Pages that link to "Item:Q2810052"
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The following pages link to Stochastic Perron's method for the probability of lifetime ruin problem under transaction costs (Q2810052):
Displaying 17 items.
- Stochastic Perron for stochastic target games (Q292921) (← links)
- Regular finite fuel stochastic control problems with exit time (Q328524) (← links)
- 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)
- Finite-horizon optimal investment with transaction costs: construction of the optimal strategies (Q2274224) (← links)
- Minimizing the probability of lifetime exponential Parisian ruin (Q2302841) (← links)
- On the controller-stopper problems with controlled jumps (Q2318101) (← links)
- Robust feedback switching control: dynamic programming and viscosity solutions (Q2822795) (← links)
- A General Verification Result for Stochastic Impulse Control Problems (Q2968551) (← 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)
- Optimal entry and consumption under habit formation (Q5084791) (← links)
- Minimizing the Discounted Probability of Exponential Parisian Ruin via Reinsurance (Q5222158) (← links)
- A SIMPLE AND NEARLY OPTIMAL INVESTMENT STRATEGY TO MINIMIZE THE PROBABILITY OF LIFETIME RUIN (Q5866181) (← links)
- Convergence of Optimal Investment Problems in the Vanishing Fixed Cost Limit (Q5869806) (← links)
- On dynamic pricing under model uncertainty (Q6051588) (← links)
- Annuitizing at a bounded, absolutely continuous rate to minimize the probability of lifetime ruin (Q6072267) (← links)
