Liang, Xiaoqing; Young, Virginia R. Annuitizing at a bounded, absolutely continuous rate to minimize the probability of lifetime ruin. (English) Zbl 07749730 Insur. Math. Econ. 112, 80-96 (2023). Reviewer: Hanspeter Schmidli (Köln) MSC: 91G05 PDFBibTeX XMLCite \textit{X. Liang} and \textit{V. R. Young}, Insur. Math. Econ. 112, 80--96 (2023; Zbl 07749730) Full Text: DOI
Li, Sheng Optimal time-consistent investment-reinsurance strategy for state-dependent risk aversion with delay and common shocks. (English) Zbl 07711317 Commun. Stat., Theory Methods 52, No. 15, 5294-5331 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{S. Li}, Commun. Stat., Theory Methods 52, No. 15, 5294--5331 (2023; Zbl 07711317) Full Text: DOI
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
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. Minimizing the probability of lifetime ruin: two riskless assets with transaction costs. (English) Zbl 1429.49021 ASTIN Bull. 49, No. 3, 847-883 (2019). MSC: 49K10 49K20 49L20 91G10 PDFBibTeX XMLCite \textit{X. Liang} and \textit{V. R. Young}, ASTIN Bull. 49, No. 3, 847--883 (2019; Zbl 1429.49021) Full Text: DOI
Lin, Chuangwei; Zeng, Li; Wu, Huiling Multi-period portfolio optimization in a defined contribution pension plan during the decumulation phase. (English) Zbl 1415.91267 J. Ind. Manag. Optim. 15, No. 1, 401-427 (2019). MSC: 91G10 91G80 90C90 PDFBibTeX XMLCite \textit{C. Lin} et al., J. Ind. Manag. Optim. 15, No. 1, 401--427 (2019; Zbl 1415.91267) Full Text: DOI
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
Hainaut, Donatien; Deelstra, Griselda Optimal timing for annuitization, based on jump diffusion fund and stochastic mortality. (English) Zbl 1402.91197 J. Econ. Dyn. Control 44, 124-146 (2014). MSC: 91B30 60G40 PDFBibTeX XMLCite \textit{D. Hainaut} and \textit{G. Deelstra}, J. Econ. Dyn. Control 44, 124--146 (2014; Zbl 1402.91197) Full Text: DOI Link
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
Bayraktar, Erhan; Promislow, S. David; Young, Virginia R. Purchasing life insurance to reach a bequest goal. (English) Zbl 1304.91091 Insur. Math. Econ. 58, 204-216 (2014). MSC: 91B30 PDFBibTeX XMLCite \textit{E. Bayraktar} et al., Insur. Math. Econ. 58, 204--216 (2014; Zbl 1304.91091) Full Text: DOI arXiv
Mac Donald, Bonnie-Jeanne; Jones, Bruce; Morrison, Richard J.; Brown, Robert L.; Hardy, Mary Research and reality: a literature review on drawing down retirement financial savings. (English) Zbl 1412.91050 N. Am. Actuar. J. 17, No. 3, 181-215 (2013). MSC: 91B30 91-02 PDFBibTeX XMLCite \textit{B.-J. Mac Donald} et al., N. Am. Actuar. J. 17, No. 3, 181--215 (2013; Zbl 1412.91050) Full Text: DOI
Di Giacinto, Marina; Vigna, Elena On the sub-optimality cost of immediate annuitization in DC pension funds. (English) Zbl 1339.91062 CEJOR, Cent. Eur. J. Oper. Res. 20, No. 3, 497-527 (2012). MSC: 91B30 91G10 PDFBibTeX XMLCite \textit{M. Di Giacinto} and \textit{E. Vigna}, CEJOR, Cent. Eur. J. Oper. Res. 20, No. 3, 497--527 (2012; Zbl 1339.91062) Full Text: DOI Link
Wang, Ting; Young, Virginia R. Maximizing the utility of consumption with commutable life annuities. (English) Zbl 1284.91275 Insur. Math. Econ. 51, No. 2, 352-369 (2012). MSC: 91B30 PDFBibTeX XMLCite \textit{T. Wang} and \textit{V. R. Young}, Insur. Math. Econ. 51, No. 2, 352--369 (2012; Zbl 1284.91275) Full Text: DOI
Gerrard, Russell; Højgaard, Bjarne; Vigna, Elena Choosing the optimal annuitization time post-retirement. (English) Zbl 1279.91094 Quant. Finance 12, No. 7, 1143-1159 (2012). MSC: 91B30 91G10 PDFBibTeX XMLCite \textit{R. Gerrard} et al., Quant. Finance 12, No. 7, 1143--1159 (2012; Zbl 1279.91094) Full Text: DOI Link
