CONDITIONS OF INTEREST OF A LONGEVITY MEGAFUND FOR PENSION FUNDSReportar como inadecuado




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1 SAF - Laboratoire de Sciences Actuarielle et Financière

Abstract : Pension funds that handle retirement risk need to invest assets in a diversified manner, on long durations and if possible while facing interest rate and longevity risk. In the recent years, a new class of investment called a longevity megafund was described, that invests in clinical trials for solutions against age-related diseases. Using simple models, we here study the financial interest for pension funds of investing in a longevity megafund.





Autor: Edouard Debonneuil - Stéphane Loisel - Frédéric Planchet -

Fuente: https://hal.archives-ouvertes.fr/



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