most citedOptimal Reversible Annuities to Minimize the Probability of Lifetime Ruin

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q-fin.RM2010★ 1 cited

Optimal Reversible Annuities to Minimize the Probability of Lifetime Ruin

Ting Wang, Virginia R. Young

We find the minimum probability of lifetime ruin of an investor who can invest in a market with a risky and a riskless asset and who can purchase a reversible life annuity. The sur…