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
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
Jin, Zhuo; Yin, G. A numerical method for annuity-purchasing decision making to minimize the probability of financial ruin for regime-switching wealth models. (English) Zbl 1232.91710 Int. J. Comput. Math. 88, No. 6, 1256-1282 (2011). MSC: 91G60 65C30 60H35 65C05 91B30 91G40 PDFBibTeX XMLCite \textit{Z. Jin} and \textit{G. Yin}, Int. J. Comput. Math. 88, No. 6, 1256--1282 (2011; Zbl 1232.91710) Full Text: DOI
Emms, Paul Relative choice models for income drawdown in a defined contribution pension scheme. (English) Zbl 1219.91068 N. Am. Actuar. J. 14, No. 2, 176-197 (2010). MSC: 91B30 49L20 PDFBibTeX XMLCite \textit{P. Emms}, N. Am. Actuar. J. 14, No. 2, 176--197 (2010; Zbl 1219.91068) Full Text: DOI
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 lifetime ruin with deferred life annuities. (English) Zbl 1483.91178 N. Am. Actuar. J. 13, No. 1, 141-154 (2009). MSC: 91G05 60G40 PDFBibTeX XMLCite \textit{E. Bayraktar} and \textit{V. R. Young}, N. Am. Actuar. J. 13, No. 1, 141--154 (2009; Zbl 1483.91178) Full Text: DOI
Moore, Kristen S. Optimal surrender strategies for equity-indexed annuity investors. (English) Zbl 1156.91379 Insur. Math. Econ. 44, No. 1, 1-18 (2009). MSC: 91B28 60G40 60H30 91B30 PDFBibTeX XMLCite \textit{K. S. Moore}, Insur. Math. Econ. 44, No. 1, 1--18 (2009; Zbl 1156.91379) Full Text: DOI
Bayraktar, Erhan; Moore, Kristen S.; Young, Virginia R. Minimizing the probability of lifetime ruin under random consumption. (English) Zbl 1481.91192 N. Am. Actuar. J. 12, No. 4, 384-400 (2008). MSC: 91G10 PDFBibTeX XMLCite \textit{E. Bayraktar} et al., N. Am. Actuar. J. 12, No. 4, 384--400 (2008; Zbl 1481.91192) Full Text: DOI
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
Horneff, Wolfram J.; Maurer, Raimond H.; Stamos, Michael Z. Life-cycle asset allocation with annuity markets. (English) Zbl 1181.91291 J. Econ. Dyn. Control 32, No. 11, 3590-3612 (2008). MSC: 91G10 91B30 91G50 PDFBibTeX XMLCite \textit{W. J. Horneff} et al., J. Econ. Dyn. Control 32, No. 11, 3590--3612 (2008; Zbl 1181.91291) Full Text: DOI
Horneff, Wolfram J.; Maurer, Raimond H.; Mitchell, Olivia S.; Dus, Ivica Following the rules: integrating asset allocation and annuitization in retirement portfolios. (English) Zbl 1141.91448 Insur. Math. Econ. 42, No. 1, 396-408 (2008). MSC: 91B30 91G10 PDFBibTeX XMLCite \textit{W. J. Horneff} et al., Insur. Math. Econ. 42, No. 1, 396--408 (2008; Zbl 1141.91448) Full Text: DOI
Stamos, Michael Z. Optimal consumption and portfolio choice for pooled annuity funds. (English) Zbl 1140.91411 Insur. Math. Econ. 43, No. 1, 56-68 (2008). MSC: 91B28 91B30 PDFBibTeX XMLCite \textit{M. Z. Stamos}, Insur. Math. Econ. 43, No. 1, 56--68 (2008; Zbl 1140.91411) 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
Bayraktar, Erhan; Young, Virginia R. Minimizing the probability of lifetime ruin under borrowing constraints. (English) Zbl 1119.91041 Insur. Math. Econ. 41, No. 1, 196-221 (2007). MSC: 91G10 91B30 PDFBibTeX XMLCite \textit{E. Bayraktar} and \textit{V. R. Young}, Insur. Math. Econ. 41, No. 1, 196--221 (2007; Zbl 1119.91041) Full Text: DOI arXiv
Moore, Kristen S.; Young, Virginia R. Optimal and simple, nearly optimal rules for minimizing the probability of financial ruin in retirement. (English) Zbl 1480.91232 N. Am. Actuar. J. 10, No. 4, 145-161 (2006). MSC: 91G05 49J40 60G40 PDFBibTeX XMLCite \textit{K. S. Moore} and \textit{V. R. Young}, N. Am. Actuar. J. 10, No. 4, 145--161 (2006; Zbl 1480.91232) Full Text: DOI
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