Pages that link to "Item:Q889622"
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The following pages link to An optimal consumption problem in finite time with a constraint on the ruin probability (Q889622):
Displaying 16 items.
- Optimal consumption in a Brownian model with absorption and finite time horizon (Q358618) (← links)
- Optimal life-cycle consumption and investment decisions under age-dependent risk preferences (Q829333) (← links)
- Optimal dividend payments under a time of ruin constraint: exponential claims (Q896757) (← links)
- Distribution of bankruptcy time in a consumption/portfolio problem (Q1350685) (← links)
- A bound on the probability of ruin in Merton's model (Q1695461) (← links)
- The dividend problem with a finite horizon (Q1704142) (← links)
- A time of ruin constrained optimal dividend problem for spectrally one-sided Lévy processes (Q1742706) (← links)
- Maximizing expected exponential utility of consumption with a constraint on expected time in poverty (Q2174172) (← links)
- Optimal consumption under deterministic income (Q2250072) (← links)
- Finite time Merton strategy under drawdown constraint: a viscosity solution approach (Q2391245) (← links)
- Optimal Consumption Until Ruin for an Endowment Described by an Autonomous ODE for an Infinite Time Horizon (Q3186538) (← links)
- A two-dimensional dividend problem for collaborating companies and an optimal stopping problem (Q4562061) (← links)
- Optimality of refraction strategies for a constrained dividend problem (Q5203951) (← links)
- On an optimal consumption problem for \(p\)-integrable consumption plans (Q5940595) (← links)
- Optimal dividend payout under stochastic discounting (Q6054423) (← links)
- Time-inconsistent view on a dividend problem with penalty (Q6096077) (← links)
