Zouhair, Walid; Leiva, Hugo Controllability of suspension bridge model proposed by Lazer and McKenna under the influence of impulses, delays, and non-local conditions. (English) Zbl 1517.93012 Dyn. Contin. Discrete Impuls. Syst., Ser. B, Appl. Algorithms 30, No. 2, 123-133 (2023). MSC: 93B05 35Q93 74K10 93C20 PDFBibTeX XMLCite \textit{W. Zouhair} and \textit{H. Leiva}, Dyn. Contin. Discrete Impuls. Syst., Ser. B, Appl. Algorithms 30, No. 2, 123--133 (2023; Zbl 1517.93012) Full Text: arXiv Link Link
Liu, Wenyue; Cadenillas, Abel Optimal insurance contracts for a shot-noise Cox claim process and persistent insured’s actions. (English) Zbl 1508.91479 Insur. Math. Econ. 109, 69-93 (2023). MSC: 91G05 91B41 93E20 PDFBibTeX XMLCite \textit{W. Liu} and \textit{A. Cadenillas}, Insur. Math. Econ. 109, 69--93 (2023; Zbl 1508.91479) Full Text: DOI
Liang, Xiaoqing; Young, Virginia R. A simple and nearly optimal investment strategy to minimize the probability of lifetime ruin. (English) Zbl 1492.91305 ASTIN Bull. 52, No. 2, 619-643 (2022). MSC: 91G05 93E20 PDFBibTeX XMLCite \textit{X. Liang} and \textit{V. R. Young}, ASTIN Bull. 52, No. 2, 619--643 (2022; Zbl 1492.91305) Full Text: DOI
Shen, Yang; Zou, Bin Mean-variance investment and risk control strategies – a time-consistent approach via a forward auxiliary process. (English) Zbl 1460.91239 Insur. Math. Econ. 97, 68-80 (2021). MSC: 91G05 91A80 93E20 PDFBibTeX XMLCite \textit{Y. Shen} and \textit{B. Zou}, Insur. Math. Econ. 97, 68--80 (2021; Zbl 1460.91239) Full Text: DOI arXiv
Dadashi, Hassan Optimal investment-consumption problem: post-retirement with minimum guarantee. (English) Zbl 1457.91327 Insur. Math. Econ. 94, 160-181 (2020). Reviewer: Hanspeter Schmidli (Köln) MSC: 91G05 93E20 65N06 PDFBibTeX XMLCite \textit{H. Dadashi}, Insur. Math. Econ. 94, 160--181 (2020; Zbl 1457.91327) Full Text: DOI arXiv
Liang, Xiaoqing; Young, Virginia R. Minimizing the probability of lifetime exponential Parisian ruin. (English) Zbl 1433.91159 J. Optim. Theory Appl. 184, No. 3, 1036-1064 (2020). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91G10 93E20 49K10 PDFBibTeX XMLCite \textit{X. Liang} and \textit{V. R. Young}, J. Optim. Theory Appl. 184, No. 3, 1036--1064 (2020; Zbl 1433.91159) Full Text: DOI arXiv
Liang, Xiaoqing; Young, Virginia R. Reaching a bequest goal with life insurance: ambiguity about the risky asset’s drift and mortality’s hazard rate. (English) Zbl 1431.91338 ASTIN Bull. 50, No. 1, 187-221 (2020). MSC: 91G05 93E20 93B35 PDFBibTeX XMLCite \textit{X. Liang} and \textit{V. R. Young}, ASTIN Bull. 50, No. 1, 187--221 (2020; Zbl 1431.91338) Full Text: DOI
Habib, F.; Huang, H.; Mauskopf, A.; Nikolic, B.; Salisbury, T. S. Optimal allocation to deferred income annuities. (English) Zbl 1431.91333 Insur. Math. Econ. 90, 94-104 (2020). MSC: 91G05 93E20 PDFBibTeX XMLCite \textit{F. Habib} et al., Insur. Math. Econ. 90, 94--104 (2020; Zbl 1431.91333) Full Text: DOI arXiv
Liang, Xiaoqing; Young, Virginia R. Annuitization and asset allocation under exponential utility. (English) Zbl 1401.91166 Insur. Math. Econ. 79, 167-183 (2018). MSC: 91B30 93E20 PDFBibTeX XMLCite \textit{X. Liang} and \textit{V. R. Young}, Insur. Math. Econ. 79, 167--183 (2018; Zbl 1401.91166) Full Text: DOI
Young, Virginia R. Purchasing casualty insurance to avoid lifetime ruin. (English) Zbl 1397.91296 Insur. Math. Econ. 77, 133-142 (2017). MSC: 91B30 91G10 93E20 PDFBibTeX XMLCite \textit{V. R. Young}, Insur. Math. Econ. 77, 133--142 (2017; Zbl 1397.91296) Full Text: DOI
