pooled annuity fund. (2020). Bernhardt, Thomas ; Donnelly, Catherine.
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  33. Options on tontines: An innovative way of combining tontines and annuities. (2019). Rach, Manuel ; Chen, AN.
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  34. Modern tontine with bequest: Innovation in pooled annuity products. (2019). Bernhardt, Thomas ; Donnelly, Catherine.
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  35. A dynamic equivalence principle for systematic longevity risk management. (2019). Dhaene, Jan ; Denuit, Michel ; Trufin, Julien ; Hanbali, Hamza.
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  36. Optimal retirement planning under partial information. (2019). An, Chen ; Nicole, Bauerle.
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  37. Modern tontine with bequest: innovation in pooled annuity products. (2019). Bernhardt, Thomas ; Donnelly, Catherine.
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  38. Survival inequalities and redistribution in the Italian pension system. (2018). Lipsi, Rosa Maria ; Caselli, Graziella.
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  39. Enhancing risk management for an aging world. (2018). Mitchell, Olivia.
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  40. Enhancing risk management for an aging world. (2018). Mitchell, Olivia.
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  41. Valuation of longevity-linked life annuities. (2018). EL MEKKAOUI, NAJAT ; Bravo, Jorge.
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  42. The economics of sharing macro-longevity risk. (2018). Mehlkopf, Roel ; Broeders, Dirk ; van Ool, Annick.
    In: Working Papers.
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  43. Headed for the Poorhouse: How to Ensure Seniors Don’t Run Out of Cash before They Run Out of Time. (2018). MacDonald, Bonnie-Jeanne.
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  44. Facing Up to Longevity with Old Actuarial Methods: A Comparison of Pooled Funds and Income Tontines. (2017). Guillen, Montserrat ; Brautigam, Marcel ; Nielsen, Jens P.
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  45. Effects of Gainsharing Provisions on the Selection of a Discount Rate for a Defined Benefit Pension Plan. (2017). Mathers, Shelby ; Rietz, Robert J ; Pollie, Matt ; Cronick, Evan.
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  46. Accounting and actuarial smoothing of retirement payouts in participating life annuities. (2016). Mitchell, Olivia ; Rogalla, Ralph ; Maurer, Raimond ; Siegelin, Ivonne .
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  47. Workplace-Linked Pensions for an Aging Demographic. (2016). Mitchell, O S ; Piggott, J.
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  49. Optimal retirement income tontines. (2016). Milevsky, Moshe ; Salisbury, Thomas S.
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  50. Equitable retirement income tontines: Mixing cohorts without discriminating. (2016). Milevsky, Moshe ; Salisbury, T S.
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  51. Accounting-based asset return smoothing in participating life annuities: Implications for annuitants, insurers, and policymakers. (2015). Mitchell, Olivia ; Rogalla, Ralph ; Maurer, Raimond ; Siegelin, Ivonne .
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  52. Optimal retirement income tontines. (2015). Milevsky, Moshe ; Salisbury, Thomas S.
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  53. Accounting and Actuarial Smoothing of Retirement Payouts in Participating Life Annuities. (2014). Mitchell, Olivia ; Rogalla, Ralph ; Maurer, Raimond ; Siegelin, Ivonne .
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  54. Bringing cost transparency to the life annuity market. (2014). Guillen, Montserrat ; Nielsen, Jens Perch ; Donnelly, Catherine.
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  57. Exchanging uncertain mortality for a cost. (2013). Guillen, Montserrat ; Nielsen, Jens Perch ; Donnelly, Catherine.
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  59. Lifecycle Portfolio Choice With Systematic Longevity Risk and Variable Investment—Linked Deferred Annuities. (2013). Mitchell, Olivia ; Kartashov, Vasily ; Rogalla, Ralph ; Maurer, Raimond.
    In: Journal of Risk & Insurance.
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  60. Lifecycle Portfolio Choice with Systematic Longevity Risk and Variable Investment-Linked Deferred Annuities. (2011). Mitchell, Olivia ; Kartashov, Vasily ; Rogalla, Ralph ; Maurer, Raimond.
    In: NBER Working Papers.
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  61. Generic NDC - Equilibrium, Valuation and Risk Sharing with and without NDC Bonds. (2011). Palmer, Edward.
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  62. A Natural Hedge for Equity Indexed Annuities. (2011). Boyle, Phelim P ; Bernard, Carole.
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  63. Individual Post-Retirement Longevity Risk Management Under Systematic Mortality Risk. (2011). Piggott, John ; Hanewald, Katja ; Sherris, Michael.
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  64. Managing Systematic Mortality Risk with Group Self Pooling and Annuitisation Schemes. (2011). Sherris, Michael ; Qiao, Chao .
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  66. Mortality Risk and Pricing of Annuities. (2008). Weale, Martin ; van de Ven, Justin .
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  68. Demand and adverse selection in a pooled annuity fund. (2006). Valdez, Emiliano ; Piggott, John ; Wang, Liang.
    In: Insurance: Mathematics and Economics.
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References

References cited by this document

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  19. Optimal consumption and portfolio choice for pooled annuity funds. (2008). Stamos, Michael Z..
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:43:y:2008:i:1:p:56-68.

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  20. Life-cycle asset allocation with annuity markets. (2008). Horneff, Wolfram J. ; Maurer, Raimond H. ; Stamos, Michael Z..
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:32:y:2008:i:11:p:3590-3612.

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  21. Annuities in Switzerland. (2007). Bütler, Monika ; Butler, Monika ; Ruesch, Martin.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:4438.

