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ArticleOptimally investing to reach a bequest goal

Erhan Bayraktar2016

OA

Articlebronze2016

Optimally investing to reach a bequest goal

Erhan Bayraktar · Virginia R. Young

22 citations·0/0 files stored·Insurance Mathematics and Economics

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Stochastic processes and financial applications Risk and Portfolio Optimization Probability and Risk Models

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References

1969Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case 2006Optimal stopping and free-boundary problems 1999Beating a moving target: Optimal portfolio strategies for outperforming a stochastic benchmark 1997Survival and Growth with a Liability: Optimal Portfolio Strategies in Continuous Time 1999Reaching goals by a deadline: digital options and continuous-time active portfolio management 2004Optimal Investment Strategy to Minimize the Probability of Lifetime Ruin 1985Continuous-Time Red and Black: How to Control a Diffusion to a Goal 1993Optimal Control of Favorable Games with a Time Limit

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2016Purchasing Term Life Insurance to Reach a Bequest Goal While Consuming

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2016Optimal investment to minimize the probability of drawdownarticle · 10 shared references 2016Purchasing Term Life Insurance to Reach a Bequest Goal While Consumingarticle · 10 shared references 2006Optimal and Simple, Nearly Optimal Rules for Minimizing the Probability Of Financial Ruin in Retirementarticle · 6 shared references 2014Purchasing life insurance to reach a bequest goalarticle · 5 shared references 2000Risk-Constrained Dynamic Active Portfolio Managementchapter · 4 shared references 2006Minimizing the probability of lifetime ruin under borrowing constraintsarticle · 4 shared references

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Year2016

Typearticle

Published2016-06-25

VenueInsurance Mathematics and Economics

ISSN-L0167-6687

Languageen

Citations22

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1016/j.insmatheco.2016.05.015

openalex_workW2950428224

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