Li, Danping; Li, Dongchen; Young, Virginia R. Optimality of excess-loss reinsurance under a mean-variance criterion. (English) Zbl 1394.91222 Insur. Math. Econ. 75, 82-89 (2017). MSC: 91B30 60G51 93E20 PDFBibTeX XMLCite \textit{D. Li} et al., Insur. Math. Econ. 75, 82--89 (2017; Zbl 1394.91222) Full Text: DOI arXiv
Yao, Dingjun; Wang, Rongming; Xu, Lin Optimal impulse control for dividend and capital injection with proportional reinsurance and exponential premium principle. (English) Zbl 1411.91326 Commun. Stat., Theory Methods 46, No. 5, 2519-2541 (2017). MSC: 91B30 93E20 PDFBibTeX XMLCite \textit{D. Yao} et al., Commun. Stat., Theory Methods 46, No. 5, 2519--2541 (2017; Zbl 1411.91326) Full Text: DOI
Eckles, David L.; McCarthy, David G.; Zeng, Xudong The theory of optimal stochastic control as applied to insurance underwriting cycles. (English) Zbl 1414.91182 N. Am. Actuar. J. 20, No. 4, 327-340 (2016). MSC: 91B30 93E20 PDFBibTeX XMLCite \textit{D. L. Eckles} et al., N. Am. Actuar. J. 20, No. 4, 327--340 (2016; Zbl 1414.91182) Full Text: DOI
Angoshtari, Bahman; Bayraktar, Erhan; Young, Virginia R. Minimizing the probability of lifetime drawdown under constant consumption. (English) Zbl 1369.91160 Insur. Math. Econ. 69, 210-223 (2016). MSC: 91G10 60G40 93E20 PDFBibTeX XMLCite \textit{B. Angoshtari} et al., Insur. Math. Econ. 69, 210--223 (2016; Zbl 1369.91160) Full Text: DOI arXiv
Cohen, Asaf; Young, Virginia R. Minimizing lifetime poverty with a penalty for bankruptcy. (English) Zbl 1369.91162 Insur. Math. Econ. 69, 156-167 (2016). MSC: 91G10 91B30 93E20 PDFBibTeX XMLCite \textit{A. Cohen} and \textit{V. R. Young}, Insur. Math. Econ. 69, 156--167 (2016; Zbl 1369.91162) Full Text: DOI arXiv
Chen, Mi; Yuen, Kam Chuen Optimal dividend and reinsurance in the presence of two reinsurers. (English) Zbl 1344.49028 J. Appl. Probab. 53, No. 2, 554-571 (2016). MSC: 49J55 93E20 60H30 60H10 91B30 60J65 62P05 PDFBibTeX XMLCite \textit{M. Chen} and \textit{K. C. Yuen}, J. Appl. Probab. 53, No. 2, 554--571 (2016; Zbl 1344.49028) Full Text: DOI Euclid Link
Zheng, Xiaoxiao; Zhou, Jieming; Sun, Zhongyang Robust optimal portfolio and proportional reinsurance for an insurer under a CEV model. (English) Zbl 1348.91195 Insur. Math. Econ. 67, 77-87 (2016). MSC: 91B30 91G10 93E20 PDFBibTeX XMLCite \textit{X. Zheng} et al., Insur. Math. Econ. 67, 77--87 (2016; Zbl 1348.91195) Full Text: DOI
Di Giacinto, Marina; Federico, Salvatore; Gozzi, Fausto; Vigna, Elena Income drawdown option with minimum guarantee. (English) Zbl 1304.91187 Eur. J. Oper. Res. 234, No. 3, 610-624 (2014). MSC: 91G10 93E20 91B30 PDFBibTeX XMLCite \textit{M. Di Giacinto} et al., Eur. J. Oper. Res. 234, No. 3, 610--624 (2014; Zbl 1304.91187) Full Text: DOI Link
Liu, Jingzhen; Yiu, Ka-Fai Cedric; Siu, Tak Kuen; Ching, Wai-Ki Optimal insurance in a changing economy. (English) Zbl 1281.93107 Math. Control Relat. Fields 4, No. 2, 187-202 (2014). MSC: 93E20 49L20 91B30 PDFBibTeX XMLCite \textit{J. Liu} et al., Math. Control Relat. Fields 4, No. 2, 187--202 (2014; Zbl 1281.93107) Full Text: DOI
Burren, Daniel Insurance demand and welfare-maximizing risk capital – some hints for the regulator in the case of exponential preferences and exponential claims. (English) Zbl 1290.91076 Insur. Math. Econ. 53, No. 3, 551-568 (2013). MSC: 91B30 93E20 PDFBibTeX XMLCite \textit{D. Burren}, Insur. Math. Econ. 53, No. 3, 551--568 (2013; Zbl 1290.91076) Full Text: DOI
Chen, Mi; Peng, Xiaofan; Guo, Junyi Optimal dividend problem with a nonlinear regular-singular stochastic control. (English) Zbl 1284.91213 Insur. Math. Econ. 52, No. 3, 448-456 (2013). MSC: 91B30 93E20 60H30 PDFBibTeX XMLCite \textit{M. Chen} et al., Insur. Math. Econ. 52, No. 3, 448--456 (2013; Zbl 1284.91213) Full Text: DOI
