Minimizing the probability of lifetime ruin under borrowing constraints
| Year of publication: |
2007
|
|---|---|
| Authors: | Bayraktar, Erhan ; Young, Virginia R. |
| Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 41.2007, 1, p. 196-221
|
| Publisher: |
Elsevier |