Pages that link to "Item:Q1754659"
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The following pages link to Risk sensitive control of the lifetime ruin problem (Q1754659):
Displaying 6 items.
- Proving regularity of the minimal probability of ruin via a game of stopping and control (Q484214) (← links)
- Lifetime ruin under high-water mark fees and drift uncertainty (Q2234305) (← links)
- Quantile criterion-based control of the securities portfolio with a nonzero ruin probability (Q2393019) (← links)
- Risk Sensitive Portfolio Optimization with Default Contagion and Regime-Switching (Q4614935) (← links)
- Risk-Sensitive Asset Management and Cascading Defaults (Q5219291) (← links)
- Optimal active lifetime investment (Q6040955) (← links)