A SIMPLE AND NEARLY OPTIMAL INVESTMENT STRATEGY TO MINIMIZE THE PROBABILITY OF LIFETIME RUIN (Q5866181)
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scientific article; zbMATH DE number 7540873
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A SIMPLE AND NEARLY OPTIMAL INVESTMENT STRATEGY TO MINIMIZE THE PROBABILITY OF LIFETIME RUIN |
scientific article; zbMATH DE number 7540873 |
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A SIMPLE AND NEARLY OPTIMAL INVESTMENT STRATEGY TO MINIMIZE THE PROBABILITY OF LIFETIME RUIN (English)
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13 June 2022
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probability of lifetime ruin
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optimal investment
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stochastic control
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comparison results
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