Edit Profile (opens in new tab) Young, Virginia R. Co-Author Distance Author ID: young.virginia-r Published as: Young, Virginia R.; Young, Virginia Homepage: https://lsa.umich.edu/math/people/faculty/vryoung.html External Links: MGP Documents Indexed: 115 Publications since 1985, including 5 Additional arXiv Preprints Co-Authors: 38 Co-Authors with 98 Joint Publications 952 Co-Co-Authors all top 5 Co-Authors 17 single-authored 25 Bayraktar, Erhan 14 Liang, Xiaoqing 11 Promislov, S. David 7 Milevsky, Moshe Arye 7 Moore, Kristen S. 6 Cao, Jingyi 6 Li, Dongchen 5 Angoshtari, Bahman 5 Li, Danping 5 Wang, Shaun S. 4 Cohen, Asaf 4 Frees, Edward W. 4 Liang, Zhibin 4 Zou, Bin 3 Luo, Yu 3 Wang, Ting 2 Egami, Masahiko 2 Ludkovski, Michael 2 Rosenberg, Marjorie A. 2 Zariphopoulou, Thaleia 1 Azcue, Pablo 1 Chakraborty, Prakash 1 de Vylder, Florent Etienne 1 Dhaene, Jan 1 Goovaerts, Marc J. 1 Han, Xia 1 Hu, Xueying 1 Huang, Huaxiong 1 Jaimungal, Sebastian 1 Kung, Yueh-Chuan 1 Lai, Siu-Wai 1 Landriault, David 1 Li, Bin 1 Muler, Nora E. 1 Panjer, Harry H. 1 Promislow, David S. 1 Wang, Ruodu 1 Zhang, Yuchong all top 5 Serials 41 Insurance Mathematics & Economics 18 North American Actuarial Journal 8 SIAM Journal on Financial Mathematics 7 Scandinavian Actuarial Journal 5 ASTIN Bulletin 3 Journal of Economic Dynamics & Control 2 Fuzzy Sets and Systems 2 Journal of Applied Probability 2 Scandinavian Actuarial Journal 2 Finance and Stochastics 2 Mathematical Finance 2 Annals of Finance 1 Indiana University Mathematics Journal 1 Journal of Optimization Theory and Applications 1 Proceedings of the American Mathematical Society 1 SIAM Journal on Control and Optimization 1 Statistics & Probability Letters 1 Social Choice and Welfare 1 Order 1 Annals of Operations Research 1 European Journal of Operational Research 1 SIAM Review 1 Stochastic Processes and their Applications 1 Mitteilungen. Schweizerische Aktuarvereinigung (SAV) 1 Journal of Applied Mathematics and Computing 1 Review of Finance 1 Stochastics 1 Mathematics and Financial Economics all top 5 Fields 104 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 39 Systems theory; control (93-XX) 25 Probability theory and stochastic processes (60-XX) 20 Statistics (62-XX) 11 Calculus of variations and optimal control; optimization (49-XX) 8 Partial differential equations (35-XX) 3 Operations research, mathematical programming (90-XX) 2 Integral equations (45-XX) 2 Manifolds and cell complexes (57-XX) 2 Information and communication theory, circuits (94-XX) 1 General and overarching topics; collections (00-XX) 1 Mathematical logic and foundations (03-XX) 1 Order, lattices, ordered algebraic structures (06-XX) 1 Measure and integration (28-XX) 1 Functional analysis (46-XX) 1 Convex and discrete geometry (52-XX) 1 Numerical analysis (65-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 90 Publications have been cited 1,587 times in 1,009 Documents Cited by ▼ Year ▼ Axiomatic characterization of insurance prices. Zbl 0959.62099 Wang, Shaun S.; Young, Virginia R.; Panjer, Harry H. 199 1997 Minimizing the probability of ruin when claims follow Brownian motion with drift. Zbl 1141.91543 Promislow, S. David; Young, Virginia R. 165 2005 Optimal insurance under Wang’s premium principle. Zbl 1156.62364 Young, Virginia R. 92 1999 Annuitization and asset allocation. Zbl 1163.91440 Milevsky, Moshe A.; Young, Virginia R. 72 2007 Ordering risks: expected utility theory versus Yaari’s dual theory of risk. Zbl 0907.90102 Wang, Shaun S.; Young, Virginia R. 70 1998 Optimal investment strategy to minimize the probability of lifetime ruin. Zbl 1085.60514 Young, Virginia R. 49 2004 Fuzzy subsethood. Zbl 0872.94062 Young, Virginia R. 48 1996 Comonotonicity and maximal stop-loss premiums. Zbl 1187.91099 Dhaene, Jan; Wang, Shaun; Young, Virginia; Goovaerts, Marc J. 38 2000 Pricing dynamic insurance risks using the principle of equivalent utility. Zbl 1039.91049 Young, Virginia R.; Zariphopoulou, Thaleia 35 2002 Valuation of mortality risk via the instantaneous Sharpe ratio: applications to life annuities. Zbl 1170.91406 Bayraktar, Erhan; Milevsky, Moshe A.; Promislow, S. David; Young, Virginia