//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Theorie"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Pricing in an incomplete marke...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
Theory
31
Portfolio selection
27
Portfolio-Management
27
Stochastic process
13
Stochastischer Prozess
13
Altersvorsorge
12
Retirement provision
12
Control theory
10
Kontrolltheorie
10
Reinsurance
10
Rückversicherung
10
Optimal investment
9
Risikomodell
9
Risk model
9
Stochastic control
9
Finanzmathematik
8
Lebensversicherung
8
Life insurance
8
Mathematical finance
8
Financial investment
7
Kapitalanlage
7
Mortality
7
Probability theory
7
Stackelberg differential game
7
Sterblichkeit
7
Wahrscheinlichkeitsrechnung
7
Game theory
6
Risiko
6
Risk
6
Spieltheorie
6
Decision under uncertainty
5
Entscheidung unter Unsicherheit
5
Bequest motive
4
Diffusion approximation
4
Erbe
4
Erwartungsnutzen
4
Expected utility
4
Free-boundary problem
4
Inheritance
4
more ...
less ...
Online availability
All
Undetermined
10
Type of publication
All
Article
29
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
29
Aufsatz in Zeitschrift
29
Graue Literatur
2
Non-commercial literature
2
Arbeitspapier
1
Working Paper
1
Language
All
English
31
Author
All
Young, Virginia R.
31
Bayraktar, Erhan
10
Liang, Xiaoqing
5
Promislow, S. David
4
Browne, Mark Joseph
2
Li, Danping
2
Liang, Zhibin
2
Ludkovski, Michael
2
Milevsky, Moshe Arye
2
Moore, Kristen S.
2
Wang, Ting
2
Hu, Xueying
1
Li, Dongchen
1
Milevsky, Moshe A.
1
Wang, Ruodu
1
Zariphopoulou-Souganidis, Thaleia
1
more ...
less ...
Institution
All
Pensions Institute
1
Published in...
All
Insurance / Mathematics & economics
11
North American actuarial journal
3
The Geneva papers on risk and insurance theory
2
The journal of risk and insurance : the journal of the American Risk and Insurance Association
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Annals of finance
1
Annals of operations research
1
Astin bulletin : the journal of the International Actuarial Association
1
Discussion paper / The Pensions Institute, Cass Business School, City University
1
Finance : revue de l'Association Française de Finance
1
Finance and stochastics
1
Finance research letters
1
Journal of economic dynamics & control
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematics and financial economics
1
Social choice and welfare
1
Special issue on asymmetric information
1
more ...
less ...
Source
All
ECONIS (ZBW)
31
Showing
1
-
10
of
31
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Insurance rate changing : a fuzzy logic approach
Young, Virginia R.
- In:
The journal of risk and insurance : the journal of the …
63
(
1996
)
3
,
pp. 461-484
Persistent link: https://www.econbiz.de/10001205912
Saved in:
2
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
Saved in:
3
Ex post moral hazard and Bayesian learning in insurance
Ludkovski, Michael
;
Young, Virginia R.
- In:
The journal of risk and insurance : the journal of the …
77
(
2010
)
4
,
pp. 829-856
Persistent link: https://www.econbiz.de/10008798294
Saved in:
4
Asset allocation and annuity-purchase strategies to minimize the probability of financial ruin
Milevsky, Moshe Arye
;
Moore, Kristen S.
;
Young, Virginia R.
- In:
Mathematical finance : an international journal of …
16
(
2006
)
4
,
pp. 647-671
Persistent link: https://www.econbiz.de/10003394186
Saved in:
5
Optimal investment strategy to minimize occupation time
Bayraktar, Erhan
;
Young, Virginia R.
-
2010
Persistent link: https://www.econbiz.de/10003964941
Saved in:
6
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
Saved in:
7
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:
8
Purchasing term life insurance to reach a bequest goal : time-dependent case
Bayraktar, Erhan
;
Promislow, S. David
;
Young, Virginia R.
- In:
North American actuarial journal
19
(
2015
)
3
,
pp. 224-236
Persistent link: https://www.econbiz.de/10011420868
Saved in:
9
Life insurance purchasing to maximize utility of household consumption
Bayraktar, Erhan
;
Young, Virginia R.
- In:
North American actuarial journal
17
(
2013
)
2
,
pp. 114-135
Persistent link: https://www.econbiz.de/10010259832
Saved in:
10
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
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->