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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
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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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Minimizing the lifetime shortfall or shortfall at death
Bayraktar, Erhan; Young, Virginia R. - In: Insurance / Mathematics & economics 44 (2009) 3, pp. 447-458
Persistent link: https://www.econbiz.de/10009517619
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Valuation of mortality risk via the instantaneous Sharpe ratio : applications to life annuities
Bayraktar, Erhan; Milevsky, Moshe Arye; Promislow, S. David - In: Journal of economic dynamics & control 33 (2009) 3, pp. 676-691
Persistent link: https://www.econbiz.de/10003817982
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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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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
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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