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Young, Virginia R.
7
Li, Danping
2
Liang, Xiaoqing
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Liang, Zhibin
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Bayraktar, Erhan
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Insurance / Mathematics & economics
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1
A pair of optimal reinsurance-investment strategies in the two-sided exit framework
Landriault, David
;
Li, Bin
;
Li, Danping
;
Li, Dongchen
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 284-294
Persistent link: https://www.econbiz.de/10011630846
Saved in:
2
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
Saved in:
3
Lifetime ruin under ambiguous hazard rate
Young, Virginia R.
;
Zhang, Yuchong
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 125-134
Persistent link: https://www.econbiz.de/10011597201
Saved in:
4
Minimizing the probability of lifetime drawdown under constant consumption
Angoshtari, Bahman
;
Bayraktar, Erhan
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 210-223
Persistent link: https://www.econbiz.de/10011533908
Saved in:
5
Optimal reinsurance under the mean-variance premium principle to minimize the probability of ruin
Liang, Xiaoqing
;
Liang, Zhibin
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
92
(
2020
),
pp. 128-146
Persistent link: https://www.econbiz.de/10012242047
Saved in:
6
Optimal reinsurance to minimize the probability of drawdown under the mean-variance premium principle
Han, Xia
;
Liang, Zhibin
;
Young, Virginia R.
- In:
Scandinavian actuarial journal
2020
(
2020
)
10
,
pp. 879-903
Persistent link: https://www.econbiz.de/10012313745
Saved in:
7
Rate of convergence of the probability of ruin in the Cramér-Lundberg model to its diffusion approximation
Cohen, Asaf
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 333-340
Persistent link: https://www.econbiz.de/10012294139
Saved in:
8
Optimal reinsurance to minimize the discounted probability of ruin under ambiguity
Li, Danping
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
87
(
2019
),
pp. 143-152
Persistent link: https://www.econbiz.de/10012058937
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