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Showing 11 - 20 of 204
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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. 14-31
Persistent link: https://www.econbiz.de/10008886719
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Explaining insurance policy provisions via adverse selection
Young, Virginia R. - In: The Geneva papers on risk and insurance theory 22 (1997) 2, pp. 121-134
Persistent link: https://www.econbiz.de/10001337065
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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
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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
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Minimizing the probability of lifetime ruin : two riskless assets with transaction costs
Liang, Xiaoqing; Young, Virginia R. - In: Astin bulletin : the journal of the International … 49 (2019) 3, pp. 847-883
Persistent link: https://www.econbiz.de/10012125302
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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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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
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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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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
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Optimal purchasing of deferred income annuities when payout yields are mean-reverting
Huang, Huaxiong; Milevsky, Moshe Arye; Young, Virginia R. - In: Review of finance : journal of the European Finance … 21 (2017) 1, pp. 327-361
Persistent link: https://www.econbiz.de/10011778596