Virginia R. Young - Publications, H-index & Citations

Virginia R. Young

university of michigan system

34H指数

207论文数

4.4K被引数

收录论文 11

发表时间

Time-inconsistent problems in life insurance 人寿保险中的时间不一致性问题

Scandinavian Actuarial Journal

IF1.4

2026-05-01

PREAI

Liang, Xiaoqing; Young, Virginia R.

Time-consistent annuitization and asset allocation under the mean-variance criterion 在均值-方差准则下的时间一致年金化和资产配置

Journal of Applied Probability

IF0.7

2025-11-01

PREAI

Liang, Xiaoqing; Young, Virginia R.

Optimal proportional insurance under claim habit 在索赔习惯下的最优比例保险

ASTIN BULLETIN-THE JOURNAL OF THE INTERNATIONAL ACTUARIAL ASSOCIATION

IF0

2025-09-01

OAAI

Cao, Jingyi; Li, Dongchen; Young, Virginia R.; Zou, Bin

Reinsurance games with two reinsurers: Tree versus chain

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

IF6

2023-10-01

PREAI

Cao, Jingyi; Li, Dongchen; Young, Virginia R.; Zou, Bin

Optimal Purchasing of Deferred Income Annuities When Payout Yields are Mean-Reverting*

REVIEW OF FINANCE

IF8.4

2016-02-11

PREAI

Huang, Huaxiong; Milevsky, Moshe A.; Young, Virginia R.

Minimizing the expected lifetime spent in drawdown under proportional consumption

FINANCE RESEARCH LETTERS

IF6.9

2015-11-01

OAAI

Angoshtari, Bahman; Bayraktar, Erhan; Young, Virginia R.

Maximizing utility of consumption subject to a constraint on the probability of lifetime ruin

FINANCE RESEARCH LETTERS

IF6.9

2008-12-01

OAAI

Bayraktar, Erhan; Young, Virginia R.

Optimal investment strategy to minimize occupation time

ANNALS OF OPERATIONS RESEARCH

IF4.5

2008-11-13

PREAI

Bayraktar, Erhan; Young, Virginia R.

Mutual fund theorems when minimizing the probability of lifetime ruin

FINANCE RESEARCH LETTERS

IF6.9

2008-06-01

OAAI

Bayraktar, Erhan; Young, Virginia R.

Updating non-additive measures with fuzzy information

FUZZY SETS AND SYSTEMS

IF2.7

1998-03-01

PREAI

Young, VR; Wang, SS

Fuzzy subsethood

FUZZY SETS AND SYSTEMS

IF2.7

1996-02-01

140

PREAI

Young, VR

研究方向