Optimal and Simple, Nearly Optimal Rules for Minimizing the Probability Of Financial Ruin in Retirement (Q5018740): Difference between revisions

Latest revision as of 14:09, 27 July 2024

scientific article; zbMATH DE number 7450399

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English	Optimal and Simple, Nearly Optimal Rules for Minimizing the Probability Of Financial Ruin in Retirement	scientific article; zbMATH DE number 7450399

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instance of

scholarly article

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title

Optimal and Simple, Nearly Optimal Rules for Minimizing the Probability Of Financial Ruin in Retirement (English)

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North American Actuarial Journal

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publication date

22 December 2021

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/10920277.2006.10597418

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cites work

Correspondence between lifetime minimum wealth and utility of consumption

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Minimizing the probability of lifetime ruin under borrowing constraints

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Q3773148

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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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Survival and Growth with a Liability: Optimal Portfolio Strategies in Continuous Time

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Beating a moving target: optimal portfolio strategies for outperforming a stochastic benchmark

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Reaching goals by a deadline: digital options and continuous-time active portfolio management

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A variational inequality approach to financial valuation of retirement benefits based on salary

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Optimal investment choices post-retirement in a defined contribution pension scheme

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Ruined moments in your life: how good are the approximations?

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ASSET ALLOCATION AND ANNUITY-PURCHASE STRATEGIES TO MINIMIZE THE PROBABILITY OF FINANCIAL RUIN

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Self-Annuitization and Ruin in Retirement

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Optimal insurance in a continuous-time model

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The relaxed investor and parameter uncertainty

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Q4459810

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Safety First and the Holding of Assets

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Q4863379

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Optimal Investment Strategy to Minimize the Probability of Lifetime Ruin

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Identifiers

zbMATH Open document ID

1480.91232

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DOI

10.1080/10920277.2006.10597418

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5018740

@@ Property / cites work @@
+Correspondence between lifetime minimum wealth and utility of consumption
+Normal rank
@@ Property / cites work @@
+Minimizing the probability of lifetime ruin under borrowing constraints
+Normal rank
@@ Property / cites work @@
+Q3773148
@@ Property / cites work: Q3773148 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Investment Policies for a Firm With a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin
+Normal rank
@@ Property / cites work @@
+Survival and Growth with a Liability: Optimal Portfolio Strategies in Continuous Time
+Normal rank
@@ Property / cites work @@
+Beating a moving target: optimal portfolio strategies for outperforming a stochastic benchmark
+Normal rank
@@ Property / cites work @@
+Reaching goals by a deadline: digital options and continuous-time active portfolio management
+Normal rank
@@ Property / cites work @@
+A variational inequality approach to financial valuation of retirement benefits based on salary
+Normal rank
@@ Property / cites work @@
+Optimal investment choices post-retirement in a defined contribution pension scheme
+Normal rank
@@ Property / cites work @@
+Ruined moments in your life: how good are the approximations?
+Normal rank
@@ Property / cites work @@
+ASSET ALLOCATION AND ANNUITY-PURCHASE STRATEGIES TO MINIMIZE THE PROBABILITY OF FINANCIAL RUIN
+Normal rank
@@ Property / cites work @@
+Self-Annuitization and Ruin in Retirement
@@ Property / cites work: Self-Annuitization and Ruin in Retirement / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal insurance in a continuous-time model
@@ Property / cites work: Optimal insurance in a continuous-time model / rank @@
+Normal rank
@@ Property / cites work @@
+The relaxed investor and parameter uncertainty
@@ Property / cites work: The relaxed investor and parameter uncertainty / rank @@
+Normal rank
@@ Property / cites work @@
+Q4459810
@@ Property / cites work: Q4459810 / rank @@
+Normal rank
@@ Property / cites work @@
+Safety First and the Holding of Assets
@@ Property / cites work: Safety First and the Holding of Assets / rank @@
+Normal rank
@@ Property / cites work @@
+Q4863379
@@ Property / cites work: Q4863379 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Investment Strategy to Minimize the Probability of Lifetime Ruin
+Normal rank