Minimizing the probability of lifetime ruin under borrowing constraints

Erhan Bayraktar and Virginia R. Young

Insurance: Mathematics and Economics, 2007, vol. 41, issue 1, 196-221

Date: 2007
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Working Paper: Minimizing the Probability of Lifetime Ruin under Borrowing Constraints (2007)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:insuma:v:41:y:2007:i:1:p:196-221

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