R. 34 2009 A longitudinal data analysis interpretation of credibility models. Zbl 0945.62112 Frees, Edward W.; Young, Virginia R.; Luo, Yu 33 1999 Asset allocation and annuity-purchase strategies to minimize the probability of financial ruin. Zbl 1130.91031 Milevsky, Moshe A.; Moore, Kristen S.; Young, Virginia R. 31 2006 Optimal risk sharing under distorted probabilities. Zbl 1255.91182 Ludkovski, Michael; Young, Virginia R. 28 2009 Minimizing the probability of lifetime ruin under borrowing constraints. Zbl 1119.91041 Bayraktar, Erhan; Young, Virginia R. 27 2007 Equity-indexed life insurance: pricing and reserving using the principle of equivalent utility. Zbl 1084.91521 Young, Virginia R. 25 2003 Optimal insurance in a continuous-time model. Zbl 1147.91342 Moore, Kristen S.; Young, Virginia R. 25 2006 Minimizing the probability of ruin: optimal per-loss reinsurance. Zbl 1416.91202 Liang, Xiaoqing; Young, Virginia R. 23 2018 Unifying framework for optimal insurance. Zbl 1242.91095 Promislow, S. David; Young, Virginia R. 21 2005 Optimality of excess-loss reinsurance under a mean-variance criterion. Zbl 1394.91222 Li, Danping; Li, Dongchen; Young, Virginia R. 20 2017 Dividends and reinsurance under a penalty for ruin. Zbl 1236.91086 Liang, Zhibin; Young, Virginia R. 19 2012 Case studies using panel data models. Zbl 1083.91538 Frees, Edward W.; Young, Virginia R.; Luo, Yu 18 2001 Indifference prices of structured catastrophe (CAT) bonds. Zbl 1152.91442 Egami, Masahiko; Young, Virginia R. 18 2008 Correspondence between lifetime minimum wealth and utility of consumption. Zbl 1144.91015 Bayraktar, Erhan; Young, Virginia R. 18 2007 Pricing life insurance under stochastic mortality via the instantaneous Sharpe ratio. Zbl 1152.91612 Young, Virginia R. 17 2008 Pricing in an incomplete market with an affine term structure. Zbl 1134.91471 Young, Virginia R. 17 2004 Equilibrium strategies for the mean-variance investment problem over a random horizon. Zbl 1416.91354 Landriault, David; Li, Bin; Li, Danping; Young, Virginia R. 17 2018 Risk-adjust credibility premiums using distored probabilities. Zbl 1043.91512 Wang, Shaun; Young, Virginia R. 16 1998 Hedging life insurance with pure endowments. Zbl 1183.91067 Bayraktar, Erhan; Young, Virginia R. 15 2007 Pricing equity-linked pure endowments with risky assets that follow Lévy processes. Zbl 1242.60069 Jaimungal, Sebastian; Young, Virginia R. 15 2005 Pricing options in incomplete equity markets via the instantaneous Sharpe ratio. Zbl 1233.91256 Bayraktar, Erhan; Young, Virginia 15 2008 Optimal investment to minimize the probability of drawdown. Zbl 1367.91162 Angoshtari, Bahman; Bayraktar, Erhan; Young, Virginia R. 14 2016 Proving regularity of the minimal probability of ruin via a game of stopping and control. Zbl 1303.91196 Bayraktar, Erhan; Young, Virginia R. 14 2011 Indifference pricing of pure endowments and life annuities under stochastic hazard and interest rates. Zbl 1141.91531 Ludkovski, Michael; Young, Virginia R. 14 2008 Pricing equity-linked pure endowments via the principle of equivalent utility. Zbl 1103.91370 Moore, Kristen S.; Young, Virginia R. 13 2003 Optimal reinsurance to minimize the probability of drawdown under the mean-variance premium principle. Zbl 1454.91191 Han, Xia; Liang, Zhibin; Young, Virginia R. 13 2020 Optimal reinsurance under the mean-variance premium principle to minimize the probability of ruin. Zbl 1445.91054 Liang, Xiaoqing; Liang, Zhibin; Young, Virginia R. 13 2020 Optimal commutable annuities to minimize the probability of lifetime ruin. Zbl 1243.91066 Wang, Ting; Young, Virginia R. 12 2012 Minimizing the probability of lifetime drawdown under constant consumption. Zbl 1369.91160 Angoshtari, Bahman; Bayraktar, Erhan; Young, Virginia R. 12 2016 Optimally investing to reach a bequest goal. Zbl 1371.91149 Bayraktar, Erhan; Young, Virginia R. 12 2016 Optimal and simple, nearly optimal rules for minimizing the probability of financial ruin in retirement. Zbl 1480.91232 Moore, Kristen S.; Young, Virginia R. 11 2006 Optimal dividend distribution under drawdown and ratcheting constraints on dividend