搜索结果: 1-1 共查到“经济学 probability of ruin”相关记录1条 . 查询时间(0.242 秒)
Minimizing the Probability of Ruin when Consumption is Ratcheted
Self-annuitization optimal investment stochastic optimal control probability of ruin ratcheting of consumption
2010/12/20
We assume that an agent's rate of consumption is {\it ratcheted}; that is, it forms a non-decreasing process. Given the rate of consumption, we act as financial advisers and find the optimal investmen...