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

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+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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+Stochastic differential equations. An introduction with applications.
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+Optimal Investment Strategy to Minimize the Probability of Lifetime Ruin
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