Virginia R. Young
Identifiers
- name variant Virginia R. Young 0.60 · backfill
Papers (24)
- Optimal Dividend Distribution Under Drawdown and Ratcheting Constraints on Dividend Rates q-fin.MF · 2018 · author #3
- Optimality of Excess-Loss Reinsurance under a Mean-Variance Criterion q-fin.RM · 2017 · author #3
- Minimizing Lifetime Poverty with a Penalty for Bankruptcy q-fin.PM · 2015 · author #2
- Minimizing the Expected Lifetime Spent in Drawdown under Proportional Consumption q-fin.PM · 2015 · author #3
- Minimizing the Probability of Lifetime Drawdown under Constant Consumption q-fin.PM · 2015 · author #3
- Annuitization and asset allocation q-fin.PM · 2015 · author #2
- Optimal Investment to Minimize the Probability of Drawdown q-fin.MF · 2015 · author #3
- Purchasing Term Life Insurance to Reach a Bequest Goal: Time-Dependent Case q-fin.MF · 2015 · author #2
- Optimally Investing to Reach a Bequest Goal q-fin.MF · 2015 · author #2
- Maximizing Utility of Consumption Subject to a Constraint on the Probability of Lifetime Ruin q-fin.PM · 2012 · author #2
- Life Insurance Purchasing to Maximize Utility of Household Consumption q-fin.PM · 2012 · author #2
- Hedging Pure Endowments with Mortality Derivatives q-fin.PR · 2010 · author #2
- Minimizing the Probability of Lifetime Ruin under Stochastic Volatility q-fin.PM · 2010 · author #3
- Optimal Reversible Annuities to Minimize the Probability of Lifetime Ruin q-fin.RM · 2010 · author #2
- Minimizing the Probability of Ruin when Consumption is Ratcheted q-fin.RM · 2008 · author #2
- Optimal Investment Strategy to Minimize Occupation Time q-fin.PM · 2008 · author #2
- Financial Valuation of Mortality Risk via the Instantaneous Sharpe Ratio: Applications to Pricing Pure Endowments q-fin.PR · 2007 · author #3
- Pricing Life Insurance under Stochastic Mortality via the Instantaneous Sharpe Ratio: Theorems and Proofs q-fin.PR · 2007 · author #1
- Mutual Fund Theorems when Minimizing the Probability of Lifetime Ruin q-fin.PM · 2007 · author #2
- Proving Regularity of the Minimal Probability of Ruin via a Game of Stopping and Control q-fin.PM · 2007 · author #2
- Optimal Deferred Life Annuities to Minimize the Probability of Lifetime Ruin math.OC · 2007 · author #2
- Minimizing the Probability of Lifetime Ruin under Borrowing Constraints math.OC · 2007 · author #2
- Correspondence between Lifetime Minimum Wealth and Utility of Consumption math.OC · 2007 · author #2
- Pricing Options in Incomplete Equity Markets via the Instantaneous Sharpe Ratio math.OC · 2007 · author #2
Mentions
- 1206.6268 #2 · backfill · confidence 0.70 Virginia R. Young
- 1205.5958 #2 · backfill · confidence 0.70 Virginia R. Young
- 1011.0248 #2 · backfill · confidence 0.70 Virginia R. Young
- 1003.4216 #3 · backfill · confidence 0.70 Virginia R. Young
- 1001.4270 #2 · backfill · confidence 0.70 Virginia R. Young
- 0806.2358 #2 · backfill · confidence 0.70 Virginia R. Young
- 0805.3981 #2 · backfill · confidence 0.70 Virginia R. Young
- 0705.1302 #3 · backfill · confidence 0.70 Virginia R. Young
- 0705.1297 #1 · backfill · confidence 0.70 Virginia R. Young
- 0705.0053 #2 · backfill · confidence 0.70 Virginia R. Young
- 0704.2244 #2 · backfill · confidence 0.70 Virginia R. Young
Frequent Coauthors
- Erhan Bayraktar 17 shared papers
- Bahman Angoshtari 4 shared papers
- Moshe A. Milevsky 2 shared papers
- Ting Wang 2 shared papers
- Asaf Cohen 1 shared papers
- Danping Li 1 shared papers
- David Promislow 1 shared papers
- Dongchen Li 1 shared papers
- S. David Promislow 1 shared papers
- Xueying Hu 1 shared papers