Minimizing the probability of lifetime ruin under borrowing constraints (Q997099)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimizing the probability of lifetime ruin under borrowing constraints |
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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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