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Optimal reinsurance-investment strategy for a dynamic contagion claim model
Cao, Jingyi; Landriault, David; Li, Bin - In: Insurance / Mathematics & economics 93 (2020), pp. 206-215
Persistent link: https://www.econbiz.de/10012294125
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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
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Optimal asset allocation and the real option to delay annuitization : It's not now-or-never
Milevsky, Moshe A. (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001703496
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Optimal investment strategy to minimize the probability of lifetime ruin
Young, Virginia R. - 2004
Persistent link: https://www.econbiz.de/10002121732
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Optimal investment strategy to minimize occupation time
Bayraktar, Erhan; Young, Virginia R. - 2010
Persistent link: https://www.econbiz.de/10003964941
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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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Minimizing the lifetime shortfall or shortfall at death
Bayraktar, Erhan; Young, Virginia R. - In: Insurance / Mathematics & economics 44 (2009) 3, pp. 447-458
Persistent link: https://www.econbiz.de/10009517619
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Proving regularity of the minimal probability of ruin via a game of stopping and control
Bayraktar, Erhan; Young, Virginia R. - In: Finance and stochastics 15 (2011) 4, pp. 785-818
Persistent link: https://www.econbiz.de/10009423263
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Mutual fund theorems when minimizing the probability of lifetime ruin
Bayraktar, Erhan; Young, Virginia R. - In: Finance research letters 5 (2008) 2, pp. 69-78
Persistent link: https://www.econbiz.de/10003751291
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Maximizing utility of consumption subject to a constraint on the probability of lifetime ruin
Bayraktar, Erhan; Young, Virginia R. - In: Finance research letters 5 (2008) 4, pp. 204-212
Persistent link: https://www.econbiz.de/10003786342