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Optimal Retirement Tontines for the 21st Century: with Reference to Mortality Derivatives in 1693
the utility UAγ provided by the annuity, namely (17) UAγ = ∫ ∞ 0 e−rttpx c1−γ0 1− γ dt = ∫∞ 0 e−rttpx ... interested in tontines. OPTIMAL RETIREMENT TONTINES 17 For those interested in the pricing of mortality-contingent ...- Authors: Society of Actuaries, Moshe Arye Milevsky
- Date: Jan 2014