Minimizing the Probability of Lifetime Ruin Under Ambiguity Aversion (Q2810051)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimizing the Probability of Lifetime Ruin Under Ambiguity Aversion |
scientific article |
Statements
Minimizing the Probability of Lifetime Ruin Under Ambiguity Aversion (English)
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31 May 2016
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probability of lifetime ruin
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ambiguity aversion
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drift uncertainty
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viscosity solutions
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Perron's method
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regularity
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