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 : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 49.2011, 2, p. 194-207
|