Minimizing the probability of lifetime drawdown under constant consumption (Q343998): Difference between revisions

@@ Property / OpenAlex ID @@
+W2963024882
@@ Property / OpenAlex ID: W2963024882 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.08713
@@ Property / arXiv ID: 1507.08713 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal investment to minimize the probability of drawdown
+Normal rank
@@ Property / cites work @@
+An Analysis of Monotone Follower Problems for Diffusion Processes
+Normal rank
@@ Property / cites work @@
+On the Multidimensional Controller-and-Stopper Games
+Normal rank
@@ Property / cites work @@
+Optimal stopping for dynamic convex risk measures
@@ Property / cites work: Optimal stopping for dynamic convex risk measures / rank @@
+Normal rank
@@ Property / cites work @@
+On the Robust Optimal Stopping Problem
@@ Property / cites work: On the Robust Optimal Stopping Problem / rank @@
+Normal rank
@@ Property / cites work @@
+Correspondence between lifetime minimum wealth and utility of consumption
+Normal rank
@@ Property / cites work @@
+Proving regularity of the minimal probability of ruin via a game of stopping and control
+Normal rank
@@ Property / cites work @@
+On minimizing drawdown risks of lifetime investments
+Normal rank
@@ Property / cites work @@
+Q4868512
@@ Property / cites work: Q4868512 / rank @@
+Normal rank
@@ Property / cites work @@
+OPTIMAL INVESTMENT STRATEGIES FOR CONTROLLING DRAWDOWNS
+Normal rank
@@ Property / cites work @@
+THE NUMÉRAIRE PROPERTY AND LONG-TERM GROWTH OPTIMALITY FOR DRAWDOWN-CONSTRAINED INVESTMENTS
+Normal rank
@@ Property / cites work @@
+Connections between Optimal Stopping and Singular Stochastic Control I. Monotone Follower Problems
+Normal rank
@@ Property / cites work @@
+The controller-and-stopper game for a linear diffusion.
+Normal rank
@@ Property / cites work @@
+Martingale approach to stochastic differential games of control and stopping
+Normal rank
@@ Property / cites work @@
+Optimal and Simple, Nearly Optimal Rules for Minimizing the Probability Of Financial Ruin in Retirement
+Normal rank
@@ Property / cites work @@
+Optimal stopping under adverse nonlinear expectation and related games
+Normal rank
@@ Property / cites work @@
+Applied stochastic control of jump diffusions
@@ Property / cites work: Applied stochastic control of jump diffusions / rank @@
+Normal rank
@@ Property / cites work @@
+Q5665539
@@ Property / cites work: Q5665539 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal commutable annuities to minimize the probability of lifetime ruin
+Normal rank
@@ Property / cites work @@
+Maximizing the utility of consumption with commutable life annuities
+Normal rank
@@ Property / cites work @@
+Optimal Investment Strategy to Minimize the Probability of Lifetime Ruin
+Normal rank