Minimizing lifetime poverty with a penalty for bankruptcy
Year of publication: |
July 2016
|
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Authors: | Cohen, Asaf ; Young, Virginia R. |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 69.2016, p. 156-167
|
Subject: | Poverty | Ruin | Occupation time | Optimal investment | Stochastic control | Armut | Insolvenz | Insolvency | Stochastischer Prozess | Stochastic process | Kontrolltheorie | Control theory |
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