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subject:"Portfolio-Management"
type_genre:"Article in journal"
~person:"Young, Virginia R."
~type_genre:"Case study"
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Portfolio-Management
Theorie
30
Theory
30
Portfolio selection
12
Altersvorsorge
7
Retirement provision
7
Risikomodell
6
Risk model
6
Lebensversicherung
4
Life insurance
4
Mortality
4
Reinsurance
4
Rückversicherung
4
Sterblichkeit
4
Erwartungsnutzen
3
Expected utility
3
Financial investment
3
Finanzmathematik
3
Incomplete market
3
Kapitalanlage
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Mathematical finance
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Probability of lifetime ruin
3
Probability theory
3
Stochastic process
3
Stochastischer Prozess
3
Unvollkommener Markt
3
Wahrscheinlichkeitsrechnung
3
Adverse Selektion
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Adverse selection
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Consumer behaviour
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Derivat
2
Derivative
2
Diffusion approximation
2
Economics of insurance
2
Erbe
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Inheritance
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Insurance market
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Insurance premium
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Young, Virginia R.
Fabozzi, Frank J.
41
Korn, Ralf
29
Escobar, Marcos
26
Li, Duan
25
Wong, Wing Keung
25
Zagst, Rudi
21
Markowitz, Harry
20
Prigent, Jean-Luc
20
Wang, Ruodu
18
Forsyth, Peter A.
17
Wong, Hoi Ying
17
Gollier, Christian
16
Post, Thierry
16
Jarrow, Robert A.
15
Levy, Haim
15
Li, Zhongfei
15
Lioui, Abraham
15
Platen, Eckhard
15
Vanduffel, Steven
15
Yao, Haixiang
15
Chen, Zhiping
14
Cui, Xiangyu
14
Cvitanić, Jakša
14
Liang, Zongxia
14
Rüschendorf, Ludger
14
Kwon, Roy H.
13
Sass, Jörn
13
Siu, Tak Kuen
13
Zeng, Yan
13
Zhou, Guofu
13
Dai, Min
12
Guerard, John Baynard
12
Kim, Woo Chang
12
Koo, Hyeng-keun
12
Kraft, Holger
12
Li, Xun
12
Lo, Andrew W.
12
Maurer, Raimond
12
Račev, Svetlozar T.
12
Schenk-Hoppé, Klaus Reiner
12
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Insurance / Mathematics & economics
6
ASTIN bulletin : the journal of the International Actuarial Association
1
Annals of operations research
1
Astin bulletin : the journal of the International Actuarial Association
1
Finance and stochastics
1
Finance research letters
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
12
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1
Annuitizing at a bounded, absolutely continuous rate to minimize the probability of lifetime ruin
Liang, Xiaoqing
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
112
(
2023
),
pp. 80-96
Persistent link: https://www.econbiz.de/10014446728
Saved in:
2
A simple and nearly optimal investment strategy to minimize the probability of lifetime ruin
Liang, Xiaoqing
;
Young, Virginia R.
- In:
ASTIN bulletin : the journal of the International …
52
(
2022
)
2
,
pp. 619-643
Persistent link: https://www.econbiz.de/10013270079
Saved in:
3
Optimal reinsurance under the mean-variance premium principle to minimize the probability of ruin
Liang, Xiaoqing
;
Liang, Zhibin
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
92
(
2020
),
pp. 128-146
Persistent link: https://www.econbiz.de/10012242047
Saved in:
4
Minimizing the probability of lifetime ruin : two riskless assets with transaction costs
Liang, Xiaoqing
;
Young, Virginia R.
- In:
Astin bulletin : the journal of the International …
49
(
2019
)
3
,
pp. 847-883
Persistent link: https://www.econbiz.de/10012125302
Saved in:
5
Optimal reinsurance to minimize the discounted probability of ruin under ambiguity
Li, Danping
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
87
(
2019
),
pp. 143-152
Persistent link: https://www.econbiz.de/10012058937
Saved in:
6
Optimality of excess-loss reinsurance under a mean-variance criterion
Li, Danping
;
Li, Dongchen
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
75
(
2017
),
pp. 82-89
Persistent link: https://www.econbiz.de/10011740728
Saved in:
7
Hedging pure endowments with mortality derivatives
Wang, Ting
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 238-255
Persistent link: https://www.econbiz.de/10011533915
Saved in:
8
Proving regularity of the minimal probability of ruin via a game of stopping and control
Bayraktar, Erhan
;
Young, Virginia R.
- In:
Finance and stochastics
15
(
2011
)
4
,
pp. 785-818
Persistent link: https://www.econbiz.de/10009423263
Saved in:
9
Optimal investment strategy to minimize occupation time
Bayraktar, Erhan
;
Young, Virginia R.
-
2010
Persistent link: https://www.econbiz.de/10003964941
Saved in:
10
Minimizing the lifetime shortfall or shortfall at death
Bayraktar, Erhan
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
44
(
2009
)
3
,
pp. 447-458
Persistent link: https://www.econbiz.de/10009517619
Saved in:
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