Narrow search
Showing 1 - 8 of 8
Cover Image
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
Cover Image
Hedging life insurance with pure endowments
Bayraktar, Erhan; Young, Virginia R. - In: Insurance / Mathematics & economics 40 (2007) 3, pp. 435-444
Persistent link: https://www.econbiz.de/10003755766
Cover Image
Indifference pricing of pure endowments and life annuities under stochastic hazard and interest rates
Ludkovski, Michael; Young, Virginia R. - In: Insurance / Mathematics & economics 42 (2008) 1, pp. 14-30
Persistent link: https://www.econbiz.de/10003681582
Cover Image
Annuitization and asset allocation
Milevsky, Moshe Arye; Young, Virginia R. - In: Journal of economic dynamics & control 31 (2007) 9, pp. 3138-3177
Persistent link: https://www.econbiz.de/10003516396
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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