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~accessRights:"restricted"
~person:"Young, Virginia R."
~subject:"Portfolio selection"
~subject:"Risiko"
~subject:"USA"
~type_genre:"Article in journal"
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Portfolio selection
Risiko
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Portfolio-Management
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Control theory
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Stochastischer Prozess
7
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7
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5
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Young, Virginia R.
Fabozzi, Frank J.
35
Kang, Sang Hoon
29
Zaremba, Adam
28
Escobar, Marcos
25
Mensi, Walid
23
Tiwari, Aviral Kumar
22
Hammoudeh, Shawkat
21
Yoon, Seong-min
19
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18
Bouri, Elie
17
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17
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17
Auer, Benjamin R.
16
Chen, An
16
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16
Wang, Ruodu
16
Ur Rehman, Mobeen
15
Xuan Vinh Vo
15
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14
Goodell, John W.
14
Li, Duan
14
Shahzad, Syed Jawad Hussain
14
Yao, Haixiang
14
Zagst, Rudi
14
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13
Cui, Xiangyu
13
Dai, Zhifeng
13
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13
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13
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13
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12
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12
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12
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12
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12
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12
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Insurance / Mathematics & economics
11
ASTIN bulletin : the journal of the International Actuarial Association
2
Annals of finance
1
Astin bulletin : the journal of the International Actuarial Association
1
Finance research letters
1
Scandinavian actuarial journal
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ECONIS (ZBW)
17
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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
Stackelberg differential game for reinsurance : mean-variance framework and random horizon
Li, Danping
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 42-55
Persistent link: https://www.econbiz.de/10013271955
Saved in:
4
Bowley solution of a mean-variance game in insurance
Li, Danping
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
98
(
2021
),
pp. 35-43
Persistent link: https://www.econbiz.de/10012545274
Saved in:
5
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:
6
Maximizing expected exponential utility of consumption with a constraint on expected time in poverty
Li, Dongchen
;
Young, Virginia R.
- In:
Annals of finance
16
(
2020
)
1
,
pp. 63-99
Persistent link: https://www.econbiz.de/10012495962
Saved in:
7
Optimal reinsurance to minimize the probability of drawdown under the mean-variance premium principle
Han, Xia
;
Liang, Zhibin
;
Young, Virginia R.
- In:
Scandinavian actuarial journal
2020
(
2020
)
10
,
pp. 879-903
Persistent link: https://www.econbiz.de/10012313745
Saved in:
8
Reaching a bequest goal with life insurance : ambiguity about the risky asset's drift and mortality's hazard rate
Liang, Xiaoqing
;
Young, Virginia R.
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
1
,
pp. 187-221
Persistent link: https://www.econbiz.de/10012194122
Saved in:
9
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:
10
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:
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