"Optimal portfolio choice in jump-diffusion markets with longevity risk."

Davide Feleppa, Immacolata Oliva (2025)

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DOI: 10.1007/S10287-025-00539-0

access: open

type: Journal Article

metadata version: 2025-11-15

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Davide Feleppa, Immacolata Oliva:
Optimal portfolio choice in jump-diffusion markets with longevity risk. Comput. Manag. Sci. 22(2): 16 (2025)

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