Pages that link to "Item:Q1003344"
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The following pages link to Optimal lifetime consumption and investment under a drawdown constraint (Q1003344):
Displaying 9 items.
- Optimal Reinsurance to Minimize the Probability of Drawdown under the Mean-Variance Premium Principle: Asymptotic Analysis (Q5886366) (← links)
- Optimal retirement savings over the life cycle: a deterministic analysis in closed form (Q6072265) (← links)
- Optimal reinsurance and investment problem with the minimum capital deposit constraint (Q6096152) (← links)
- Consumption-investment decisions with endogenous reference point and drawdown constraint (Q6113174) (← links)
- Time-delayed generalized BSDEs (Q6123263) (← links)
- Optimal Consumption Under a Habit-Formation Constraint: The Deterministic Case (Q6159082) (← links)
- Optimal reinsurance and investment problems to minimize the probability of drawdown (Q6574089) (← links)
- Optimal ratcheting of dividend payout under Brownian motion surplus (Q6608783) (← links)
- Optimal investment and reinsurance to maximize the probability of drawup before drawdown (Q6620479) (← links)