Closed-form solutions for an explicit modern ideal tontine with bequest motive
Year of publication: |
2021
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---|---|
Authors: | Dagpunar, John |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 100.2021, p. 261-273
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Subject: | Bequest motive | Constant relative risk aversion | Defined contribution pension | Dynamic consumption economics | Tontines | Erbe | Inheritance | Theorie | Theory | Risikoaversion | Risk aversion |
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