Minimizing the probability of lifetime ruin : two riskless assets with transaction costs
By Xiaoqing Liang and Virginia R. Young
| 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 | Transaktionskosten | Transaction costs | Theorie | Theory | Portfolio-Management | Portfolio selection | Risiko | Risk | Altersvorsorge | Retirement provision |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/asb.2019.23 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012125302