Annuitizing at a bounded, absolutely continuous rate to minimize the probability of lifetime ruin-Reference-Cited by-同舟云学术

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Annuitizing at a bounded, absolutely continuous rate to minimize the probability of lifetime ruin

Published:2023-09 Issue: Volume:112 Page:80-96
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Liang Xiaoqing,Young Virginia R.

Funder

National Natural Science Foundation of China

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference24 articles.

1. Minimizing the expected lifetime spent in drawdown under proportional consumption;Angoshtari;Finance Research Letters,2015

2. Minimizing the probability of lifetime ruin under stochastic volatility;Bayraktar;Insurance: Mathematics and Economics,2011

3. Minimizing the probability of lifetime ruin under borrowing constraints;Bayraktar;Insurance: Mathematics and Economics,2007

4. Minimizing the probability of lifetime ruin with deferred life annuities;Bayraktar;North American Actuarial Journal,2009

5. Optimally investing to reach a bequest goal;Bayraktar;Insurance: Mathematics and Economics,2016

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