Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Correspondence between lifetime minimum wealth and utility of consumption

16 references·4 citing·36 second hop

FromToDepth

this work references cited by second hop

References

1964Risk Aversion in the Small and in the Large4,964 cited
1976Risk Aversion in the Small and in the Large4,655 cited
2005Controlled Markov Processes and Viscosity Solutions2,698 cited
1998Methods of Mathematical Finance1,939 cited
1994Controlled markov processes and viscosity solutions1,024 cited
1995Optimal Investment Policies for a Firm With a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin607 cited
2000Optimal investment for insurers305 cited
2001Optimal Proportional Reinsurance Policies in a Dynamic Setting271 cited
1999Beating a moving target: Optimal portfolio strategies for outperforming a stochastic benchmark198 cited
1997Survival and Growth with a Liability: Optimal Portfolio Strategies in Continuous Time156 cited
1994Consumption-Investment Models with Constraints142 cited
2004Optimal Investment Strategy to Minimize the Probability of Lifetime Ruin121 cited
2000Self-Annuitization and Ruin in Retirement116 cited
1991An Optimal Investment/Consumption Model with Borrowing112 cited
2006ASSET ALLOCATION AND ANNUITY‐PURCHASE STRATEGIES TO MINIMIZE THE PROBABILITY OF FINANCIAL RUIN

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

97 cited

1997Asset Allocation Via The Conditional First Exit Time or How To Avoid Outliving Your Money74 cited

Cited by

2011Proving regularity of the minimal probability of ruin via a game of stopping and control38 cited
2006Optimal and Simple, Nearly Optimal Rules for Minimizing the Probability Of Financial Ruin in Retirement32 cited
2008Optimal investment strategy to minimize occupation time31 cited
2016Minimizing the probability of lifetime drawdown under constant consumption28 cited