Recommendations
- Minimizing the probability of lifetime ruin under ambiguity aversion
- Robust portfolio selection for individuals: minimizing the probability of lifetime ruin
- REACHING A BEQUEST GOAL WITH LIFE INSURANCE: AMBIGUITY ABOUT THE RISKY ASSET'S DRIFT AND MORTALITY'S HAZARD RATE
- Optimal Investment Strategy to Minimize the Probability of Lifetime Ruin
- A simple and nearly optimal investment strategy to minimize the probability of lifetime ruin
Cites work
- scientific article; zbMATH DE number 1834045 (Why is no real title available?)
- An introduction to nonlinear boundary value problems
- L'Hospital's Rule
- Minimizing the probability of lifetime ruin under ambiguity aversion
- Modeling and management of mortality risk: a review
- Optimal Investment Strategy to Minimize the Probability of Lifetime Ruin
- Optimally investing to reach a bequest goal
- Self-Annuitization and Ruin in Retirement
- Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts
- Survival and Growth with a Liability: Optimal Portfolio Strategies in Continuous Time
- User’s guide to viscosity solutions of second order partial differential equations
Cited in
(10)- Lifetime ruin under high-water mark fees and drift uncertainty
- The annuity puzzle and consumption hump under ambiguous life expectancy
- REACHING A BEQUEST GOAL WITH LIFE INSURANCE: AMBIGUITY ABOUT THE RISKY ASSET'S DRIFT AND MORTALITY'S HAZARD RATE
- A simple and nearly optimal investment strategy to minimize the probability of lifetime ruin
- Life-cycle planning with ambiguous economics and mortality risks
- Minimizing the probability of lifetime ruin under ambiguity aversion
- Robust portfolio selection for individuals: minimizing the probability of lifetime ruin
- Purchasing casualty insurance to avoid lifetime ruin
- Optimal reinsurance to minimize the discounted probability of ruin under ambiguity
- Time-consistent lifetime portfolio selection under smooth ambiguity
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