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互助与保险

Time-varying pareto optimal risk sharing for annuities

ASTIN Bulletin · 2025
作者:Hamza Hanbali, Himasha Warnakulasooriya, Jessica Wai Yin Leung
期刊:ASTIN Bulletin
年份:2025
分类:互助与保险

内容概要

This paper investigates time-varying risk sharing between annuity buyer and provider. It explores Pareto optimal (PO) and viable Pareto optimal (VPO) risk-sharing designs, in which the share of the reserve deviation transferred to the policyholder varies over time.

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