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Virginia R. Young

According to our database1, Virginia R. Young authored at least 22 papers between 1996 and 2024.

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

Timeline

Legend:

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In proceedings 
Article 
PhD thesis 
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Links

On csauthors.net:

Bibliography

2024
Short Communication: Optimal Insurance to Maximize Exponential Utility When Premium Is Computed by a Convex Functional.
[BibTeX]
[DOI]
Jingyi Cao
,
Dongchen Li
,
Virginia R. Young
,
Bin Zou
SIAM J. Financial Math., March, 2024

2023
Reinsurance games with two reinsurers: Tree versus chain.
[BibTeX]
[DOI]
Jingyi Cao
,
Dongchen Li
,
Virginia R. Young
,
Bin Zou
Eur. J. Oper. Res., October, 2023

Optimal proportional reinsurance to maximize an insurer's exponential utility under unobservable drift.
[BibTeX]
[DOI]
Xiaoqing Liang
,
Virginia R. Young
J. Appl. Probab., September, 2023

Optimal Dividends Under Model Uncertainty.
[BibTeX]
[DOI]
Prakash Chakraborty
,
Asaf Cohen
,
Virginia R. Young
SIAM J. Financial Math., June, 2023

Optimal Consumption Under a Habit-Formation Constraint: The Deterministic Case.
[BibTeX]
[DOI]
Bahman Angoshtari
,
Erhan Bayraktar
,
Virginia R. Young
SIAM J. Financial Math., June, 2023

Optimal Reinsurance to Minimize the Probability of Drawdown under the Mean-Variance Premium Principle: Asymptotic Analysis.
[BibTeX]
[DOI]
Pablo Azcue
,
Xiaoqing Liang
,
Nora Muler
,
Virginia R. Young
SIAM J. Financial Math., March, 2023

2022
Optimal Investment and Consumption under a Habit-Formation Constraint.
[BibTeX]
[DOI]
Bahman Angoshtari
,
Erhan Bayraktar
,
Virginia R. Young
SIAM J. Financial Math., 2022

Discounted probability of exponential parisian ruin: Diffusion approximation.
[BibTeX]
[DOI]
Xiaoqing Liang
,
Virginia R. Young
J. Appl. Probab., 2022

2021
Optimal Dividend Problem: Asymptotic Analysis.
[BibTeX]
[DOI]
Asaf Cohen
,
Virginia R. Young
SIAM J. Financial Math., 2021

2020
Minimizing the Discounted Probability of Exponential Parisian Ruin via Reinsurance.
[BibTeX]
[DOI]
Xiaoqing Liang
,
Virginia R. Young
SIAM J. Control. Optim., 2020

Minimizing the Probability of Lifetime Exponential Parisian Ruin.
[BibTeX]
[DOI]
Xiaoqing Liang
,
Virginia R. Young
J. Optim. Theory Appl., 2020

2019
Optimal dividends with an affine penalty.
[BibTeX]
[DOI]
Zhibin Liang
,
Virginia R. Young
J. Appl. Math. Comput., June, 2019

Optimal Dividend Distribution Under Drawdown and Ratcheting Constraints on Dividend Rates.
[BibTeX]
[DOI]
Bahman Angoshtari
,
Erhan Bayraktar
,
Virginia R. Young
SIAM J. Financial Math., 2019

2018
Equilibrium Strategies for the Mean-Variance Investment Problem over a Random Horizon.
[BibTeX]
[DOI]
David Landriault
,
Bin Li
,
Danping Li
,
Virginia R. Young
SIAM J. Financial Math., 2018

2016
Purchasing Term Life Insurance to Reach a Bequest Goal while Consuming.
[BibTeX]
[DOI]
Erhan Bayraktar
,
S. David Promislow
,
Virginia R. Young
SIAM J. Financial Math., 2016

2011
Proving regularity of the minimal probability of ruin via a game of stopping and control.
[BibTeX]
[DOI]
Erhan Bayraktar
,
Virginia R. Young
Finance Stochastics, 2011

2010
Optimal investment strategy to minimize occupation time.
[BibTeX]
[DOI]
Erhan Bayraktar
,
Virginia R. Young
Ann. Oper. Res., 2010

2007
Correspondence between lifetime minimum wealth and utility of consumption.
[BibTeX]
[DOI]
Erhan Bayraktar
,
Virginia R. Young
Finance Stochastics, 2007

2005
Supermodular Functions on Finite Lattices.
[BibTeX]
[DOI]
S. David Promislow
,
Virginia R. Young
Order, 2005

2003
Decomposition properties of dual choice functionals.
[BibTeX]
[DOI]
S. David Promislow
,
Virginia R. Young
Soc. Choice Welf., 2003

1998
Updating non-additive measures with fuzzy information.
[BibTeX]
[DOI]
Virginia R. Young
,
Shaun S. Wang
Fuzzy Sets Syst., 1998

1996
Fuzzy subsethood.
[BibTeX]
[DOI]
Virginia R. Young
Fuzzy Sets Syst., 1996


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