Pension funds with longevity risk: an optimal portfolio insurance approach

Di Giacinto, Marina; Mancinelli, Daniele; Marino, Mario; Oliva, Immacolata

doi:10.1016/j.insmatheco.2024.10.001

Insurance: Mathematics and Economics

2024

DOI: 10.1016/j.insmatheco.2024.10.001

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Pension funds with longevity risk: an optimal portfolio insurance approach

Marina Di Giacinto,

Daniele Mancinelli,

Mario Marino

et al.

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Pension funds with longevity risk: an optimal portfolio insurance approach

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References 42 publications

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