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~person:"Young, Virginia R."
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Young, Virginia R.
Stein, Jerome L.
44
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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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
Minimizing the probability of lifetime drawdown under constant consumption
Angoshtari, Bahman
;
Bayraktar, Erhan
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 210-223
Persistent link: https://www.econbiz.de/10011533908
Saved in:
8
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:
9
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:
10
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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