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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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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
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Correspondence between lifetime minimum wealth and utility of consumption
Bayraktar, Erhan; Young, Virginia R. - In: Finance and stochastics 11 (2007) 2, pp. 213-236
Persistent link: https://www.econbiz.de/10003439759
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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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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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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
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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
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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
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Minimizing the expected lifetime spent in drawdown under proportional consumption
Angoshtari, Bahman; Bayraktar, Erhan; Young, Virginia R. - In: Finance research letters 15 (2015), pp. 106-114
Persistent link: https://www.econbiz.de/10011552995