rates. Zbl 1427.91290 Angoshtari, Bahman; Bayraktar, Erhan; Young, Virginia R. 11 2019 Optimal investment strategy to minimize occupation time. Zbl 1233.91235 Bayraktar, Erhan; Young, Virginia R. 10 2010 Maximizing the utility of consumption with commutable life annuities. Zbl 1284.91275 Wang, Ting; Young, Virginia R. 9 2012 Robust Bayesian credibility using semiparametric models. Zbl 1162.91445 Young, Virginia R. 8 1998 A Bayesian approach to understanding time series data. Zbl 1082.62503 Rosenberg, Marjorie A.; Young, Virginia R. 8 1999 Rate of convergence of the probability of ruin in the Cramér-Lundberg model to its diffusion approximation. Zbl 1447.91130 Cohen, Asaf; Young, Virginia R. 8 2020 Stackelberg differential game for reinsurance: mean-variance framework and random horizon. Zbl 1484.91392 Li, Danping; Young, Virginia R. 8 2022 Optimal reinsurance to minimize the discounted probability of ruin under ambiguity. Zbl 1410.91274 Li, Danping; Young, Virginia R. 8 2019 Optimal design of a perpetual equity-indexed annuity. Zbl 1085.60512 Moore, Kristen S.; Young, Virginia R. 7 2005 Supermodular functions on finite lattices. Zbl 1097.06008 Promislow, S. David; Young, Virginia R. 7 2005 Life insurance purchasing to maximize utility of household consumption. Zbl 1412.91030 Bayraktar, Erhan; Young, Virginia R. 7 2013 Minimizing the discounted probability of exponential Parisian ruin via reinsurance. Zbl 1433.91136 Liang, Xiaoqing; Young, Virginia R. 7 2020 Minimizing the probability of ruin: two riskless assets with transaction costs and proportional reinsurance. Zbl 1410.91272 Liang, Xiaoqing; Young, Virginia R. 7 2018 Families of update rules for non-additive measures: applications in pricing risks. Zbl 1115.91346 Young, Virginia R. 6 1998 Credibility using a loss function from spline theory: parametric models with a one-dimensional sufficient statistic. With discussion and a reply by the author. Zbl 1081.62571 Young, Virginia R. 6 1998 Credibility using a loss function from spline theory. Zbl 0929.62101 Young, Virginia R. 6 1997 Lifetime ruin under ambiguous hazard rate. Zbl 1371.91172 Young, Virginia R.; Zhang, Yuchong 6 2016 Purchasing term life insurance to reach a bequest goal while consuming. Zbl 1339.91105 Bayraktar, Erhan; Promislow, S. David; Young, Virginia R. 6 2016 Optimal purchasing of deferred income annuities when payout yields are mean-reverting. Zbl 1402.91200 Huang, Huaxiong; Milevsky, Moshe A.; Young, Virginia R. 6 2017 Minimizing the probability of lifetime ruin under stochastic volatility. Zbl 1218.91146 Bayraktar, Erhan; Hu, Xueying; Young, Virginia R. 5 2011 Credibility using semiparametric models and a loss function with a constancy penalty. Zbl 1103.91378 Young, Virginia R. 5 2000 Optimal reinsurance strategy under fixed cost and delay. Zbl 1172.62035 Egami, Masahiko; Young, Virginia R. 5 2009 Purchasing life insurance to reach a bequest goal. Zbl 1304.91091 Bayraktar, Erhan; Promislow, S. David; Young, Virginia R. 5 2014 Optimal investment and consumption under a habit-formation constraint. Zbl 1489.91230 Angoshtari, Bahman; Bayraktar, Erhan; Young, Virginia R. 5 2022 Minimizing the probability of lifetime ruin with deferred life annuities. Zbl 1483.91178 Bayraktar, Erhan; Young, Virginia R. 5 2009 Credibility in favor of unlucky insureds. Zbl 1083.62549 Young, Virginia R.; De Vylder, F. Etienne 4 2000 The timing of annuitization: Investment dominance and mortality risk. Zbl 1273.91241 Milevsky, Moshe A.; Young, Virginia R. 4 2007 Optimal dividend problem: asymptotic analysis. Zbl 1464.91068 Cohen, Asaf; Young, Virginia R. 4 2021 Bowley solution of a mean-variance game in insurance. Zbl 1466.91264 Li, Danping; Young, Virginia R. 4 2021 Minimizing the probability of lifetime ruin under random consumption. Zbl 1481.91192 Bayraktar, Erhan; Moore, Kristen S.; Young, Virginia R. 4 2008 Stackelberg differential game for insurance under model ambiguity. Zbl 1498.91352 Cao, Jingyi; Li, Dongchen; Young, Virginia R.; Zou, Bin 4 2022 Minimizing the lifetime shortfall or shortfall at death. Zbl 1162.91397 Bayraktar, Erhan; Young, Virginia R. 3 2009 Annuitization and asset