Minimizing the Probability of Lifetime Ruin under Random Consumption
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Publication:5022552
DOI10.1080/10920277.2008.10597531zbMath1481.91192MaRDI QIDQ5022552
Kristen S. Moore, Virginia R. Young, Erhan Bayraktar
Publication date: 19 January 2022
Published in: North American Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10920277.2008.10597531
91G10: Portfolio theory
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- Optimal and Simple, Nearly Optimal Rules for Minimizing the Probability Of Financial Ruin in Retirement
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- Numerical Methods for Stochastic Control Problems in Continuous Time