Lifetime Ruin Problem Under High-watermark Fees and Drift Uncertainty

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Main Authors:	Lee, Junbeom, Yu, Xiang, Zhou, Chao
Other Authors:	MATHEMATICS
Format:	Article
Published:	2019
Subjects:	q-fin.MF q-fin.PM Primary, 49L20, 49L25, 60G46, Secondary, 91G10, 93E20
Online Access:	https://scholarbank.nus.edu.sg/handle/10635/162919
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-162919
record_format	dspace
spelling	sg-nus-scholar.10635-1629192024-04-17T03:02:25Z Lifetime Ruin Problem Under High-watermark Fees and Drift Uncertainty Lee, Junbeom Yu, Xiang Zhou, Chao MATHEMATICS q-fin.MF q-fin.MF q-fin.PM Primary, 49L20, 49L25, 60G46, Secondary, 91G10, 93E20 2019-12-23T07:52:25Z 2019-12-23T07:52:25Z 2019-09-03 2019-12-23T07:49:16Z Article Lee, Junbeom, Yu, Xiang, Zhou, Chao (2019-09-03). Lifetime Ruin Problem Under High-watermark Fees and Drift Uncertainty. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/162919 Elements
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	q-fin.MF q-fin.MF q-fin.PM Primary, 49L20, 49L25, 60G46, Secondary, 91G10, 93E20
spellingShingle	q-fin.MF q-fin.MF q-fin.PM Primary, 49L20, 49L25, 60G46, Secondary, 91G10, 93E20 Lee, Junbeom Yu, Xiang Zhou, Chao Lifetime Ruin Problem Under High-watermark Fees and Drift Uncertainty
author2	MATHEMATICS
author_facet	MATHEMATICS Lee, Junbeom Yu, Xiang Zhou, Chao
format	Article
author	Lee, Junbeom Yu, Xiang Zhou, Chao
author_sort	Lee, Junbeom
title	Lifetime Ruin Problem Under High-watermark Fees and Drift Uncertainty
title_short	Lifetime Ruin Problem Under High-watermark Fees and Drift Uncertainty
title_full	Lifetime Ruin Problem Under High-watermark Fees and Drift Uncertainty
title_fullStr	Lifetime Ruin Problem Under High-watermark Fees and Drift Uncertainty
title_full_unstemmed	Lifetime Ruin Problem Under High-watermark Fees and Drift Uncertainty
title_sort	lifetime ruin problem under high-watermark fees and drift uncertainty
publishDate	2019
url	https://scholarbank.nus.edu.sg/handle/10635/162919
_version_	1800913864392441856

Lifetime Ruin Problem Under High-watermark Fees and Drift Uncertainty

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