pith. sign in

Virginia R. Young

Identifiers

  • name variant Virginia R. Young 0.60 · backfill

Papers (24)

  1. Optimal Dividend Distribution Under Drawdown and Ratcheting Constraints on Dividend Rates q-fin.MF · 2018 · author #3
  2. Optimality of Excess-Loss Reinsurance under a Mean-Variance Criterion q-fin.RM · 2017 · author #3
  3. Minimizing Lifetime Poverty with a Penalty for Bankruptcy q-fin.PM · 2015 · author #2
  4. Minimizing the Expected Lifetime Spent in Drawdown under Proportional Consumption q-fin.PM · 2015 · author #3
  5. Minimizing the Probability of Lifetime Drawdown under Constant Consumption q-fin.PM · 2015 · author #3
  6. Annuitization and asset allocation q-fin.PM · 2015 · author #2
  7. Optimal Investment to Minimize the Probability of Drawdown q-fin.MF · 2015 · author #3
  8. Purchasing Term Life Insurance to Reach a Bequest Goal: Time-Dependent Case q-fin.MF · 2015 · author #2
  9. Optimally Investing to Reach a Bequest Goal q-fin.MF · 2015 · author #2
  10. Maximizing Utility of Consumption Subject to a Constraint on the Probability of Lifetime Ruin q-fin.PM · 2012 · author #2
  11. Life Insurance Purchasing to Maximize Utility of Household Consumption q-fin.PM · 2012 · author #2
  12. Hedging Pure Endowments with Mortality Derivatives q-fin.PR · 2010 · author #2
  13. Minimizing the Probability of Lifetime Ruin under Stochastic Volatility q-fin.PM · 2010 · author #3
  14. Optimal Reversible Annuities to Minimize the Probability of Lifetime Ruin q-fin.RM · 2010 · author #2
  15. Minimizing the Probability of Ruin when Consumption is Ratcheted q-fin.RM · 2008 · author #2
  16. Optimal Investment Strategy to Minimize Occupation Time q-fin.PM · 2008 · author #2
  17. Financial Valuation of Mortality Risk via the Instantaneous Sharpe Ratio: Applications to Pricing Pure Endowments q-fin.PR · 2007 · author #3
  18. Pricing Life Insurance under Stochastic Mortality via the Instantaneous Sharpe Ratio: Theorems and Proofs q-fin.PR · 2007 · author #1
  19. Mutual Fund Theorems when Minimizing the Probability of Lifetime Ruin q-fin.PM · 2007 · author #2
  20. Proving Regularity of the Minimal Probability of Ruin via a Game of Stopping and Control q-fin.PM · 2007 · author #2
  21. Optimal Deferred Life Annuities to Minimize the Probability of Lifetime Ruin math.OC · 2007 · author #2
  22. Minimizing the Probability of Lifetime Ruin under Borrowing Constraints math.OC · 2007 · author #2
  23. Correspondence between Lifetime Minimum Wealth and Utility of Consumption math.OC · 2007 · author #2
  24. 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