Optimal Investment Strategy to Minimize the Probability of Lifetime Ruin
Article Properties
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LanguageEnglish
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DOI (url)
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Publication Date2004/10/01
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Journal
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Indian UGC (journal)
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Refrences22
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Citations71
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Virginia R. Young
Cite
Young, Virginia R. “Optimal Investment Strategy to Minimize the Probability of Lifetime Ruin”. North American Actuarial Journal, vol. 8, no. 4, 2004, pp. 106-2, https://doi.org/10.1080/10920277.2004.10596174.
Young, V. R. (2004). Optimal Investment Strategy to Minimize the Probability of Lifetime Ruin. North American Actuarial Journal, 8(4), 106-126. https://doi.org/10.1080/10920277.2004.10596174
Young, Virginia R. “Optimal Investment Strategy to Minimize the Probability of Lifetime Ruin”. North American Actuarial Journal 8, no. 4 (2004): 106-26. https://doi.org/10.1080/10920277.2004.10596174.
Young VR. Optimal Investment Strategy to Minimize the Probability of Lifetime Ruin. North American Actuarial Journal. 2004;8(4):106-2.
Journal Category
Social Sciences
Finance
Refrences
| Title | Journal | Journal Categories | Citations | Publication Date |
|---|---|---|---|---|
| In the insurance business risky investments are dangerous | Finance and Stochastics |
| 75 | 2002 |
| Individual Risk in an Investment-Based Social Security System | American Economic Review |
| 79 | 2001 |
| “Pricing Dynamic Investment Fund Protection,” Hans U. Gerber and Gérard Pafumi, April 2000 | North American Actuarial Journal |
| 19 | 2001 |
| Self-Annuitization and Ruin in Retirement | North American Actuarial Journal |
| 82 | 2000 |
| Pricing Dynamic Investment Fund Protection | North American Actuarial Journal |
| 47 | 2000 |
Refrences Analysis
The category
Social Sciences: Economic theory. Demography: Economics as a science 12
is the most frequently represented among the references in this article. It primarily includes studies from North American Actuarial Journal The chart below illustrates the number of referenced publications per year.
Refrences used by this article by year
Citations
| Title | Journal | Journal Categories | Citations | Publication Date |
|---|---|---|---|---|
| Optimal reinsurance and investment problems to minimize the probability of drawdown | Journal of Industrial and Management Optimization |
| 2024 | |
| Annuitizing at a bounded, absolutely continuous rate to minimize the probability of lifetime ruin | Insurance: Mathematics and Economics |
| 2023 | |
A SIMPLE AND NEARLY OPTIMAL INVESTMENT STRATEGY TO MINIMIZE THE PROBABILITY OF LIFETIME RUIN | ASTIN Bulletin |
| 1 | 2022 |
Optimal investment and reinsurance to minimize the probability of drawdown with borrowing costs | Journal of Industrial and Management Optimization |
| 6 | 2022 |
| Stochastic differential investment and reinsurance games with nonlinear risk processes and VaR constraints | Insurance: Mathematics and Economics |
| 4 | 2021 |
Citations Analysis
The category
Social Sciences: Economic theory. Demography: Economics as a science 37
is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled Ruined Moments in Your Life: How Good are the Approximations? and was published in 2003. The most recent citation comes from a 2024 study titled Optimal reinsurance and investment problems to minimize the probability of drawdown. This article reached its peak citation in 2016, with 9 citations. It has been cited in 26 different journals, 3% of which are open access. Among related journals, the Insurance: Mathematics and Economics cited this research the most, with 17 citations. The chart below illustrates the annual citation trends for this article.