Department of Economic and Statistical Sciences, Via Cinthia Monte S. Angelo, University of Napoli “Federico II”, Napoli, Italy
CNR, Istituto per le Applicazioni del Calcolo Mauro Picone, Napoli, Italy
Department of Economics and Statistics, Campus UniSa, University of Salerno, Fisciano (SA), Italy
Copyright © 2017 Emilia Di Lorenzo, Albina Orlando, Marilena Sibillo et al. This is
an open access article distributed under the Creative Commons Attribution
License, which permits unrestricted use, distribution, and reproduction in any
medium, provided the original work is properly cited.
How to Cite this Article
Lorenzo, E. , Orlando, A. and Sibillo, M. (2017) Measuring Risk-Adjusted Performance and Product Attractiveness of a Life Annuity Portfolio.
Journal of Mathematical Finance,
7, 83-101. doi:
10.4236/jmf.2017.71005.