49 citations · 86 across the 7 of their papers we have counts for
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q-fin.RM2020★ 36 cited
Quantifying the trade-off between income stability and the number of members in a pooled annuity fund
Thomas Bernhardt, Catherine Donnelly
The number of people who receive a stable income for life from a closed pooled annuity fund is studied. Income stability is defined as keeping the income within a specified toleran…
math.PR2020
On the Continuity of the Root Barrier
Erhan Bayraktar, Thomas Bernhardt
We show that the barrier function in Root's solution to the Skorokhod embedding problem is continuous and finite at every point where the target measure has no atom and its absolut…