Minimizing the probability of lifetime ruin under borrowing constraints (Q997099)
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scientific article; zbMATH DE number 5173181
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Minimizing the probability of lifetime ruin under borrowing constraints |
scientific article; zbMATH DE number 5173181 |
Statements
Minimizing the probability of lifetime ruin under borrowing constraints (English)
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19 July 2007
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self-annuitization
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optimal investment
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stochastic optimal control
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probability of ruin
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borrowing constraints
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lending rate
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borrowing rate
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0.8896912336349487
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0.8628175258636475
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0.8504568338394165
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0.848263144493103
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0.8477668762207031
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