Charupat, Narat; Milevsky, Moshe A. Optimal asset allocation in life annuities: a note. (English) Zbl 1074.91548 Insur. Math. Econ. 30, No. 2, 199-209 (2002). MSC: 91B30 PDF BibTeX XML Cite \textit{N. Charupat} and \textit{M. A. Milevsky}, Insur. Math. Econ. 30, No. 2, 199--209 (2002; Zbl 1074.91548) Full Text: DOI OpenURL
Milevsky, Moshe Arye; Robinson, Chris Self-annuitization and ruin in retirement. With discussion. (English) Zbl 1083.60515 N. Am. Actuar. J. 4, No. 4, 112-129 (2000). MSC: 60H30 60H10 PDF BibTeX XML Cite \textit{M. A. Milevsky} and \textit{C. Robinson}, N. Am. Actuar. J. 4, No. 4, 112--129 (2000; Zbl 1083.60515) Full Text: DOI OpenURL
Milevsky, Moshe Arye Martingales, scale functions and stochastic life annuities: A note. (English) Zbl 0930.60060 Insur. Math. Econ. 24, No. 1-2, 149-154 (1999). Reviewer: M.Schweizer (Berlin) MSC: 60J70 PDF BibTeX XML Cite \textit{M. A. Milevsky}, Insur. Math. Econ. 24, No. 1--2, 149--154 (1999; Zbl 0930.60060) Full Text: DOI OpenURL
Roy, Santanu Theory of dynamic portfolio for survival under uncertainty. (English) Zbl 0886.90038 Math. Soc. Sci. 30, No. 2, 171-194 (1995). MSC: 91B62 PDF BibTeX XML Cite \textit{S. Roy}, Math. Soc. Sci. 30, No. 2, 171--194 (1995; Zbl 0886.90038) Full Text: DOI OpenURL
Dutta, Prajit K. Bankruptcy and expected utility maximization. (English) Zbl 0875.90032 J. Econ. Dyn. Control 18, No. 3, 539-560 (1994). MSC: 91B16 91A60 PDF BibTeX XML Cite \textit{P. K. Dutta}, J. Econ. Dyn. Control 18, No. 3, 539--560 (1994; Zbl 0875.90032) Full Text: DOI Link OpenURL
Dutta, Prajit K.; Radner, Roy Optimal principal agent contracts for a class of incentive schemes: A characterization and the rate of approach to efficiency. (English) Zbl 0815.90036 Econ. Theory 4, No. 4, 483-503 (1994). MSC: 91B14 PDF BibTeX XML Cite \textit{P. K. Dutta} and \textit{R. Radner}, Econ. Theory 4, No. 4, 483--503 (1994; Zbl 0815.90036) Full Text: DOI OpenURL
Dutta, Prajit K. Bankruptcy and expected utility maximization. (English) Zbl 0805.90029 J. Econ. Dyn. Control 18, No. 3-4, 539-560 (1994). MSC: 91B16 91B62 PDF BibTeX XML Cite \textit{P. K. Dutta}, J. Econ. Dyn. Control 18, No. 3--4, 539--560 (1994; Zbl 0805.90029) Full Text: DOI Link OpenURL
Mitra, Tapan; Roy, Santanu On some aspects of survival under production uncertainty. (English) Zbl 0863.90040 Econ. Theory 3, No. 3, 397-411 (1993). Reviewer: S.C.Hu (West Lafayette) MSC: 91B76 91B62 PDF BibTeX XML Cite \textit{T. Mitra} and \textit{S. Roy}, Econ. Theory 3, No. 3, 397--411 (1993; Zbl 0863.90040) Full Text: DOI OpenURL
Majumdar, Mukul; Radner, Roy Corrigendum: Linear models of economic survival under production uncertainty. (English) Zbl 0807.90032 Econ. Theory 1, No. 4, 392 (1991). MSC: 91B62 91B38 PDF BibTeX XML Cite \textit{M. Majumdar} and \textit{R. Radner}, Econ. Theory 1, No. 4, 392 (1991; Zbl 0807.90032) Full Text: DOI OpenURL