Optimal performance of a tontine overlay subject to withdrawal constraints

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The Author(s), 2023. Published by Cambridge University Press on behalf of The International Actuarial Association ;The Author(s), 2023. Published by Cambridge University Press on behalf of The International Actuarial Association. This work is licensed under the Creative Commons Attribution License This is an Open Access article, distributed under the terms of the Creative Commons Attribution licence (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted re-use, distribution and reproduction, provided the original article is properly cited. (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 0515-0361 ;EISSN: 1783-1350 ;DOI: 10.1017/asb.2023.35

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