Minimizing the lifetime shortfall or shortfall at death (Q1023107): Difference between revisions

@@ Property / DOI @@
-.1016/j.insmatheco.2009.01.002
@@ Property / DOI: 10.1016/j.insmatheco.2009.01.002 / rank @@
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+W1967715879
@@ Property / OpenAlex ID: W1967715879 / rank @@
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@@ Property / arXiv ID @@
+math/0703824
@@ Property / arXiv ID: math/0703824 / rank @@
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@@ Property / cites work @@
+Minimizing the probability of lifetime ruin under borrowing constraints
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+Correspondence between lifetime minimum wealth and utility of consumption
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+Point processes and queues. Martingale dynamics
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+Survival and Growth with a Liability: Optimal Portfolio Strategies in Continuous Time
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+Continuous-Time Red and Black: How to Control a Diffusion to a Goal
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+Optimal Investment Strategy to Minimize the Probability of Lifetime Ruin
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+Q4495101
@@ Property / cites work: Q4495101 / rank @@
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+Q2785000
@@ Property / cites work: Q2785000 / rank @@
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@@ Property / DOI @@
+.1016/J.INSMATHECO.2009.01.002
@@ Property / DOI: 10.1016/J.INSMATHECO.2009.01.002 / rank @@
+Normal rank