allocation under exponential utility. Zbl 1401.91166 Liang, Xiaoqing; Young, Virginia R. 3 2018 Computation of distorted probabilities for diffusion processes via stochastic control methods. Zbl 1103.65305 Young, Virginia R.; Zariphopoulou, Thaleia 3 2000 Updating non-additive measures with fuzzy information. Zbl 0933.28014 Young, Virginia R.; Wang, Shaun S. 3 1998 Forecasting Social Security actuarial assumptions. Zbl 1080.62544 Frees, Edward W.; Kung, Yueh-Chuan; Rosenberg, Marjorie A.; Young, Virginia R.; Lai, Siu-Wai 3 1997 Equity and exact credibility. Zbl 1015.62106 Promislow, S. David; Young, Virginia R. 3 2000 Minimizing the probability of lifetime ruin: two riskless assets with transaction costs. Zbl 1429.49021 Liang, Xiaoqing; Young, Virginia R. 3 2019 Optimal insurance to maximize RDEU under a distortion-deviation premium principle. Zbl 1492.91304 Liang, Xiaoqing; Wang, Ruodu; Young, Virginia R. 3 2022 Minimizing the probability of ruin when consumption is ratcheted. Zbl 1481.91104 Bayraktar, Erhan; Young, Virginia R. 3 2008 Minimizing the probability of lifetime exponential Parisian ruin. Zbl 1433.91159 Liang, Xiaoqing; Young, Virginia R. 3 2020 Discounted probability of exponential Parisian ruin: diffusion approximation. Zbl 1483.91058 Liang, Xiaoqing; Young, Virginia R. 3 2022 Credibility ratemaking using collateral information. Zbl 1141.91533 Luo, Yu; Young, Virginia R.; Frees, Edward W. 2 2004 Purchasing term life insurance to reach a bequest goal: time-dependent case. Zbl 1414.91162 Bayraktar, Erhan; Promislow, S. David; Young, Virginia R. 2 2015 Reaching a bequest goal with life insurance: ambiguity about the risky asset’s drift and mortality’s hazard rate. Zbl 1431.91338 Liang, Xiaoqing; Young, Virginia R. 2 2020 Equity and credibility. Zbl 0971.91035 Promislow, David S.; Young, Virginia R. 1 2000 Minimizing lifetime poverty with a penalty for bankruptcy. Zbl 1369.91162 Cohen, Asaf; Young, Virginia R. 1 2016 Purchasing casualty insurance to avoid lifetime ruin. Zbl 1397.91296 Young, Virginia R. 1 2017 Minimizing the probability of lifetime ruin when shocks might occur: perturbation analysis. Zbl 1414.91349 Moore, Kristen S.; Young, Virginia R. 1 2016 Optimal reinsurance to minimize the probability of drawdown under the mean-variance premium principle: asymptotic analysis. Zbl 1511.91112 Azcue, Pablo; Liang, Xiaoqing; Muler, Nora; Young, Virginia R. 1 2023 Optimal reinsurance to minimize the probability of drawdown under the mean-variance premium principle: asymptotic analysis. Zbl 1511.91112 Azcue, Pablo; Liang, Xiaoqing; Muler, Nora; Young, Virginia R. 1 2023 Stackelberg differential game for reinsurance: mean-variance framework and random horizon. Zbl 1484.91392 Li, Danping; Young, Virginia R. 8 2022 Optimal investment and consumption under a habit-formation constraint. Zbl 1489.91230 Angoshtari, Bahman; Bayraktar, Erhan; Young, Virginia R. 5 2022 Stackelberg differential game for insurance under model ambiguity. Zbl 1498.91352 Cao, Jingyi; Li, Dongchen; Young, Virginia R.; Zou, Bin 4 2022 Optimal insurance to maximize RDEU under a distortion-deviation premium principle. Zbl 1492.91304 Liang, Xiaoqing; Wang, Ruodu; Young, Virginia R. 3 2022 Discounted probability of exponential Parisian ruin: diffusion approximation. Zbl 1483.91058 Liang, Xiaoqing; Young, Virginia R. 3 2022 Optimal dividend problem: asymptotic analysis. Zbl 1464.91068 Cohen, Asaf; Young, Virginia R. 4 2021 Bowley solution of a mean-variance game in insurance. Zbl 1466.91264 Li, Danping; Young, Virginia R. 4 2021 Optimal reinsurance to minimize the probability of drawdown under the mean-variance premium principle. Zbl 1454.91191 Han, Xia; Liang, Zhibin; Young, Virginia R. 13 2020 Optimal reinsurance under the mean-variance premium principle to minimize the probability of ruin. Zbl 1445.91054 Liang, Xiaoqing; Liang, Zhibin; Young, Virginia R. 13 2020 Rate of convergence of the probability of ruin in the Cramér-Lundberg model to its diffusion approximation. Zbl 1447.91130 Cohen, Asaf; Young, Virginia R. 8 2020 Minimizing the discounted probability of exponential Parisian ruin via reinsurance. Zbl 1433.91136 