Suivre
Virginia R. Young
Virginia R. Young
Department of Mathematics, University of Michigan
Adresse e-mail validée de umich.edu
Titre
Citée par
Citée par
Année
Axiomatic characterization of insurance prices
SS Wang, VR Young, HH Panjer
Insurance: Mathematics and economics 21 (2), 173-183, 1997
7091997
Minimizing the probability of ruin when claims follow Brownian motion with drift
S David Promislow, VR Young
North American Actuarial Journal 9 (3), 110-128, 2005
3422005
Annuitization and asset allocation
MA Milevsky, VR Young
Journal of Economic Dynamics and Control 31 (9), 3138-3177, 2007
3312007
Marketing champions: practical strategies for improving marketing's power, influence, and business impact
RA Young, AM Weiss, DW Stewart
John Wiley & Sons, 2006
2962006
Ordering risks: Expected utility theory versus Yaari's dual theory of risk
SS Wang, VR Young
Insurance: Mathematics and Economics 22 (2), 145-161, 1998
2221998
Fuzzy subsethood
VR Young
Fuzzy sets and systems 77 (3), 371-384, 1996
2171996
Optimal insurance under Wang’s premium principle
VR Young
Insurance: Mathematics and Economics 25 (2), 109-122, 1999
1961999
Optimal investment strategy to minimize the probability of lifetime ruin
VR Young
North American Actuarial Journal 8 (4), 106-126, 2004
1442004
Comonotonicity and maximal stop-loss premiums
J Dhaene, S Wang, VR Young, M Goovaerts
Bulletin of the Swiss Association of Actuaries 2, 99-113, 2000
1362000
A longitudinal data analysis interpretation of credibility models
EW Frees, VR Young, Y Luo
Insurance: Mathematics and Economics 24 (3), 229-247, 1999
1301999
Pricing dynamic insurance risks using the principle of equivalent utility
VR Young, T Zariphopoulou
Scandinavian Actuarial Journal 2002 (4), 246-279, 2002
1272002
Asset allocation and annuity‐purchase strategies to minimize the probability of financial ruin
MA Milevsky, KS Moore, VR Young
Mathematical Finance 16 (4), 647-671, 2006
1142006
Killing the law of large numbers: Mortality risk premiums and the sharpe ratio
MA Milevsky, SD Promislow, VR Young
Journal of Risk and Insurance 73 (4), 673-686, 2006
1062006
Insurance rate changing: a fuzzy logic approach
VR Young
Journal of Risk and Insurance, 461-484, 1996
861996
Case studies using panel data models
EW Frees, VR Young, Y Luo
North American Actuarial Journal 5 (4), 24-42, 2001
842001
Indifference prices of structured catastrophe (CAT) bonds
M Egami, VR Young
Insurance: Mathematics and Economics 42 (2), 771-778, 2008
812008
Valuation of mortality risk via the instantaneous Sharpe ratio: applications to life annuities
E Bayraktar, MA Milevsky, SD Promislow, VR Young
Journal of Economic Dynamics and Control 33 (3), 676-691, 2009
782009
Optimal asset allocation and the real option to delay annuitization: It's not now-or-never
MA Milevsky, VR Young
Pensions Institute, 2002
782002
Optimal insurance in a continuous-time model
KS Moore, VR Young
Insurance: Mathematics and Economics 39 (1), 47-68, 2006
752006
Equity-indexed life insurance: pricing and reserving using the principle of equivalent utility
VR Young
North American Actuarial Journal 7 (1), 68-86, 2003
732003
Le système ne peut pas réaliser cette opération maintenant. Veuillez réessayer plus tard.
Articles 1–20