Risk sensitive control of the lifetime ruin problem (Q1754659)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Risk sensitive control of the lifetime ruin problem |
scientific article |
Statements
Risk sensitive control of the lifetime ruin problem (English)
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31 May 2018
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probability of lifetime ruin
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optimal investment
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risk sensitive control
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large deviations
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differential games
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0.8185222744941711
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0.804335355758667
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0.7923647165298462
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0.7905266284942627
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