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ORCIDVirginia R. Young
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2020 – today
- 2024
[j22]Jingyi Cao, Dongchen Li, Virginia R. Young, Bin Zou
:
Short Communication: Optimal Insurance to Maximize Exponential Utility When Premium Is Computed by a Convex Functional. SIAM J. Financial Math. 15(1): 15- (2024)- 2023
- [j21]Jingyi Cao, Dongchen Li, Virginia R. Young, Bin Zou:
Reinsurance games with two reinsurers: Tree versus chain. Eur. J. Oper. Res. 310(2): 928-941 (2023) - [j20]Xiaoqing Liang, Virginia R. Young:
Optimal proportional reinsurance to maximize an insurer's exponential utility under unobservable drift. J. Appl. Probab. 60(3): 874-894 (2023) - [j19]Pablo Azcue, Xiaoqing Liang, Nora Muler, Virginia R. Young:
Optimal Reinsurance to Minimize the Probability of Drawdown under the Mean-Variance Premium Principle: Asymptotic Analysis. SIAM J. Financial Math. 14(1): 279-313 (2023) - [j18]Prakash Chakraborty, Asaf Cohen, Virginia R. Young:
Optimal Dividends Under Model Uncertainty. SIAM J. Financial Math. 14(2): 497-524 (2023) - [j17]Bahman Angoshtari, Erhan Bayraktar, Virginia R. Young:
Optimal Consumption Under a Habit-Formation Constraint: The Deterministic Case. SIAM J. Financial Math. 14(2): 557-597 (2023) - 2022
- [j16]Xiaoqing Liang, Virginia R. Young:
Discounted probability of exponential parisian ruin: Diffusion approximation. J. Appl. Probab. 59(1): 17-37 (2022) - [j15]Bahman Angoshtari, Erhan Bayraktar, Virginia R. Young:
Optimal Investment and Consumption under a Habit-Formation Constraint. SIAM J. Financial Math. 13(1): 321-352 (2022) - 2021
- [j14]Asaf Cohen, Virginia R. Young:
Optimal Dividend Problem: Asymptotic Analysis. SIAM J. Financial Math. 12(1): 29-46 (2021) - 2020
- [j13]Xiaoqing Liang, Virginia R. Young:
Minimizing the Probability of Lifetime Exponential Parisian Ruin. J. Optim. Theory Appl. 184(3): 1036-1064 (2020) - [j12]Xiaoqing Liang, Virginia R. Young:
Minimizing the Discounted Probability of Exponential Parisian Ruin via Reinsurance. SIAM J. Control. Optim. 58(2): 937-964 (2020)
2010 – 2019
- 2019
- [j11]Zhibin Liang, Virginia R. Young:
Optimal dividends with an affine penalty. J. Appl. Math. Comput. 60(1-2): 703-730 (2019) - [j10]Bahman Angoshtari, Erhan Bayraktar, Virginia R. Young:
Optimal Dividend Distribution Under Drawdown and Ratcheting Constraints on Dividend Rates. SIAM J. Financial Math. 10(2): 547-577 (2019) - 2018
- [j9]David Landriault, Bin Li, Danping Li, Virginia R. Young:
Equilibrium Strategies for the Mean-Variance Investment Problem over a Random Horizon. SIAM J. Financial Math. 9(3): 1046-1073 (2018) - 2016
- [j8]Erhan Bayraktar, S. David Promislow, Virginia R. Young:
Purchasing Term Life Insurance to Reach a Bequest Goal while Consuming. SIAM J. Financial Math. 7(1): 183-214 (2016) - 2011
- [j7]Erhan Bayraktar, Virginia R. Young:
Proving regularity of the minimal probability of ruin via a game of stopping and control. Finance Stochastics 15(4): 785-818 (2011) - 2010
- [j6]Erhan Bayraktar, Virginia R. Young:
Optimal investment strategy to minimize occupation time. Ann. Oper. Res. 176(1): 389-408 (2010)
2000 – 2009
- 2007
- [j5]Erhan Bayraktar, Virginia R. Young:
Correspondence between lifetime minimum wealth and utility of consumption. Finance Stochastics 11(2): 213-236 (2007) - 2005
- [j4]S. David Promislow, Virginia R. Young:
Supermodular Functions on Finite Lattices. Order 22(4): 389-413 (2005) - 2003
- [j3]S. David Promislow, Virginia R. Young:
Decomposition properties of dual choice functionals. Soc. Choice Welf. 20(2): 189-201 (2003)
1990 – 1999
- 1998
- [j2]Virginia R. Young, Shaun S. Wang:
Updating non-additive measures with fuzzy information. Fuzzy Sets Syst. 94(3): 355-366 (1998) - 1996
- [j1]Virginia R. Young:
Fuzzy subsethood. Fuzzy Sets Syst. 77(3): 371-384 (1996)
Coauthor Index
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