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~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Theorie
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Theory
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27
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27
Stochastic process
13
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12
Retirement provision
12
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Entscheidung unter Unsicherheit
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Bequest motive
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Diffusion approximation
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Young, Virginia R.
13
Bayraktar, Erhan
6
Liang, Xiaoqing
3
Angoshtari, Bahman
2
Cohen, Asaf
1
Han, Xia
1
Hu, Xueying
1
Liang, Zhibin
1
Ludkovski, Michael
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Insurance / Mathematics & economics
8
ASTIN bulletin : the journal of the International Actuarial Association
1
Annals of finance
1
Finance research letters
1
Journal of economic dynamics & control
1
Scandinavian actuarial journal
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ECONIS (ZBW)
13
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
Pricing options in incomplete equity markets via the instantaneous Sharpe ratio
Bayraktar, Erhan
;
Young, Virginia R.
- In:
Annals of finance
4
(
2008
)
4
,
pp. 399-429
Persistent link: https://www.econbiz.de/10003737188
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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
Saved in:
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