Pages that link to "Item:Q2810051"

The following pages link to Minimizing the Probability of Lifetime Ruin Under Ambiguity Aversion (Q2810051):

Displaying 37 items.

• Minimizing lifetime poverty with a penalty for bankruptcy (Q343989) (← links)
• On minimizing drawdown risks of lifetime investments (Q896742) (← links)
• Alpha-robust mean-variance reinsurance-investment strategy (Q1656367) (← links)
• Consumption, investment and healthcare with aging (Q1739055) (← links)
• Risk sensitive control of the lifetime ruin problem (Q1754659) (← links)
• Maximizing a robust goal-reaching probability with penalization on ambiguity (Q1757373) (← links)
• A finite difference scheme for variational inequalities arising in stochastic control problems with several singular control variables (Q1997321) (← links)
• Asymptotic optimality of the generalized \(c\mu\) rule under model uncertainty (Q2029786) (← links)
• Robust portfolio selection for individuals: minimizing the probability of lifetime ruin (Q2031384) (← links)
• Minimizing the penalized probability of drawdown for a general insurance company under ambiguity aversion (Q2084302) (← links)
• Robust optimal reinsurance in minimizing the penalized expected time to reach a goal (Q2087514) (← links)
• A dynamic pricing game for general insurance market (Q2226275) (← links)
• Minimizing the probability of absolute ruin under ambiguity aversion (Q2234291) (← links)
• Lifetime ruin under high-water mark fees and drift uncertainty (Q2234305) (← links)
• Minimizing the probability of lifetime exponential Parisian ruin (Q2302841) (← links)
• A pair of optimal reinsurance-investment strategies in the two-sided exit framework (Q2374121) (← links)
• A note on the convexity of ruin probabilities (Q2397848) (← links)
• Optimal reinsurance to minimize the discounted probability of ruin under ambiguity (Q2421407) (← links)
• Lifetime ruin under ambiguous hazard rate (Q2520439) (← links)
• Stochastic differential investment and reinsurance games with nonlinear risk processes and VaR constraints (Q2656996) (← links)
• Dynamic programming with value convexity (Q2665320) (← links)
• Robust Feedback Switching Control: Dynamic Programming and Viscosity Solutions (Q2822795) (← links)
• Optimal proportional reinsurance to minimize the probability of drawdown under thinning-dependence structure (Q4562052) (← links)
• Solvability of the Nonlinear Dirichlet Problem with Integro-differential Operators (Q4602530) (← links)
• MINIMIZING THE PROBABILITY OF LIFETIME RUIN: TWO RISKLESS ASSETS WITH TRANSACTION COSTS (Q4972127) (← links)
• Equilibrium excess-of-loss reinsurance and investment strategies for an insurer and a reinsurer (Q5039793) (← links)
• Optimal Ergodic Harvesting under Ambiguity (Q5072292) (← links)
• Asymptotic Analysis of a Multiclass Queueing Control Problem Under Heavy Traffic with Model Uncertainty (Q5113914) (← links)
• Optimal reinsurance to minimize the probability of drawdown under the mean-variance premium principle (Q5140640) (← links)
• REACHING A BEQUEST GOAL WITH LIFE INSURANCE: AMBIGUITY ABOUT THE RISKY ASSET'S DRIFT AND MORTALITY'S HAZARD RATE (Q5213444) (← links)
• Risk-Sensitive Asset Management and Cascading Defaults (Q5219291) (← links)
• Brownian control problems for a multiclass M/M/1 queueing problem with model uncertainty (Q5219737) (← links)
• Minimizing the Probability of Lifetime Ruin When Shocks Might Occur: Perturbation Analysis (Q5379163) (← links)
• A SIMPLE AND NEARLY OPTIMAL INVESTMENT STRATEGY TO MINIMIZE THE PROBABILITY OF LIFETIME RUIN (Q5866181) (← links)
• Annuitizing at a bounded, absolutely continuous rate to minimize the probability of lifetime ruin (Q6072267) (← links)
• Nonparametric learning for impulse control problems -- exploration vs. exploitation (Q6104004) (← links)
• Optimal Dividends Under Model Uncertainty (Q6159080) (← links)