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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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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
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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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Indifference pricing of pure endowments and life annuities under stochastic hazard and interest rates
Ludkovski, Michael; Young, Virginia R. - In: Insurance / Mathematics & economics 42 (2008) 1, pp. 14-30
Persistent link: https://www.econbiz.de/10003681582
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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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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
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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
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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
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Annuitization and asset allocation under exponential utility
Liang, Xiaoqing; Young, Virginia R. - In: Insurance / Mathematics & economics 79 (2018), pp. 167-183
Persistent link: https://www.econbiz.de/10011825434
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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