Egalitarian Pooling and Sharing of Longevity Risk a.k.a. The Many Ways to Skin a Tontine Cat
By Jan Dhaene, Moshe A. Milevsky
Rating
1474
Battle Count: 3
Relevance
6/10
While not directly applicable to trading, the risk-sharing concepts could be adapted for innovative financial product design
Implementation Complexity
7/10
Implementation would require sophisticated actuarial and financial modeling
Reproducibility
4/5
The paper provides detailed mathematical formulations that can be reproduced
About this paper
Methodology: Mathematical modeling. Problem types: Risk Management, Portfolio Optimization.
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