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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
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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
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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
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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
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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
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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
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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
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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
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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
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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