Optimal and simple, nearly optimal rules for minimizing the probability of financial ruin in retirement
DOI10.1080/10920277.2006.10597418zbMATH Open1480.91232OpenAlexW2078867600MaRDI QIDQ5018740FDOQ5018740
Authors: 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
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Actuarial mathematics (91G05) Variational inequalities (49J40) Stopping times; optimal stopping problems; gambling theory (60G40)
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- ASSET ALLOCATION AND ANNUITY-PURCHASE STRATEGIES TO MINIMIZE THE PROBABILITY OF FINANCIAL RUIN
- Self-Annuitization and Ruin in Retirement
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- Optimal Investment Strategy to Minimize the Probability of Lifetime Ruin
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- Ruined moments in your life: how good are the approximations?
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Cited In (18)
- ASSET ALLOCATION AND ANNUITY-PURCHASE STRATEGIES TO MINIMIZE THE PROBABILITY OF FINANCIAL RUIN
- Optimal retirement savings over the life cycle: a deterministic analysis in closed form
- Maximizing the utility of consumption with commutable life annuities
- Target-bequest investment and insurance fund
- Determining the optimum guarantee period for a one-life retirement annuity
- Optimal proportional reinsurance to minimize the probability of drawdown under thinning-dependence structure
- A simple and nearly optimal investment strategy to minimize the probability of lifetime ruin
- Sustainable retirement spending: the Czech case
- Minimizing lifetime poverty with a penalty for bankruptcy
- Minimizing the probability of lifetime drawdown under constant consumption
- Minimizing the probability of lifetime ruin under stochastic volatility
- IMPLEMENTING INDIVIDUAL SAVINGS DECISIONS FOR RETIREMENT WITH BOUNDS ON WEALTH
- On minimizing drawdown risks of lifetime investments
- REACHING A BEQUEST GOAL WITH LIFE INSURANCE: AMBIGUITY ABOUT THE RISKY ASSET'S DRIFT AND MORTALITY'S HAZARD RATE
- Minimizing the probability of lifetime exponential Parisian ruin
- Minimizing the probability of lifetime ruin under random consumption
- Minimizing the probability of ruin when consumption is ratcheted
- Minimizing the probability of lifetime ruin with deferred life annuities
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