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CONDITIONS OF INTEREST OF A LONGEVITY MEGAFUND FOR PENSION FUNDS

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.
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https://hal.archives-ouvertes.fr/hal-01571937
Contributor : Frédéric Planchet Connect in order to contact the contributor
Submitted on : Tuesday, October 17, 2017 - 8:23:16 AM
Last modification on : Tuesday, December 1, 2020 - 10:18:04 AM

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  • HAL Id : hal-01571937, version 2

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Edouard Debonneuil, Frédéric Planchet, Anne Eyraud-Loisel. CONDITIONS OF INTEREST OF A LONGEVITY MEGAFUND FOR PENSION FUNDS. 2017. ⟨hal-01571937v2⟩

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