Minimizing the probability of lifetime ruin under stochastic volatility
Year of publication: |
2011
|
---|---|
Authors: | Bayraktar, Erhan ; Hu, Xueying ; Young, Virginia R. |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 49.2011, 2, p. 194-206
|
Subject: | Stochastischer Prozess | Stochastic process | Altersvorsorge | Retirement provision | Volatilität | Volatility | Theorie | Theory | Finanzmathematik | Mathematical finance |
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