Mathematics – Optimization and Control
Scientist
Mathematics
Optimization and Control
Scientist
Correspondence between Lifetime Minimum Wealth and Utility of Consumption
Financial Valuation of Mortality Risk via the Instantaneous Sharpe Ratio: Applications to Pricing Pure Endowments
Minimizing the Probability of Lifetime Ruin under Borrowing Constraints
Minimizing the Probability of Lifetime Ruin under Stochastic Volatility
Minimizing the Probability of Ruin when Consumption is Ratcheted
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