Liang, Xiaoqing; Young, Virginia R. 7 2020 Minimizing the probability of lifetime exponential Parisian ruin. Zbl 1433.91159 Liang, Xiaoqing; Young, Virginia R. 3 2020 Reaching a bequest goal with life insurance: ambiguity about the risky asset’s drift and mortality’s hazard rate. Zbl 1431.91338 Liang, Xiaoqing; Young, Virginia R. 2 2020 Optimal dividend distribution under drawdown and ratcheting constraints on dividend rates. Zbl 1427.91290 Angoshtari, Bahman; Bayraktar, Erhan; Young, Virginia R. 11 2019 Optimal reinsurance to minimize the discounted probability of ruin under ambiguity. Zbl 1410.91274 Li, Danping; Young, Virginia R. 8 2019 Minimizing the probability of lifetime ruin: two riskless assets with transaction costs. Zbl 1429.49021 Liang, Xiaoqing; Young, Virginia R. 3 2019 Minimizing the probability of ruin: optimal per-loss reinsurance. Zbl 1416.91202 Liang, Xiaoqing; Young, Virginia R. 23 2018 Equilibrium strategies for the mean-variance investment problem over a random horizon. Zbl 1416.91354 Landriault, David; Li, Bin; Li, Danping; Young, Virginia R. 17 2018 Minimizing the probability of ruin: two riskless assets with transaction costs and proportional reinsurance. Zbl 1410.91272 Liang, Xiaoqing; Young, Virginia R. 7 2018 Annuitization and asset allocation under exponential utility. Zbl 1401.91166 Liang, Xiaoqing; Young, Virginia R. 3 2018 Optimality of excess-loss reinsurance under a mean-variance criterion. Zbl 1394.91222 Li, Danping; Li, Dongchen; Young, Virginia R. 20 2017 Optimal purchasing of deferred income annuities when payout yields are mean-reverting. Zbl 1402.91200 Huang, Huaxiong; Milevsky, Moshe A.; Young, Virginia R. 6 2017 Purchasing casualty insurance to avoid lifetime ruin. Zbl 1397.91296 Young, Virginia R. 1 2017 Optimal investment to minimize the probability of drawdown. Zbl 1367.91162 Angoshtari, Bahman; Bayraktar, Erhan; Young, Virginia R. 14 2016 Minimizing the probability of lifetime drawdown under constant consumption. Zbl 1369.91160 Angoshtari, Bahman; Bayraktar, Erhan; Young, Virginia R. 12 2016 Optimally investing to reach a bequest goal. Zbl 1371.91149 Bayraktar, Erhan; Young, Virginia R. 12 2016 Lifetime ruin under ambiguous hazard rate. Zbl 1371.91172 Young, Virginia R.; Zhang, Yuchong 6 2016 Purchasing term life insurance to reach a bequest goal while consuming. Zbl 1339.91105 Bayraktar, Erhan; Promislow, S. David; Young, Virginia R. 6 2016 Minimizing lifetime poverty with a penalty for bankruptcy. Zbl 1369.91162 Cohen, Asaf; Young, Virginia R. 1 2016 Minimizing the probability of lifetime ruin when shocks might occur: perturbation analysis. Zbl 1414.91349 Moore, Kristen S.; Young, Virginia R. 1 2016 Purchasing term life insurance to reach a bequest goal: time-dependent case. Zbl 1414.91162 Bayraktar, Erhan; Promislow, S. David; Young, Virginia R. 2 2015 Purchasing life insurance to reach a bequest goal. Zbl 1304.91091 Bayraktar, Erhan; Promislow, S. David; Young, Virginia R. 5 2014 Life insurance purchasing to maximize utility of household consumption. Zbl 1412.91030 Bayraktar, Erhan; Young, Virginia R. 7 2013 Dividends and reinsurance under a penalty for ruin. Zbl 1236.91086 Liang, Zhibin; Young, Virginia R. 19 2012 Optimal commutable annuities to minimize the probability of lifetime ruin. Zbl 1243.91066 Wang, Ting; Young, Virginia R. 12 2012 Maximizing the utility of consumption with commutable life annuities. Zbl 1284.91275 Wang, Ting; Young, Virginia R. 9 2012 Proving regularity of the minimal probability of ruin via a game of stopping and control. Zbl 1303.91196 Bayraktar, Erhan; Young, Virginia R. 14 2011 Minimizing the probability of lifetime ruin under stochastic volatility. Zbl 1218.91146 Bayraktar, Erhan; Hu, Xueying; Young, Virginia R. 5 2011 Optimal investment strategy to minimize occupation time. Zbl 1233.91235 Bayraktar, Erhan; Young, Virginia R. 10 2010 Valuation of mortality risk via the instantaneous Sharpe ratio: applications to life annuities. Zbl 1170.91406 Bayraktar, Erhan; Milevsky, Moshe A.; Promislow, S. David; Young, Virginia R. 34 2009 Optimal risk sharing under distorted probabilities. Zbl 1255.91182 