Minimizing the Probability of Lifetime Ruin under Random Consumption (Q5022552): Difference between revisions

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+https://doi.org/10.1080/10920277.2008.10597531
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+W2074689431
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@@ Property / cites work @@
+Proving regularity of the minimal probability of ruin via a game of stopping and control
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+Optimal Investment Policies for a Firm With a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin
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+Hedging in incomplete markets with HARA utility
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+Numerical Methods for an Optimal Investment-Consumption Model
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+Numerical Methods for Stochastic Control Problems in Continuous Time
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+Q2703816
@@ Property / cites work: Q2703816 / rank @@
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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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