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Optimal risk sharing under distorted probabilities
Ludkovski, Michael; Young, Virginia R. - In: Mathematics and financial economics 2 (2009) 2, pp. 87-105
Persistent link: https://www.econbiz.de/10003871600
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Hedging pure endowments with mortality derivatives
Wang, Ting; Young, Virginia R. - In: Insurance / Mathematics & economics 69 (2016), pp. 238-255
Persistent link: https://www.econbiz.de/10011533915
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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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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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Stackelberg reinsurance chain under model ambiguity
Cao, Jingyi; Li, Dongchen; Young, Virginia R.; Zou, Bin - In: Scandinavian actuarial journal 2024 (2024) 4, pp. 329-360
Persistent link: https://www.econbiz.de/10014520548
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Probabilistic bisection with spatial metamodels
Rodriguez, Sergio; Ludkovski, Michael - In: European journal of operational research : EJOR 286 (2020) 2, pp. 588-603
Persistent link: https://www.econbiz.de/10012291550
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Killing the law of large numbers : mortality risk premiums and the sharpe ratio
Milevsky, M. A.; Promislow, S. David; Young, V. R. - In: The journal of risk and insurance : the journal of the … 73 (2006) 4, pp. 673-686
Persistent link: https://www.econbiz.de/10003402083