Virginia R. Young

According to our database1, Virginia R. Young authored at least 12 papers between 1996 and 2020.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

On csauthors.net:

Bibliography

2020
Minimizing the Discounted Probability of Exponential Parisian Ruin via Reinsurance.
SIAM J. Control. Optim., 2020

Minimizing the Probability of Lifetime Exponential Parisian Ruin.
J. Optim. Theory Appl., 2020

2019
Optimal Dividend Distribution Under Drawdown and Ratcheting Constraints on Dividend Rates.
SIAM J. Financial Math., 2019

2018
Equilibrium Strategies for the Mean-Variance Investment Problem over a Random Horizon.
SIAM J. Financial Math., 2018

2016
Purchasing Term Life Insurance to Reach a Bequest Goal while Consuming.
SIAM J. Financial Math., 2016

2011
Proving regularity of the minimal probability of ruin via a game of stopping and control.
Finance Stochastics, 2011

2010
Optimal investment strategy to minimize occupation time.
Ann. Oper. Res., 2010

2007
Correspondence between lifetime minimum wealth and utility of consumption.
Finance Stochastics, 2007

2005
Supermodular Functions on Finite Lattices.
Order, 2005

2003
Decomposition properties of dual choice functionals.
Soc. Choice Welf., 2003

1998
Updating non-additive measures with fuzzy information.
Fuzzy Sets Syst., 1998

1996
Fuzzy subsethood.
Fuzzy Sets Syst., 1996


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