Minimizing the probability of lifetime ruin under stochastic volatility (Q634006): Difference between revisions

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+W2025708968
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+.4216
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+Minimizing the Probability of Lifetime Ruin under Random Consumption
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+Correspondence between lifetime minimum wealth and utility of consumption
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+Minimizing the probability of lifetime ruin under borrowing constraints
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+Minimizing the Probability of Ruin When Consumption is Ratcheted
+Normal rank
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+Minimizing the Probability of Lifetime Ruin with Deferred Life Annuities
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+Proving regularity of the minimal probability of ruin via a game of stopping and control
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+Q4509488
@@ Property / cites work: Q4509488 / rank @@
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+Multiscale Stochastic Volatility Asymptotics
@@ Property / cites work: Multiscale Stochastic Volatility Asymptotics / rank @@
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+PARTIAL HEDGING IN A STOCHASTIC VOLATILITY ENVIRONMENT
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+Consistency issues for numerical methods for variance control, with applications to optimization in finance
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+Q2703816
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+ASSET ALLOCATION AND ANNUITY-PURCHASE STRATEGIES TO MINIMIZE THE PROBABILITY OF FINANCIAL RUIN
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+Optimal and Simple, Nearly Optimal Rules for Minimizing the Probability Of Financial Ruin in Retirement
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+Optimal Investment Strategy to Minimize the Probability of Lifetime Ruin
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