Risk sensitive control of the lifetime ruin problem (Q1754659)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk sensitive control of the lifetime ruin problem |
scientific article |
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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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