Virginia R. Young
Virginia R. Young
Department of Mathematics, University of Michigan
Verified email at umich.edu
Title
Cited by
Cited by
Year
Axiomatic characterization of insurance prices
SS Wang, VR Young, HH Panjer
Insurance: Mathematics and economics 21 (2), 173-183, 1997
5921997
Annuitization and asset allocation
MA Milevsky, VR Young
Journal of Economic Dynamics and Control 31 (9), 3138-3177, 2007
2842007
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
2562005
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
1911998
Premium principles
VR Young
Wiley StatsRef: Statistics Reference Online, 2014
1902014
Fuzzy subsethood
VR Young
Fuzzy sets and systems 77 (3), 371-384, 1996
1871996
Optimal insurance under Wang’s premium principle
VR Young
Insurance: Mathematics and Economics 25 (2), 109-122, 1999
1661999
Optimal investment strategy to minimize the probability of lifetime ruin
VR Young
North American Actuarial Journal 8 (4), 106-126, 2004
1372004
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
1162000
Pricing dynamic insurance risks using the principle of equivalent utility
VR Young, T Zariphopoulou
Scandinavian Actuarial Journal 2002 (4), 246-279, 2002
1152002
A longitudinal data analysis interpretation of credibility models
EW Frees, VR Young, Y Luo
Insurance: Mathematics and Economics 24 (3), 229-247, 1999
1141999
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
1012006
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
882006
Optimal asset allocation and the real option to delay annuitization: It's not now-or-never
MA Milevsky, VR Young
Pensions Institute, 2002
752002
Insurance rate changing: a fuzzy logic approach
VR Young
Journal of Risk and Insurance, 461-484, 1996
731996
Case studies using panel data models
EW Frees, VR Young, Y Luo
North American Actuarial Journal 5 (4), 24-42, 2001
722001
Minimizing the probability of lifetime ruin under borrowing constraints
E Bayraktar, VR Young
Insurance: Mathematics and Economics 41 (1), 196-221, 2007
662007
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
642009
Equity-indexed life insurance: pricing and reserving using the principle of equivalent utility
VR Young
North American Actuarial Journal 7 (1), 68-86, 2003
642003
The timing of annuitization: Investment dominance and mortality risk
MA Milevsky, VR Young
Insurance: Mathematics and Economics 40 (1), 135-144, 2007
622007
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Articles 1–20