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Optimal commutable annuities to minimize the probability of lifetime ruin
Wang, Ting; Young, Virginia R. - In: Insurance / Mathematics & economics 50 (2012) 1, pp. 200-216
Persistent link: https://www.econbiz.de/10009501685
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Maximizing the utility of consumption with commutable life annuities
Wang, Ting; Young, Virginia R. - In: Insurance / Mathematics & economics 51 (2012) 2, pp. 352-369
Persistent link: https://www.econbiz.de/10009669576
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Minimizing the probability of lifetime ruin under stochastic volatility
Bayraktar, Erhan; Hu, Xueying; Young, Virginia R. - In: Insurance / Mathematics & economics 49 (2011) 2, pp. 194-206
Persistent link: https://www.econbiz.de/10009242040
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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
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Annuitizing at a bounded, absolutely continuous rate to minimize the probability of lifetime ruin
Liang, Xiaoqing; Young, Virginia R. - In: Insurance / Mathematics & economics 112 (2023), pp. 80-96
Persistent link: https://www.econbiz.de/10014446728