Annuitizing at a bounded, absolutely continuous rate to minimize the probability of lifetime ruin
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Publication:6072267
DOI10.1016/j.insmatheco.2023.06.003zbMath1530.91515MaRDI QIDQ6072267
Xiaoqing Liang, Virginia R. Young
Publication date: 12 October 2023
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
barrier strategyprobability of lifetime ruinoptimal annuitizationabsolutely continuous annuitization rateage-dependent force of mortality
Cites Work
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