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

@@ Property / cites work @@
+Proving regularity of the minimal probability of ruin via a game of stopping and control
+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 @@
+Hedging in incomplete markets with HARA utility
@@ Property / cites work: Hedging in incomplete markets with HARA utility / rank @@
+Normal rank
@@ Property / cites work @@
+Numerical Methods for an Optimal Investment-Consumption Model
+Normal rank
@@ Property / cites work @@
+Numerical Methods for Stochastic Control Problems in Continuous Time
+Normal rank
@@ Property / cites work @@
+Q2703816
@@ Property / cites work: Q2703816 / rank @@
+Normal rank
@@ Property / cites work @@
+ASSET ALLOCATION AND ANNUITY-PURCHASE STRATEGIES TO MINIMIZE THE PROBABILITY OF FINANCIAL RUIN
+Normal rank
@@ Property / cites work @@
+Optimal and Simple, Nearly Optimal Rules for Minimizing the Probability Of Financial Ruin in Retirement
+Normal rank
@@ Property / cites work @@
+Optimal Investment Strategy to Minimize the Probability of Lifetime Ruin
+Normal rank