Pages that link to "Item:Q993736"
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The following pages link to Optimal investment strategy to minimize occupation time (Q993736):
Displaying 11 items.
- Minimizing lifetime poverty with a penalty for bankruptcy (Q343989) (← links)
- Approximations of non-smooth integral type functionals of one dimensional diffusion processes (Q401462) (← links)
- Risk sensitive control of the lifetime ruin problem (Q1754659) (← links)
- Gambling for resurrection and the heat equation on a triangle (Q2234319) (← links)
- Forward dynamic utility functions: a new model and new results (Q2253402) (← links)
- Minimizing the probability of lifetime exponential Parisian ruin (Q2302841) (← links)
- A new stopping time model: a solution to a free-boundary problem (Q2429405) (← links)
- Optimal reinsurance: minimize the expected time to reach a goal (Q4575374) (← links)
- Minimizing the lifetime ruin under borrowing and short-selling constraints (Q4576868) (← links)
- On the area in the red of Lévy risk processes and related quantities (Q6171959) (← links)
- Pricing and hedging of longevity basis risk through securitisation (Q6494327) (← links)
