Pages that link to "Item:Q896742"

The following pages link to On minimizing drawdown risks of lifetime investments (Q896742):

Displaying 21 items.

• Minimizing lifetime poverty with a penalty for bankruptcy (Q343989) (← links)
• Minimizing the probability of lifetime drawdown under constant consumption (Q343998) (← links)
• Optimal investment and reinsurance to minimize the probability of drawdown with borrowing costs (Q2076360) (← links)
• Minimizing the penalized probability of drawdown for a general insurance company under ambiguity aversion (Q2084302) (← links)
• Maximizing the goal-reaching probability before drawdown with borrowing constraint (Q2130910) (← links)
• Gerber-Shiu function at draw-down Parisian ruin time for the spectrally negative Lévy risk process (Q2169287) (← links)
• Optimal per-loss reinsurance and investment to minimize the probability of drawdown (Q2171077) (← links)
• On the analysis of deep drawdowns for the Lévy insurance risk model (Q2234758) (← links)
• Generalized expected discounted penalty function at general drawdown for Lévy risk processes (Q2306086) (← links)
• Longevity risk and retirement income tax efficiency: a location spending rate puzzle (Q2374096) (← links)
• Optimal dividends under a drawdown constraint and a curious square-root rule (Q2697497) (← links)
• Optimal proportional reinsurance to minimize the probability of drawdown under thinning-dependence structure (Q4562052) (← links)
• Portfolio Benchmarking Under Drawdown Constraint and Stochastic Sharpe Ratio (Q4579825) (← links)
• Optimal discounted drawdowns in a diffusion approximation under proportional reinsurance (Q5087005) (← links)
• Optimal reinsurance to minimize the probability of drawdown under the mean-variance premium principle (Q5140640) (← links)
• Optimal Reinsurance to Minimize the Probability of Drawdown under the Mean-Variance Premium Principle: Asymptotic Analysis (Q5886366) (← links)
• Optimisation of drawdowns by generalised reinsurance in the classical risk model (Q6089415) (← links)
• A Lévy risk model with ratcheting dividend strategy and historic high-related stopping (Q6534551) (← links)
• Optimal reinsurance and investment problems to minimize the probability of drawdown (Q6574089) (← links)
• Optimal ratcheting of dividend payout under Brownian motion surplus (Q6608783) (← links)
• Optimal investment and reinsurance to maximize the probability of drawup before drawdown (Q6620479) (← links)