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researcher

T. Bernhardt

7 papers hereh-index 9334 citations36 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author1
  • first author3
  • middle author1
  • last author2

Across the 7 of 7 papers where every author was matched, so the position is known.

fields
  • math.PR3
  • q-fin.RM3
  • q-fin.PM1

identity via Semantic Scholar / OpenAlex

activity
20192025
most citedModern tontine with bequest: innovation in pooled annuity products

49 citations · 86 across the 7 of their papers we have counts for

collaborators
Showing 2025Show all

1 paper · 1 filter

q-fin.RM2025

A note on bequest preferences in utility maximisation for modern tontines

Thomas Bernhardt

In this short note, we address two issues in the literature about modern tontines with bequest and utility maximisation: how to verify optimal controls and the decreasing allocatio…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.