Can Pension Funds Partially Manage Longevity Risk by Investing in a Longevity Megafund?

Pension funds, which manage the financing of a large share of global retirement schemes, need to invest their assets in a diversified manner and over long durations while managing interest rate and longevity risks. In recent years, a new type of investment has emerged, that we call a longevity megaf...

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Bibliographic Details
Main Authors: Edouard Debonneuil, Anne Eyraud-Loisel, Frédéric Planchet
Format: Article
Language:English
Published: MDPI AG 2018-07-01
Series:Risks
Subjects:
Online Access:http://www.mdpi.com/2227-9091/6/3/67