A simple and nearly optimal investment strategy to minimize the probability of lifetime ruin
Year of publication: |
2022
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Authors: | Liang, Xiaoqing ; Young, Virginia R. |
Published in: |
ASTIN bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge Univ. Press, ISSN 1783-1350, ZDB-ID 2148228-7. - Vol. 52.2022, 2, p. 619-643
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Subject: | comparison results | optimal investment | Probability of lifetime ruin | stochastic control | Kapitalanlage | Financial investment | Theorie | Theory | Portfolio-Management | Portfolio selection | Altersvorsorge | Retirement provision | Wahrscheinlichkeitsrechnung | Probability theory |
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