3 citations · 4 across the 2 of their papers we have counts for
2 papers
q-fin.PM2018★ 3 cited
Optimal investment-consumption problem: post-retirement with minimum guarantee
Hassan Dadashi
We study the optimal investment-consumption problem for a member of defined contribution plan during the decumulation phase. For a fixed annuitization time, to achieve higher final…
math.PR2013★ 1 cited
Large Deviation Principle for Mild Solutions of Stochastic Evolution Equations with Multiplicative Lévy Noise
Hassan Dadashi
We demonstrate the large deviation principle in the small noise limit for the mild solution of stochastic evolution equations with monotone nonlinearity. A recently developed metho…