Ludkovski, Michael; Young, Virginia R. 28 2009 Optimal reinsurance strategy under fixed cost and delay. Zbl 1172.62035 Egami, Masahiko; Young, Virginia R. 5 2009 Minimizing the probability of lifetime ruin with deferred life annuities. Zbl 1483.91178 Bayraktar, Erhan; Young, Virginia R. 5 2009 Minimizing the lifetime shortfall or shortfall at death. Zbl 1162.91397 Bayraktar, Erhan; Young, Virginia R. 3 2009 Indifference prices of structured catastrophe (CAT) bonds. Zbl 1152.91442 Egami, Masahiko; Young, Virginia R. 18 2008 Pricing life insurance under stochastic mortality via the instantaneous Sharpe ratio. Zbl 1152.91612 Young, Virginia R. 17 2008 Pricing options in incomplete equity markets via the instantaneous Sharpe ratio. Zbl 1233.91256 Bayraktar, Erhan; Young, Virginia 15 2008 Indifference pricing of pure endowments and life annuities under stochastic hazard and interest rates. Zbl 1141.91531 Ludkovski, Michael; Young, Virginia R. 14 2008 Minimizing the probability of lifetime ruin under random consumption. Zbl 1481.91192 Bayraktar, Erhan; Moore, Kristen S.; Young, Virginia R. 4 2008 Minimizing the probability of ruin when consumption is ratcheted. Zbl 1481.91104 Bayraktar, Erhan; Young, Virginia R. 3 2008 Annuitization and asset allocation. Zbl 1163.91440 Milevsky, Moshe A.; Young, Virginia R. 72 2007 Minimizing the probability of lifetime ruin under borrowing constraints. Zbl 1119.91041 Bayraktar, Erhan; Young, Virginia R. 27 2007 Correspondence between lifetime minimum wealth and utility of consumption. Zbl 1144.91015 Bayraktar, Erhan; Young, Virginia R. 18 2007 Hedging life insurance with pure endowments. Zbl 1183.91067 Bayraktar, Erhan; Young, Virginia R. 15 2007 The timing of annuitization: Investment dominance and mortality risk. Zbl 1273.91241 Milevsky, Moshe A.; Young, Virginia R. 4 2007 Asset allocation and annuity-purchase strategies to minimize the probability of financial ruin. Zbl 1130.91031 Milevsky, Moshe A.; Moore, Kristen S.; Young, Virginia R. 31 2006 Optimal insurance in a continuous-time model. Zbl 1147.91342 Moore, Kristen S.; Young, Virginia R. 25 2006 Optimal and simple, nearly optimal rules for minimizing the probability of financial ruin in retirement. Zbl 1480.91232 Moore, Kristen S.; Young, Virginia R. 11 2006 Minimizing the probability of ruin when claims follow Brownian motion with drift. Zbl 1141.91543 Promislow, S. David; Young, Virginia R. 165 2005 Unifying framework for optimal insurance. Zbl 1242.91095 Promislow, S. David; Young, Virginia R. 21 2005 Pricing equity-linked pure endowments with risky assets that follow Lévy processes. Zbl 1242.60069 Jaimungal, Sebastian; Young, Virginia R. 15 2005 Optimal design of a perpetual equity-indexed annuity. Zbl 1085.60512 Moore, Kristen S.; Young, Virginia R. 7 2005 Supermodular functions on finite lattices. Zbl 1097.06008 Promislow, S. David; Young, Virginia R. 7 2005 Optimal investment strategy to minimize the probability of lifetime ruin. Zbl 1085.60514 Young, Virginia R. 49 2004 Pricing in an incomplete market with an affine term structure. Zbl 1134.91471 Young, Virginia R. 17 2004 Credibility ratemaking using collateral information. Zbl 1141.91533 Luo, Yu; Young, Virginia R.; Frees, Edward W. 2 2004 Equity-indexed life insurance: pricing and reserving using the principle of equivalent utility. Zbl 1084.91521 Young, Virginia R. 25 2003 Pricing equity-linked pure endowments via the principle of equivalent utility. Zbl 1103.91370 Moore, Kristen S.; Young, Virginia R. 13 2003 Pricing dynamic insurance risks using the principle of equivalent utility. Zbl 1039.91049 Young, Virginia R.; Zariphopoulou, Thaleia 35 2002 Case studies using panel data models. Zbl 1083.91538 Frees, Edward W.; Young, Virginia R.; Luo, Yu 18 2001 Comonotonicity and maximal stop-loss premiums. Zbl 1187.91099 Dhaene, Jan; Wang, Shaun; Young, Virginia; Goovaerts, Marc J. 38 2000 Credibility using semiparametric models and a loss function with a constancy penalty. Zbl 1103.91378 Young, Virginia R. 5 2000 Credibility in favor of unlucky insureds. Zbl 1083.62549 Young, Virginia R.; De Vylder, F. Etienne 4 2000 Computation of distorted probabilities