Minimizing the probability of lifetime ruin under ambiguity aversion (Q2810051)
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scientific article; zbMATH DE number 6587745
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimizing the probability of lifetime ruin under ambiguity aversion |
scientific article; zbMATH DE number 6587745 |
Statements
31 May 2016
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probability of lifetime ruin
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ambiguity aversion
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drift uncertainty
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viscosity solutions
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Perron's method
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regularity
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Minimizing the probability of lifetime ruin under ambiguity aversion (English)
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