Optimal Investment Strategy to Minimize the Probability of Lifetime Ruin
Author:
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference22 articles.
1. Arbitrage Theory in Continuous Time
2. Optimal Investment Policies for a Firm With a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin
3. Survival and Growth with a Liability: Optimal Portfolio Strategies in Continuous Time
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