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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 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
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Purchasing life insurance to reach a bequest goal
Bayraktar, Erhan; Promislow, S. David; Young, Virginia R. - In: Insurance / Mathematics & economics 58 (2014), pp. 204-216
Persistent link: https://www.econbiz.de/10010437563
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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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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
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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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Mutual fund theorems when minimizing the probability of lifetime ruin
Bayraktar, Erhan; Young, Virginia R. - In: Finance research letters 5 (2008) 2, pp. 69-78
Persistent link: https://www.econbiz.de/10003751291
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Optimal investment strategy to minimize the probability of lifetime ruin
Young, Virginia R. - 2004
Persistent link: https://www.econbiz.de/10002121732
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Pricing insurance via stochastic control : optimal consumption and terminal wealth
Young, Virginia R.; Zariphopoulou-Souganidis, Thaleia - In: Finance : revue de l'Association Française de Finance 25 (2004) Numéro hors séries, pp. 141-155
Persistent link: https://www.econbiz.de/10002877409
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Optimal asset allocation and the real option to delay annuitization : It's not now-or-never
Milevsky, Moshe A. (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001703496