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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

A simple and nearly optimal investment strategy to minimize the probability of lifetime ruin

Liang, Xiaoqing; Young, Virginia R. - In: ASTIN bulletin : the journal of the International … 52 (2022) 2, pp. 619-643

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Optimal reinsurance under the mean-variance premium principle to minimize the probability of ruin

Liang, Xiaoqing; Liang, Zhibin; Young, Virginia R. - In: Insurance / Mathematics & economics 92 (2020), pp. 128-146

Persistent link: https://www.econbiz.de/10012242047

Lifetime ruin under ambiguous hazard rate

Young, Virginia R.; Zhang, Yuchong - In: Insurance / Mathematics & economics 70 (2016), pp. 125-134

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Optimal reinsurance to minimize the discounted probability of ruin under ambiguity

Li, Danping; Young, Virginia R. - In: Insurance / Mathematics & economics 87 (2019), pp. 143-152

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Minimizing the probability of ruin : optimal per-loss reinsurance

Liang, Xiaoqing; Young, Virginia R. - In: Insurance / Mathematics & economics 82 (2018), pp. 181-190

Persistent link: https://www.econbiz.de/10011929867

Optimal reinsurance to minimize the probability of drawdown under the mean-variance premium principle

Han, Xia; Liang, Zhibin; Young, Virginia R. - In: Scandinavian actuarial journal 2020 (2020) 10, pp. 879-903

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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

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Commodities, energy and environmental finance

Aïd, René (ed.); Ludkovski, Michael (ed.); … - 2015

"This volume is a collection of chapters covering the latest developments in applications of financial mathematics and statistics to topics in energy, commodity financial markets and environmental economics. The research presented is based on the presentations and discussions that took place...

Persistent link: https://www.econbiz.de/10013409624