Pension funds with longevity risk: an optimal portfolio insurance approach
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Publication:6665607
DOI10.1016/J.INSMATHECO.2024.10.001MaRDI QIDQ6665607
Mario Marino, Marina Di Giacinto, Immacolata Oliva, D. Mancinelli
Publication date: 17 January 2025
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
dynamic programminglongevity riskdefined contributionminimum guaranteepurpose-oriented proportional portfolio insurance
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