Robust portfolio selection for individuals: minimizing the probability of lifetime ruin (Q2031384)
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scientific article; zbMATH DE number 7356914
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust portfolio selection for individuals: minimizing the probability of lifetime ruin |
scientific article; zbMATH DE number 7356914 |
Statements
Robust portfolio selection for individuals: minimizing the probability of lifetime ruin (English)
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9 June 2021
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standardized penalty
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ambiguity derived ratio
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HJB equation
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model ambiguity
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optimal investment
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probability of lifetime ruin
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