for diffusion processes via stochastic control methods. Zbl 1103.65305 Young, Virginia R.; Zariphopoulou, Thaleia 3 2000 Equity and exact credibility. Zbl 1015.62106 Promislow, S. David; Young, Virginia R. 3 2000 Equity and credibility. Zbl 0971.91035 Promislow, David S.; Young, Virginia R. 1 2000 Optimal insurance under Wang’s premium principle. Zbl 1156.62364 Young, Virginia R. 92 1999 A longitudinal data analysis interpretation of credibility models. Zbl 0945.62112 Frees, Edward W.; Young, Virginia R.; Luo, Yu 33 1999 A Bayesian approach to understanding time series data. Zbl 1082.62503 Rosenberg, Marjorie A.; Young, Virginia R. 8 1999 Ordering risks: expected utility theory versus Yaari’s dual theory of risk. Zbl 0907.90102 Wang, Shaun S.; Young, Virginia R. 70 1998 Risk-adjust credibility premiums using distored probabilities. Zbl 1043.91512 Wang, Shaun; Young, Virginia R. 16 1998 Robust Bayesian credibility using semiparametric models. Zbl 1162.91445 Young, Virginia R. 8 1998 Families of update rules for non-additive measures: applications in pricing risks. Zbl 1115.91346 Young, Virginia R. 6 1998 Credibility using a loss function from spline theory: parametric models with a one-dimensional sufficient statistic. With discussion and a reply by the author. Zbl 1081.62571 Young, Virginia R. 6 1998 Updating non-additive measures with fuzzy information. Zbl 0933.28014 Young, Virginia R.; Wang, Shaun S. 3 1998 Axiomatic characterization of insurance prices. Zbl 0959.62099 Wang, Shaun S.; Young, Virginia R.; Panjer, Harry H. 199 1997 Credibility using a loss function from spline theory. Zbl 0929.62101 Young, Virginia R. 6 1997 Forecasting Social Security actuarial assumptions. Zbl 1080.62544 Frees, Edward W.; Kung, Yueh-Chuan; Rosenberg, Marjorie A.; Young, Virginia R.; Lai, Siu-Wai 3 1997 Fuzzy subsethood. Zbl 0872.94062 Young, Virginia R. 48 1996 all cited Publications top 5 cited Publications all top 5 Cited by 1,228 Authors 83 Young, Virginia R. 25 Boonen, Tim J. 24 Liang, Zhibin 22 Bayraktar, Erhan 21 Cheung, Ka Chun 19 Li, Danping 19 Liang, Xiaoqing 19 Zhao, Hui 18 Yuen, Kam Chuen 17 Chi, Yichun 17 Rong, Ximin 17 Tan, Ken Seng 17 Wang, Ruodu 14 Dhaene, Jan 14 Shen, Yang 14 Zeng, Yan 11 Han, Xia 10 Asimit, Alexandru V. 10 Ghossoub, Mario 10 Goovaerts, Marc J. 10 Li, Zhongfei 10 Wang, Rongming 9 Assa, Hirbod 9 Liang, Zongxia 9 Weng, Chengguo 9 Zhou, Ming 9 Zhuang, Shengchao 8 Frees, Edward W. 8 Luo, Shangzhen 8 Milevsky, Moshe Arye 8 Moore, Kristen S. 8 Siu, Tak Kuen 8 Sordo, Miguel Ángel 8 Yam, Sheung Chi Phillip 8 Yang, Hailiang 8 Yuan, Yu 7 Forsyth, Peter A. 7 Guo, Junyi 7 Jiang, Wenjun 7 Li, Bin 7 Li, Dongchen 7 Meng, Hui 7 Pitselis, Georgios 7 Tsanakas, Andreas 7 Zhang, Yan 7 Zhang, Yiying 7 Zhao, Peibiao 7 Zhou, Jieming 7 Zou, Bin 6 Bai, Lihua 6 Blake, David 6 Bustince Sola, Humberto 6 Cao, Jingyi 6 Chen, Lv 6 Huang, Ya 6 Jin, Zhuo 6 Landriault, David 6 Pantelous, Athanasios A. 6 Promislov, S. David 6 Suarez-Llorens, Alfonso 6 Tang, Qihe 6 Yao, Dingjun 6 Zhang, Caibin 6 Zhang, Qiang 6 Zhang, Xin 5 Azcue, Pablo 5 Barrenechea, Edurne 5 Beirlant, Jan 5 Bi, Junna 5 Cai, Jun 5 Chen, Mi 5 Chen, Ping 5 Chong, Wing Fung 5 Deelstra, Griselda 5 Gu, Ailing 5 Guan, Guohui 5 Hu, Junlei 5 Hu, Yijun 5 Hürlimann, Werner 5 Kaas, Rob 5 Lo, Ambrose 5 Maurer, Raimond H. 5 Muler, Nora E. 5 Pagola, Miguel 5 Peng, Xingchun 5 Steffensen, Mogens 5 Wei, Jiaqin 5 Wong, Hoi Ying 5 Wu, Xianyi 5 Xu, Zuoquan 5 Yang, Xiangqun 5 Zhang, Yi 5 Zhou, Xunyu 5 Zitikis, Ričardas 4 Albrecher, Hansjörg 4 Antonio, Katrien 4 Badescu, Alexandru M. 4 Brazauskas, Vytaras 4 Cohen, Asaf 4 Delong, Łukasz ...and 1,128 more Authors all top 5 Cited in 135 Serials 309 Insurance Mathematics & Economics 72 North American Actuarial Journal 57 Scandinavian Actuarial Journal 37 ASTIN Bulletin 32 Communications in Statistics. Theory and Methods 30 Journal of Industrial and Management Optimization 25 European Journal of Operational Research 24 Journal of Computational and Applied Mathematics 22 Fuzzy Sets and Systems 12 Mathematical Finance 12 Quantitative Finance 12 European Actuarial Journal 11 Information Sciences 11 Annals of Operations