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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
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Optimal purchasing of deferred income annuities when payout yields are mean-reverting
Huang, Huaxiong; Milevsky, Moshe Arye; Young, Virginia R. - In: Review of finance : journal of the European Finance … 21 (2017) 1, pp. 327-361
Persistent link: https://www.econbiz.de/10011778596
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Optimal asset allocation and the real option to delay annuitization : It's not now-or-never
Milevsky, Moshe A. (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001703496
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Optimal investment strategy to minimize the probability of lifetime ruin
Young, Virginia R. - 2004
Persistent link: https://www.econbiz.de/10002121732
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Optimal commutable annuities to minimize the probability of lifetime ruin
Wang, Ting; Young, Virginia R. - In: Insurance / Mathematics & economics 50 (2012) 1, pp. 200-216
Persistent link: https://www.econbiz.de/10009501685
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Maximizing the utility of consumption with commutable life annuities
Wang, Ting; Young, Virginia R. - In: Insurance / Mathematics & economics 51 (2012) 2, pp. 352-369
Persistent link: https://www.econbiz.de/10009669576
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Minimizing the probability of lifetime ruin under stochastic volatility
Bayraktar, Erhan; Hu, Xueying; Young, Virginia R. - In: Insurance / Mathematics & economics 49 (2011) 2, pp. 194-206
Persistent link: https://www.econbiz.de/10009242040
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Asset allocation and annuity-purchase strategies to minimize the probability of financial ruin
Milevsky, Moshe Arye; Moore, Kristen S.; Young, Virginia R. - In: Mathematical finance : an international journal of … 16 (2006) 4, pp. 647-671
Persistent link: https://www.econbiz.de/10003394186
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Minimizing the probability of lifetime ruin under borrowing constraints
Bayraktar, Erhan; Young, Virginia R. - In: Insurance / Mathematics & economics 41 (2007) 1, pp. 196-221
Persistent link: https://www.econbiz.de/10003755696
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Minimizing the probability of lifetime ruin when shocks might occur : perturbation analysis
Moore, Kristen S.; Young, Virginia R. - In: North American actuarial journal 20 (2016) 1, pp. 17-36
Persistent link: https://www.econbiz.de/10011721318