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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

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

Decomposition properties of dual choice functionals

Promislow, S. David; Young, Virginia R. - In: Social choice and welfare 20 (2003) 2, pp. 189-201

Persistent link: https://www.econbiz.de/10001742388

Killing the law of large numbers : mortality risk premiums and the sharpe ratio

Milevsky, M. A.; Promislow, S. David; Young, V. R. - In: The journal of risk and insurance : the journal of the … 73 (2006) 4, pp. 673-686

Persistent link: https://www.econbiz.de/10003402083

Purchasing life insurance to reach a bequest goal

Bayraktar, Erhan; Promislow, S. David; Young, Virginia R. - In: Insurance: Mathematics and Economics 58 (2014) C, pp. 204-216

We determine how an individual can use life insurance to meet a bequest goal. We assume that the individual’s consumption is met by an income from a job, pension, life annuity, or Social Security. Then, we consider the wealth that the individual wants to devote towards heirs (separate from any...

Persistent link: https://www.econbiz.de/10010930896

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

Hedging life insurance with pure endowments

Bayraktar, Erhan; Young, Virginia R. - In: Insurance / Mathematics & economics 40 (2007) 3, pp. 435-444

Persistent link: https://www.econbiz.de/10003755766

Maximizing utility of consumption subject to a constraint on the probability of lifetime ruin

Bayraktar, Erhan; Young, Virginia R. - In: Finance research letters 5 (2008) 4, pp. 204-212

Persistent link: https://www.econbiz.de/10003786342

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

Optimal investment strategy to minimize occupation time

Bayraktar, Erhan; Young, Virginia R. - 2010

Persistent link: https://www.econbiz.de/10003964941

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