Research 11 Finance and Stochastics 11 SIAM Journal on Financial Mathematics 10 Statistics & Probability Letters 10 Journal of Economic Dynamics & Control 9 Mathematical Methods of Operations Research 9 Methodology and Computing in Applied Probability 9 Mathematics and Financial Economics 8 Applied Mathematics and Computation 8 International Journal of Theoretical and Applied Finance 7 Journal of Applied Probability 7 Journal of Mathematical Economics 7 International Journal of Approximate Reasoning 7 Mathematical Problems in Engineering 7 Discrete Dynamics in Nature and Society 7 Decisions in Economics and Finance 6 Journal of Optimization Theory and Applications 6 Applied Stochastic Models in Business and Industry 5 Operations Research Letters 5 Stochastic Analysis and Applications 5 Stochastic Processes and their Applications 5 Journal of Systems Science and Complexity 5 Mathematical Control and Related Fields 4 Discrete Applied Mathematics 4 Journal of Mathematical Analysis and Applications 4 Applied Mathematics and Optimization 4 SIAM Journal on Control and Optimization 4 Mathematical Social Sciences 4 Acta Mathematicae Applicatae Sinica. English Series 4 The Annals of Applied Probability 4 Applied Mathematical Finance 4 International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems 4 Annals of Finance 3 International Journal of Control 3 Applied Mathematics. Series B (English Edition) 3 Economic Theory 3 The ANZIAM Journal 3 Journal of Applied Mathematics and Computing 3 Journal of Probability and Statistics 3 Statistical Theory and Related Fields 2 Blätter (Deutsche Gesellschaft für Versicherungsmathematik) 2 Journal of Economic Theory 2 Mathematics of Operations Research 2 Metron 2 Operations Research 2 Theory and Decision 2 Optimization 2 Communications in Statistics. Simulation and Computation 2 Statistical Papers 2 Soft Computing 2 Journal of Applied Statistics 2 Probability in the Engineering and Informational Sciences 2 Journal of Applied Mathematics 2 Stochastic Models 2 OR Spectrum 2 Journal of Intelligent and Fuzzy Systems 2 Review of Derivatives Research 2 New Mathematics and Natural Computation 2 Afrika Statistika 2 Science China. Mathematics 2 Electronic Research Archive 1 Advances in Applied Probability 1 Journal of Engineering Mathematics 1 Moscow University Mathematics Bulletin 1 Psychometrika 1 Scandinavian Journal of Statistics 1 Chaos, Solitons and Fractals 1 The Annals of Probability 1 The Annals of Statistics 1 Journal of the American Statistical Association 1 Journal of Econometrics 1 Journal of Multivariate Analysis 1 Journal of Statistical Planning and Inference 1 Metroeconomica 1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 1 Scandinavian Actuarial Journal 1 Statistica Neerlandica 1 Optimal Control Applications & Methods 1 Acta Mathematicae Applicatae Sinica 1 Journal of Time Series Analysis 1 Social Choice and Welfare 1 Statistics 1 Chinese Journal of Applied Probability and Statistics 1 Statistical Science 1 Journal of Scientific Computing 1 Science in China. Series A 1 Economic Quality Control ...and 35 more Serials all top 5 Cited in 25 Fields 872 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 237 Statistics (62-XX) 217 Probability theory and stochastic processes (60-XX) 202 Systems theory; control (93-XX) 64 Calculus of variations and optimal control; optimization (49-XX) 58 Operations research, mathematical programming (90-XX) 32 Mathematical logic and foundations (03-XX) 30 Computer science (68-XX) 25 Numerical analysis (65-XX) 20 Measure and integration (28-XX) 18 Partial differential equations (35-XX) 11 Information and communication theory, circuits (94-XX) 6 General and overarching topics; collections (00-XX) 4 Order, lattices, ordered algebraic structures (06-XX) 4 Real functions (26-XX) 4 Functional analysis (46-XX) 3 Ordinary differential equations (34-XX) 3 Integral transforms, operational calculus (44-XX) 3 Geophysics (86-XX) 3 Mathematics education (97-XX) 2 Biology and other natural sciences (92-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Integral equations (45-XX) 1 Operator theory (47-XX) Citations by Year