Forsyth, Peter A.; Vetzal, Kenneth R.; Westmacott, Graham Management of portfolio depletion risk through optimal life cycle asset allocation. (English) Zbl 1426.91218 N. Am. Actuar. J. 23, No. 3, 447-468 (2019). MSC: 91G05 91G10 93E20 PDF BibTeX XML Cite \textit{P. A. Forsyth} et al., N. Am. Actuar. J. 23, No. 3, 447--468 (2019; Zbl 1426.91218) Full Text: DOI OpenURL
Christiansen, Marcus C.; Steffensen, Mogens Around the life cycle: deterministic consumption-investment strategies. (English) Zbl 1416.91345 N. Am. Actuar. J. 22, No. 3, 491-507 (2018). MSC: 91G10 93E20 49N90 PDF BibTeX XML Cite \textit{M. C. Christiansen} and \textit{M. Steffensen}, N. Am. Actuar. J. 22, No. 3, 491--507 (2018; Zbl 1416.91345) Full Text: DOI OpenURL
Belkina, Tatiana; Luo, Shangzhen Asymptotic investment behaviors under a jump-diffusion risk process. (English) Zbl 1414.91164 N. Am. Actuar. J. 21, No. 1, 36-62 (2017). MSC: 91B30 93E20 PDF BibTeX XML Cite \textit{T. Belkina} and \textit{S. Luo}, N. Am. Actuar. J. 21, No. 1, 36--62 (2017; Zbl 1414.91164) Full Text: DOI arXiv OpenURL
Eckles, David L.; McCarthy, David G.; Zeng, Xudong The theory of optimal stochastic control as applied to insurance underwriting cycles. (English) Zbl 1414.91182 N. Am. Actuar. J. 20, No. 4, 327-340 (2016). MSC: 91B30 93E20 PDF BibTeX XML Cite \textit{D. L. Eckles} et al., N. Am. Actuar. J. 20, No. 4, 327--340 (2016; Zbl 1414.91182) Full Text: DOI OpenURL
Kortanek, Ken Discussion on: “Cash flow matching: a risk management approach”. (English) Zbl 1483.91261 N. Am. Actuar. J. 13, No. 3, 378-384 (2009). MSC: 91G70 91G30 93E20 PDF BibTeX XML Cite \textit{K. Kortanek}, N. Am. Actuar. J. 13, No. 3, 378--384 (2009; Zbl 1483.91261) Full Text: DOI OpenURL
Iyengar, Garud; ma, Alfred Ka Chun Cash flow matching: a risk management approach. (English) Zbl 1483.91260 N. Am. Actuar. J. 13, No. 3, 370-378 (2009). MSC: 91G70 91G30 93E20 PDF BibTeX XML Cite \textit{G. Iyengar} and \textit{A. K. C. ma}, N. Am. Actuar. J. 13, No. 3, 370--378 (2009; Zbl 1483.91260) Full Text: DOI OpenURL
Bayraktar, Erhan; Young, Virginia R. Minimizing the probability of ruin when consumption is ratcheted. (English) Zbl 1481.91104 N. Am. Actuar. J. 12, No. 4, 428-442 (2008). MSC: 91B42 91G15 93E20 PDF BibTeX XML Cite \textit{E. Bayraktar} and \textit{V. R. Young}, N. Am. Actuar. J. 12, No. 4, 428--442 (2008; Zbl 1481.91104) Full Text: DOI arXiv OpenURL
Bernard, Carole Book review of: G. Cornuejols and R. Tütüncü, Optimization methods in finance. (English) Zbl 07459578 N. Am. Actuar. J. 12, No. 2, 220 (2008). MSC: 00A17 91-01 90-01 90C90 91G10 91G20 91G80 93E99 PDF BibTeX XML Cite \textit{C. Bernard}, N. Am. Actuar. J. 12, No. 2, 220 (2008; Zbl 07459578) Full Text: DOI OpenURL
Luo, Shangzhen Ruin minimization for insurers with borrowing constraints. (English) Zbl 1481.91179 N. Am. Actuar. J. 12, No. 2, 143-174 (2008). MSC: 91G05 93E20 PDF BibTeX XML Cite \textit{S. Luo}, N. Am. Actuar. J. 12, No. 2, 143--174 (2008; Zbl 1481.91179) Full Text: DOI OpenURL
Li, Zhongfei; Tan, Ken Seng; Yang, Hailiang Multiperiod optimal investment-consumption strategies with mortality risk and environment uncertainty. (English) Zbl 1481.91198 N. Am. Actuar. J. 12, No. 1, 47-64 (2008). MSC: 91G10 93E20 PDF BibTeX XML Cite \textit{Z. Li} et al., N. Am. Actuar. J. 12, No. 1, 47--64 (2008; Zbl 1481.91198) Full Text: DOI OpenURL
Gerrard, Russell; Haberman, Steven; Vigna, Elena The management of decumulation risks in a defined contribution pension plan. (English) Zbl 1479.91325 N. Am. Actuar. J. 10, No. 1, 84-110 (2006). MSC: 91G05 93E20 PDF BibTeX XML Cite \textit{R. Gerrard} et al., N. Am. Actuar. J. 10, No. 1, 84--110 (2006; Zbl 1479.91325) Full Text: DOI OpenURL