Minimizing lifetime poverty with a penalty for bankruptcy

DOI10.1016/j.insmatheco.2016.05.013zbMath1369.91162arXiv1509.01694OpenAlexW2963892019MaRDI QIDQ343989

Asaf Cohen, Virginia R. Young

Publication date: 21 November 2016

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1509.01694

zbMATH Keywords

ruinstochastic controloccupation timepovertyoptimal investment

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Portfolio theory (91G10)

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Cites Work

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