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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
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Strategic underreporting and optimal deductible insurance
Cao, Jingyi; Li, Dongchen; Young, Virginia R.; Zou, Bin - In: ASTIN bulletin : the journal of the International … 54 (2024) 3, pp. 767-790
Persistent link: https://www.econbiz.de/10015154574
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Reaching a bequest goal with life insurance : ambiguity about the risky asset's drift and mortality's hazard rate
Liang, Xiaoqing; Young, Virginia R. - In: ASTIN bulletin : the journal of the International … 50 (2020) 1, pp. 187-221
Persistent link: https://www.econbiz.de/10012194122
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A simple and nearly optimal investment strategy to minimize the probability of lifetime ruin
Liang, Xiaoqing; Young, Virginia R. - In: ASTIN bulletin : the journal of the International … 52 (2022) 2, pp. 619-643
Persistent link: https://www.econbiz.de/10013270079