Optimal and Simple, Nearly Optimal Rules for Minimizing the Probability Of Financial Ruin in Retirement

DOI10.1080/10920277.2006.10597418zbMath1480.91232MaRDI QIDQ5018740

Kristen S. Moore, Virginia R. Young

Publication date: 22 December 2021

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2006.10597418

Mathematics Subject Classification ID

49J40: Variational inequalities

60G40: Stopping times; optimal stopping problems; gambling theory

91G05: Actuarial mathematics

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