Minimizing the Probability of Ruin When Consumption is Ratcheted (Q5022557): Difference between revisions

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+W2963350728
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+.2358
@@ Property / arXiv ID: 0806.2358 / rank @@
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@@ Property / cites work @@
+Correspondence between lifetime minimum wealth and utility of consumption
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+Proving regularity of the minimal probability of ruin via a game of stopping and control
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+Dusenberry's Ratcheting of Consumption: Optimal Dynamic Consumption and Investment Given Intolerance for any Decline in Standard of Living
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+Optimal and Simple, Nearly Optimal Rules for Minimizing the Probability Of Financial Ruin in Retirement
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+Applied stochastic control of jump diffusions
@@ Property / cites work: Applied stochastic control of jump diffusions / rank @@
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+Optimal Investment Strategy to Minimize the Probability of Lifetime Ruin
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+Publication:5022557