Minimizing the Probability of Lifetime Ruin with Deferred Life Annuities
Author:
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/10920277.2009.10597543
Reference13 articles.
1. Correspondence between lifetime minimum wealth and utility of consumption
2. Optimal Investment Policies for a Firm With a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin
3. Annuities and Individual Welfare
4. Methods of Mathematical Finance
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