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  22. Differentiated Annuities in a Pooling Equilibrium. (2007). Sheshinski, Eytan.
    In: MPRA Paper.
    RePEc:pra:mprapa:54719.

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  23. The Welfare Cost of Asymmetric Information: Evidence from the U.K. Annuity Market. (2007). Finkelstein, Amy ; Einav, Liran ; Schrimpf, Paul.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13228.

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  24. Heterogenous life expectancy, adverse selection, and retirement behaviour. (2006). Heidler, Matthias ; Raffelhuschen, Bernd ; Leifels, Arne .
    In: FZG Discussion Papers.
    RePEc:zbw:fzgdps:13.

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  25. An empirical analysis of the annuity rate in Chile. (2006). Morales, Marco ; Rocha, Roberto ; Thorburn, Craig.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:3929.

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  26. An analysis of moneys worth ratios in Chile. (2006). Morales, Marco ; Rocha, Roberto ; Thorburn, Craig.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:3926.

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  27. A General Equilibrium Analysis of Annuity Rates in the Presence of Aggregate Mortality Risk. (2006). Weale, Martin ; van de Ven, Justin .
    In: National Institute of Economic and Social Research (NIESR) Discussion Papers.
    RePEc:nsr:niesrd:1352.

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  28. Financial Innovation for an Aging World. (2006). Piggott, John ; Mitchell, Olivia ; Yow, Shaun ; Sherris, Michael.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12444.

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  29. The Chilean Pension Reform Turns 25: Lessons From the Social Protection Survey. (2006). Todd, Petra ; Mitchell, Olivia ; Bravo, David ; Behrman, Jere ; de Mesa, Alberto Arenas.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12401.

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  30. Testing for Asymmetric Information Using Unused Observables in Insurance Markets: Evidence from the U.K. Annuity Market. (2006). Poterba, James ; Finkelstein, Amy.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12112.

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  31. Household Ownership of Variable Annuities. (2006). Poterba, James ; Brown, Jeffrey.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11964.

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  32. Crowd-out, Adverse Selection and Information in Annuity Markets: Evidence from a New Retrospective Data Set in Chile. (2006). James, Estelle ; Edwards, Alejandra Cox.
    In: Working Papers.
    RePEc:mrr:papers:wp147.

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  33. Life-Cycle Asset Allocation with Annuity Markets: Is Longevity Insurance a Good Deal?. (2006). Horneff, Wolfram J. ; Maurer, Raimond H. ; Stamos, Michael Z..
    In: Working Papers.
    RePEc:mrr:papers:wp146.

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  34. Differentiated Annuities in a Pooling Equilibrium. (2006). Sheshinski, Eytan.
    In: Discussion Paper Series.
    RePEc:huj:dispap:dp433.

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  35. Differentiated Annuities in a Pooling Equilibrium. (2006). Sheshinski, Eytan.
    In: Levine's Bibliography.
    RePEc:cla:levrem:321307000000000474.

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  36. Differentiated Annuities in a Pooling Equilibrium. (2006). Sheshinski, Eytan.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1844.

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  37. Betting on Death and Capital Markets in Retirement: A Shortfall Risk Analysis of Life Annuities. (2005). Mitchell, Olivia ; Dus, Ivica ; Maurer, Raimond.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11271.

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  38. Betting on death and capital markets in retirement: A shortfall risk analysis of life annuities versus phased withdrawal plans. (2004). Mitchell, Olivia ; Maurer, Raimond H. ; Dus, Ivica.
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:200401.

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  39. A conceptual framework for retirement products : Risk sharing arrangements between providers and retirees. (2004). Impavido, Gregorio ; Wadsworth, Mike ; Thorburn, Craig.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:3208.

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  40. Aged-Care Support in Japan: Perspectives and Challenges. (2004). Shimizutani, Satoshi ; Piggott, John ; Mitchell, Olivia.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10882.

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  41. Unlocking Housing Equity in Japan. (2004). Piggott, John ; Mitchell, Olivia.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10340.

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  42. Intergenerational Transfers and Savings Behavior. (2004). Weisbenner, Scott ; Brown, Jeffrey.
    In: NBER Chapters.
    RePEc:nbr:nberch:10343.

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  43. The Impact of Health Status and Out-of-Pocket Medical Expenditures on Annuity Valuation. (2004). Turra, Cassio ; Mitchell, Olivia.
    In: Working Papers.
    RePEc:mrr:papers:wp086.

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  44. Unlocking housing equity in Japan. (2004). Piggott, John ; Mitchell, Olivia.
    In: Journal of the Japanese and International Economies.
    RePEc:eee:jjieco:v:18:y:2004:i:4:p:466-505.

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  45. The Annuity Puzzle Revisited. (2003). Benitez-Silva, Hugo.
    In: Working Papers.
    RePEc:mrr:papers:wp055.

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  46. UK annuity rates and pension replacement ratios 1957-2002. (2003). Tonks, Ian ; Cannon, Edmund.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:24832.

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  47. Redistribution and Insurance: Mandatory Annuitization with Mortality Heterogeneity. (2002). Brown, Jeffrey.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9256.

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  48. Annuities for an Ageing World. (2002). Mitchell, Olivia ; McCarthy, David.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9092.

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  49. Strengthening Employment-Based Pensions in Japan. (2002). Mitchell, Olivia ; Clark, Robert L..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8891.

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  50. Annuity Prices, Moneys Worth and Replacement Ratios: UK experience 1972 - 2002. (2002). Tonks, Ian ; Cannon, Edmund.
    In: The Centre for Market and Public Organisation.
    RePEc:bri:cmpowp:02/051.

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