Tontine, Actuarial fairness, Sabin rule
Model risk, Range Value-at-Risk, Convex ordering, Unimodal distributions, Risk bounds
Rearrangement algorithm, Block size, Risk bounds, Aggregation risk, Copula, Variance of the sum
dependence structure, down and up correlation, elliptical distributions, skew-normal distribution
decision analysis, multivariate optimal portfolio choice, quantile approach, multivariate utility, cost-efficiency.
Mortality, Belgium, Socio-economic life tables, Pension costs
Value-at-Risk, risk bounds, unimodality, log-symmetry, model uncertainty