Minimizing the probability of lifetime ruin: two riskless assets with transaction costs (Q4972127)
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scientific article; zbMATH DE number 7135582
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| English | Minimizing the probability of lifetime ruin: two riskless assets with transaction costs |
scientific article; zbMATH DE number 7135582 |
Statements
MINIMIZING THE PROBABILITY OF LIFETIME RUIN: TWO RISKLESS ASSETS WITH TRANSACTION COSTS (English)
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22 November 2019
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probability of lifetime ruin
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transaction costs
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deterministic control
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riskless assets
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money market
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0.8628175258636475
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0.8344846963882446
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0.8307274580001831
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0.8214412331581116
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0.8014993071556091
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