Narrow search
Showing 41 - 50 of 204
Cover Image
Annuitization and asset allocation
Milevsky, Moshe Arye; Young, Virginia R. - In: Journal of economic dynamics & control 31 (2007) 9, pp. 3138-3177
Persistent link: https://www.econbiz.de/10003516396
Cover Image
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
Cover Image
Correspondence between lifetime minimum wealth and utility of consumption
Bayraktar, Erhan; Young, Virginia R. - In: Finance and stochastics 11 (2007) 2, pp. 213-236
Persistent link: https://www.econbiz.de/10003439759
Cover Image
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
Cover Image
Minimizing the probability of lifetime ruin under borrowing constraints
Bayraktar, Erhan; Young, Virginia R. - In: Insurance / Mathematics & economics 41 (2007) 1, pp. 196-221
Persistent link: https://www.econbiz.de/10003755696
Cover Image
Asymptotic analysis of a Stackelberg differential game for insurance under model ambiguity
Cao, Jingyi; Young, Virginia R. - In: Scandinavian actuarial journal 2023 (2023) 6, pp. 598-623
Persistent link: https://www.econbiz.de/10014383863
Cover Image
Approximating the classical risk process by stable Lévy motion
Cao, Jingyi; Young, Virginia R. - In: Scandinavian actuarial journal 2023 (2023) 7, pp. 679-707
Persistent link: https://www.econbiz.de/10014383892
Cover Image
Stackelberg differential game for insurance under model ambiguity : general divergence
Cao, Jingyi; Li, Dongchen; Young, Virginia R.; Zou, Bin - In: Scandinavian actuarial journal 2023 (2023) 7, pp. 735-763
Persistent link: https://www.econbiz.de/10014383896
Cover Image
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
Cover Image
Bowley solution of a mean-variance game in insurance
Li, Danping; Young, Virginia R. - In: Insurance / Mathematics & economics 98 (2021), pp. 35-43
Persistent link: https://www.econbiz.de/10012545274