Pages that link to "Item:Q634006"
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The following pages link to Minimizing the probability of lifetime ruin under stochastic volatility (Q634006):
Displaying 13 items.
- Proving regularity of the minimal probability of ruin via a game of stopping and control (Q484214) (← links)
- Minimization of absolute ruin probability under negative correlation assumption (Q896770) (← links)
- Minimizing the probability of lifetime exponential Parisian ruin (Q2302841) (← links)
- Maximizing the utility of consumption with commutable life annuities (Q2445347) (← links)
- Stochastic Perron's method for the probability of lifetime ruin problem under transaction costs (Q2810052) (← links)
- Ruin probabilities and optimal capital allocation for heterogeneous life annuity portfolios (Q3077743) (← links)
- (Q3599299) (← links)
- Minimizing the lifetime ruin under borrowing and short-selling constraints (Q4576868) (← links)
- Minimizing the probability of absolute ruin under the mean‐variance premium principle (Q5159775) (← 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)
- Optimal investment-reinsurance strategies for an insurer with options trading under model ambiguity (Q6643671) (← links)