英文标题：
《Minimizing the Probability of Ruin in Retirement》
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作者：
Christopher J. Rook
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最新提交年份：
2015
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英文摘要：
Retirees who exhaust their savings while still alive are said to experience financial ruin. These savings are typically grown during the accumulation phase then spent during the retirement decumulation phase. Extensive research into invest-and-harvest decumulation strategies has been conducted, but recommendations differ markedly. This has likely been a source of concern and confusion for the retiree. Our goal is to find what has heretofore been elusive, namely an optimal decumulation strategy. Optimality implies that no alternate strategy exists or can be constructed that delivers a lower probability of ruin, given a fixed inflation-adjusted withdrawal rate.
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中文摘要：
据说，在活着的时候耗尽了积蓄的退休人员会经历财务破产。这些储蓄通常在积累阶段增长，然后在退休递减阶段花费。已经对投资和收获减少策略进行了广泛的研究，但建议明显不同。这可能是退休人员感到担忧和困惑的原因。我们的目标是找到迄今为止一直难以捉摸的东西，即最佳的诽谤策略。最优性意味着，在给定固定的通货膨胀调整后提取率的情况下，不存在或无法构建可提供较低破产概率的替代策略。
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分类信息：

一级分类：Quantitative Finance 数量金融学
二级分类：General Finance 一般财务
分类描述：Development of general quantitative methodologies with applications in finance
通用定量方法的发展及其在金融中的应用
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一级分类：Computer Science 计算机科学
二级分类：Computational Engineering, Finance, and Science 计算工程、金融和科学
分类描述：Covers applications of computer science to the mathematical modeling of complex systems in the fields of science, engineering, and finance. Papers here are interdisciplinary and applications-oriented, focusing on techniques and tools that enable challenging computational simulations to be performed, for which the use of supercomputers or distributed computing platforms is often required. Includes material in ACM Subject Classes J.2, J.3, and J.4 (economics).
涵盖了计算机科学在科学、工程和金融领域复杂系统的数学建模中的应用。这里的论文是跨学科和面向应用的，集中在技术和工具，使挑战性的计算模拟能够执行，其中往往需要使用超级计算机或分布式计算平台。包括ACM学科课程J.2、J.3和J.4（经济学）中的材料。
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一级分类：Mathematics 数学
二级分类：Optimization and Control 优化与控制
分类描述：Operations research, linear programming, control theory, systems theory, optimal control, game theory
运筹学，线性规划，控制论，系统论，最优控制，博弈论
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