Wang, Ting; Young, Virginia R. Optimal commutable annuities to minimize the probability of lifetime ruin. (English) Zbl 1243.91066 Insur. Math. Econ. 50, No. 1, 200-216 (2012). MSC: 91B30 93E20 PDFBibTeX XMLCite \textit{T. Wang} and \textit{V. R. Young}, Insur. Math. Econ. 50, No. 1, 200--216 (2012; Zbl 1243.91066) Full Text: DOI arXiv
Bayraktar, Erhan; Young, Virginia R. Proving regularity of the minimal probability of ruin via a game of stopping and control. (English) Zbl 1303.91196 Finance Stoch. 15, No. 4, 785-818 (2011). MSC: 91G80 91B30 93E20 60G40 49L20 91A15 PDFBibTeX XMLCite \textit{E. Bayraktar} and \textit{V. R. Young}, Finance Stoch. 15, No. 4, 785--818 (2011; Zbl 1303.91196) Full Text: DOI arXiv
Liang, Zhibin; Bai, Lihua; Guo, Junyi Optimal investment and proportional reinsurance with constrained control variables. (English) Zbl 1237.91133 Optim. Control Appl. Methods 32, No. 5, 587-608 (2011). MSC: 91B30 91G10 93E20 PDFBibTeX XMLCite \textit{Z. Liang} et al., Optim. Control Appl. Methods 32, No. 5, 587--608 (2011; Zbl 1237.91133) Full Text: DOI
Bayraktar, Erhan; Hu, Xueying; Young, Virginia R. Minimizing the probability of lifetime ruin under stochastic volatility. (English) Zbl 1218.91146 Insur. Math. Econ. 49, No. 2, 194-206 (2011). MSC: 91G10 91G50 93E20 91B30 PDFBibTeX XMLCite \textit{E. Bayraktar} et al., Insur. Math. Econ. 49, No. 2, 194--206 (2011; Zbl 1218.91146) Full Text: DOI arXiv
Bayraktar, Erhan; Young, Virginia R. Optimal investment strategy to minimize occupation time. (English) Zbl 1233.91235 Ann. Oper. Res. 176, 389-408 (2010). MSC: 91G10 93E20 35R35 PDFBibTeX XMLCite \textit{E. Bayraktar} and \textit{V. R. Young}, Ann. Oper. Res. 176, 389--408 (2010; Zbl 1233.91235) Full Text: DOI arXiv
Bayraktar, Erhan; Young, Virginia R. Minimizing the probability of ruin when consumption is ratcheted. (English) Zbl 1481.91104 N. Am. Actuar. J. 12, No. 4, 428-442 (2008). MSC: 91B42 91G15 93E20 PDFBibTeX XMLCite \textit{E. Bayraktar} and \textit{V. R. Young}, N. Am. Actuar. J. 12, No. 4, 428--442 (2008; Zbl 1481.91104) Full Text: DOI arXiv Link
Li, Zhongfei; Tan, Ken Seng; Yang, Hailiang Multiperiod optimal investment-consumption strategies with mortality risk and environment uncertainty. (English) Zbl 1481.91198 N. Am. Actuar. J. 12, No. 1, 47-64 (2008). MSC: 91G10 93E20 PDFBibTeX XMLCite \textit{Z. Li} et al., N. Am. Actuar. J. 12, No. 1, 47--64 (2008; Zbl 1481.91198) Full Text: DOI
Nielsen, Peter Holm; Steffensen, Mogens Optimal investment and life insurance strategies under minimum and maximum constraints. (English) Zbl 1140.91425 Insur. Math. Econ. 43, No. 1, 15-28 (2008). MSC: 91B30 49L20 91B28 93E20 PDFBibTeX XMLCite \textit{P. H. Nielsen} and \textit{M. Steffensen}, Insur. Math. Econ. 43, No. 1, 15--28 (2008; Zbl 1140.91425) Full Text: DOI
Bayraktar, Erhan; Young, Virginia R. Correspondence between lifetime minimum wealth and utility of consumption. (English) Zbl 1144.91015 Finance Stoch. 11, No. 2, 213-236 (2007). Reviewer: Yuliya Mishura (Kyïv) MSC: 91G10 91B30 93E20 PDFBibTeX XMLCite \textit{E. Bayraktar} and \textit{V. R. Young}, Finance Stoch. 11, No. 2, 213--236 (2007; Zbl 1144.91015) Full Text: DOI arXiv
Gerrard, Russell; Haberman, Steven; Vigna, Elena The management of decumulation risks in a defined contribution pension plan. (English) Zbl 1479.91325 N. Am. Actuar. J. 10, No. 1, 84-110 (2006). MSC: 91G05 93E20 PDFBibTeX XMLCite \textit{R. Gerrard} et al., N. Am. Actuar. J. 10, No. 1, 84--110 (2006; Zbl 1479.91325) Full Text: DOI Link