Minimizing the probability of lifetime ruin : two riskless assets with transaction costs
Year of publication: |
2019
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Authors: | Liang, Xiaoqing ; Young, Virginia R. |
Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 49.2019, 3, p. 847-883
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Subject: | Probability of lifetime ruin | transaction costs | deterministic control | riskless assets | Theorie | Theory | Transaktionskosten | Transaction costs | Portfolio-Management | Portfolio selection | Altersvorsorge | Retirement provision |
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