Virginia R. Young

24 papers Journal 24
YearRankTypeTitle / Venue / Authors
2025 J jnl
Optimal Loss Reporting in Continuous Time with Full Insurance.
SIAM J. Financial Math.
Jingyi Cao, Dongchen Li, Virginia R. Young, Bin Zou
2025 J jnl
Short Communication: Equilibrium Mean-Variance Dividend Rate Strategies.
SIAM J. Financial Math.
Jingyi Cao, Dongchen Li, Virginia R. Young, Bin Zou
2024 J jnl
Short Communication: Optimal Insurance to Maximize Exponential Utility When Premium Is Computed by a Convex Functional.
SIAM J. Financial Math.
Jingyi Cao, Dongchen Li, Virginia R. Young, Bin Zou
2023 J jnl
Optimal Consumption Under a Habit-Formation Constraint: The Deterministic Case.
SIAM J. Financial Math.
Bahman Angoshtari, Erhan Bayraktar, Virginia R. Young
2023 J jnl
Optimal Dividends Under Model Uncertainty.
SIAM J. Financial Math.
Prakash Chakraborty, Asaf Cohen, Virginia R. Young
2023 J jnl
Optimal Reinsurance to Minimize the Probability of Drawdown under the Mean-Variance Premium Principle: Asymptotic Analysis.
SIAM J. Financial Math.
Pablo Azcue, Xiaoqing Liang, Nora Muler, Virginia R. Young
2023 J jnl
Optimal proportional reinsurance to maximize an insurer's exponential utility under unobservable drift.
J. Appl. Probab.
Xiaoqing Liang, Virginia R. Young
2023 J jnl
Reinsurance games with two reinsurers: Tree versus chain.
Eur. J. Oper. Res.
Jingyi Cao, Dongchen Li, Virginia R. Young, Bin Zou
2022 J jnl
Discounted probability of exponential parisian ruin: Diffusion approximation.
J. Appl. Probab.
Xiaoqing Liang, Virginia R. Young
2022 J jnl
Optimal Investment and Consumption under a Habit-Formation Constraint.
SIAM J. Financial Math.
Bahman Angoshtari, Erhan Bayraktar, Virginia R. Young
2021 J jnl
Optimal Dividend Problem: Asymptotic Analysis.
SIAM J. Financial Math.
Asaf Cohen, Virginia R. Young
2020 J jnl
Minimizing the Discounted Probability of Exponential Parisian Ruin via Reinsurance.
SIAM J. Control. Optim.
Xiaoqing Liang, Virginia R. Young
2020 J jnl
Minimizing the Probability of Lifetime Exponential Parisian Ruin.
J. Optim. Theory Appl.
Xiaoqing Liang, Virginia R. Young
2019 J jnl
Optimal Dividend Distribution Under Drawdown and Ratcheting Constraints on Dividend Rates.
SIAM J. Financial Math.
Bahman Angoshtari, Erhan Bayraktar, Virginia R. Young
2019 J jnl
Optimal dividends with an affine penalty.
J. Appl. Math. Comput.
Zhibin Liang, Virginia R. Young
2018 J jnl
Equilibrium Strategies for the Mean-Variance Investment Problem over a Random Horizon.
SIAM J. Financial Math.
David Landriault, Bin Li, Danping Li, Virginia R. Young
2016 J jnl
Purchasing Term Life Insurance to Reach a Bequest Goal while Consuming.
SIAM J. Financial Math.
Erhan Bayraktar, S. David Promislow, Virginia R. Young
2011 J jnl
Proving regularity of the minimal probability of ruin via a game of stopping and control.
Finance Stochastics
Erhan Bayraktar, Virginia R. Young
2010 J jnl
Optimal investment strategy to minimize occupation time.
Ann. Oper. Res.
Erhan Bayraktar, Virginia R. Young
2007 J jnl
Correspondence between lifetime minimum wealth and utility of consumption.
Finance Stochastics
Erhan Bayraktar, Virginia R. Young
2005 J jnl
Supermodular Functions on Finite Lattices.
Order
S. David Promislow, Virginia R. Young
2003 J jnl
Decomposition properties of dual choice functionals.
Soc. Choice Welf.
S. David Promislow, Virginia R. Young
1998 J jnl
Updating non-additive measures with fuzzy information.
Fuzzy Sets Syst.
Virginia R. Young, Shaun S. Wang
1996 J jnl
Fuzzy subsethood.
Fuzzy Sets Syst.
Virginia R. Young