//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"restricted"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Minimizing lifetime poverty wi...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
17
Portfolio-Management
17
Theorie
13
Theory
13
Stochastic process
12
Stochastischer Prozess
12
Risiko
10
Risikomodell
10
Risk
10
Risk model
10
Control theory
9
Kontrolltheorie
9
Reinsurance
9
Rückversicherung
9
Game theory
8
Optimal investment
8
Spieltheorie
8
Stochastic control
8
Probability theory
7
Wahrscheinlichkeitsrechnung
7
Altersvorsorge
6
Decision under uncertainty
6
Entscheidung unter Unsicherheit
6
Mathematical programming
6
Mathematische Optimierung
6
Retirement provision
6
Lebensversicherung
5
Life insurance
5
Stackelberg differential game
5
Actuarial mathematics
4
Diffusion approximation
4
Finanzmathematik
4
Free-boundary problem
4
Insurance
4
Mathematical finance
4
Nash equilibrium
4
Nash-Gleichgewicht
4
Optimal reinsurance
4
Probability of lifetime ruin
4
Versicherungsmathematik
4
more ...
less ...
Online availability
All
Undetermined
Free
39
Type of publication
All
Article
68
Type of publication (narrower categories)
All
Article in journal
35
Aufsatz in Zeitschrift
35
Language
All
English
35
Undetermined
33
Author
All
Young, Virginia R.
63
Bayraktar, Erhan
13
Liang, Xiaoqing
8
Li, Dongchen
7
Cohen, Asaf
6
Cao, Jingyi
5
Promislow, S. David
5
Zou, Bin
5
Li, Danping
4
Milevsky, Moshe A.
4
Liang, Zhibin
3
Moore, Kristen S.
3
Wang, Ting
3
Angoshtari, Bahman
2
Browne, Mark J.
2
Egami, Masahiko
2
Wang, Shaun S.
2
Atar, Rami
1
Cecchin, Alekos
1
David Promislow, S.
1
Delarue, François
1
Dolinsky, Yan
1
Frees, Edward W.
1
Han, Xia
1
Hu, Xueying
1
Huang, Huaxiong
1
Jaimungal, Sebastian
1
Ludkovski, Michael
1
Luo, Yu
1
Milevsky, Moshe Arye
1
Panjer, Harry H.
1
Stokes, James
1
Sun, Chuhao
1
Veerapaneni, Shravan
1
Wang, Ruodu
1
Zariphopoulou, Thaleia
1
Zhang, Yuchong
1
Zhao, Tianchen
1
more ...
less ...
Published in...
All
Insurance: Mathematics and Economics
24
Insurance / Mathematics & economics
16
ASTIN bulletin : the journal of the International Actuarial Association
3
Journal of Economic Dynamics and Control
3
Mathematics of operations research
3
North American actuarial journal
3
Finance Research Letters
2
Scandinavian actuarial journal
2
The Geneva Risk and Insurance Review
2
Annals of finance
1
Astin bulletin : the journal of the International Actuarial Association
1
European journal of operational research : EJOR
1
Finance and stochastics
1
Finance research letters
1
Quantitative finance
1
Review of finance : journal of the European Finance Association
1
Social Choice and Welfare
1
Stochastic Processes and their Applications
1
The journal of risk & insurance
1
more ...
less ...
Source
All
ECONIS (ZBW)
35
RePEc
33
Showing
1
-
10
of
68
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Rate of convergence of the probability of ruin in the Cramér-Lundberg model to its diffusion approximation
Cohen, Asaf
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 333-340
Persistent link: https://www.econbiz.de/10012294139
Saved in:
2
Purchasing casualty insurance to avoid lifetime ruin
Young, Virginia R.
- In:
Insurance / Mathematics & economics
77
(
2017
),
pp. 133-142
Persistent link: https://www.econbiz.de/10011783935
Saved in:
3
Target-bequest investment and insurance fund
Young, Virginia R.
- In:
North American actuarial journal
22
(
2018
)
2
,
pp. 182-197
Persistent link: https://www.econbiz.de/10012268005
Saved in:
4
Reinsurance games with two reinsurers : tree versus chain
Cao, Jingyi
;
Li, Dongchen
;
Young, Virginia R.
;
Zou, Bin
- In:
European journal of operational research : EJOR
310
(
2023
)
2
,
pp. 928-941
Persistent link: https://www.econbiz.de/10014340807
Saved in:
5
Reinsurance games with n variance-premium reinsurers : from tree to chain
Cao, Jingyi
;
Li, Dongchen
;
Young, Virginia R.
;
Zou, Bin
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
3
,
pp. 706-728
Persistent link: https://www.econbiz.de/10014342973
Saved in:
6
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
Saved in:
7
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
Saved in:
8
Minimizing the probability of lifetime ruin when shocks might occur : perturbation analysis
Moore, Kristen S.
;
Young, Virginia R.
- In:
North American actuarial journal
20
(
2016
)
1
,
pp. 17-36
Persistent link: https://www.econbiz.de/10011721318
Saved in:
9
Optimality of excess-loss reinsurance under a mean-variance criterion
Li, Danping
;
Li, Dongchen
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
75
(
2017
),
pp. 82-89
Persistent link: https://www.econbiz.de/10011740728
Saved in:
10
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
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->