A bound on the probability of ruin in Merton's model (Q1695461)
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scientific article; zbMATH DE number 6835541
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A bound on the probability of ruin in Merton's model |
scientific article; zbMATH DE number 6835541 |
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A bound on the probability of ruin in Merton's model (English)
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7 February 2018
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Merton's model
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optimal consumption
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geometrical Brownian motion
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ruin probability bound
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