A simple and nearly optimal investment strategy to minimize the probability of lifetime ruin (Q5866181)
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scientific article; zbMATH DE number 7540873
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | A simple and nearly optimal investment strategy to minimize the probability of lifetime ruin |
scientific article; zbMATH DE number 7540873 |
Statements
A SIMPLE AND NEARLY OPTIMAL INVESTMENT STRATEGY TO MINIMIZE THE PROBABILITY OF LIFETIME RUIN (English)
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13 June 2022
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probability of lifetime ruin
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optimal investment
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stochastic control
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comparison results
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0.8675487637519836
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0.8649860620498657
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0.8352775573730469
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0.8241386413574219
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