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~person:"Young, Virginia R."
~subject:"Stochastic control"
~type_genre:"Article in journal"
~type_genre:"Forschungsbericht"
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Stochastic control
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Young, Virginia R.
Bayraktar, Erhan
2
Bi, Junna
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Björk, Tomas
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Liang, Xiaoqing
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Insurance / Mathematics & economics
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1
Annuitization and asset allocation under exponential utility
Liang, Xiaoqing
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 167-183
Persistent link: https://www.econbiz.de/10011825434
Saved in:
2
Minimizing the probability of ruin : optimal per-loss reinsurance
Liang, Xiaoqing
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
82
(
2018
),
pp. 181-190
Persistent link: https://www.econbiz.de/10011929867
Saved in:
3
Purchasing casualty insurance to avoid lifetime ruin
Young, Virginia R.
- In:
Insurance / Mathematics & economics
77
(
2017
),
pp. 133-142
Persistent link: https://www.econbiz.de/10011783935
Saved in:
4
Minimizing lifetime poverty with a penalty for bankruptcy
Cohen, Asaf
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 156-167
Persistent link: https://www.econbiz.de/10011530945
Saved in:
5
Optimally investing to reach a bequest goal
Bayraktar, Erhan
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 1-10
Persistent link: https://www.econbiz.de/10011597071
Saved in:
6
Lifetime ruin under ambiguous hazard rate
Young, Virginia R.
;
Zhang, Yuchong
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 125-134
Persistent link: https://www.econbiz.de/10011597201
Saved in:
7
Minimizing the expected lifetime spent in drawdown under proportional consumption
Angoshtari, Bahman
;
Bayraktar, Erhan
;
Young, Virginia R.
- In:
Finance research letters
15
(
2015
),
pp. 106-114
Persistent link: https://www.econbiz.de/10011552995
Saved in:
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