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Hedging pure endowments with mortality derivatives

Wang, Ting; Young, Virginia R. - In: Insurance / Mathematics & economics 69 (2016), pp. 238-255

Persistent link: https://www.econbiz.de/10011533915

Life insurance purchasing to maximize utility of household consumption

Bayraktar, Erhan; Young, Virginia R. - In: North American actuarial journal 17 (2013) 2, pp. 114-135

Persistent link: https://www.econbiz.de/10010259832

Purchasing life insurance to reach a bequest goal

Bayraktar, Erhan; Promislow, S. David; Young, Virginia R. - In: Insurance / Mathematics & economics 58 (2014), pp. 204-216

Persistent link: https://www.econbiz.de/10010437563

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

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

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

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

Purchasing Life Insurance to Reach a Bequest Goal

Bayraktar, Erhan - 2014

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, such as a 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/10013058347

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

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