Pricing Dynamic Insurance Risks Using the Principle of Equivalent Utility

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Optimal insurance in a continuous-time model (2006, methodology): “~ V V = In those cases for which there is no smooth solution, we rely on the theory of viscosity solutions; see Young and Zariphopoulou (2002a) for further details and references.”
Mortality modelling with Lévy processes (2008, background): “As in Young & Zariphopoulou (2002), we can indeed consider a market made up of cash and stocks.”
Utility–indifference hedging and valuation via reaction–diffusion systems (2004, background): “With a view towards applications in life insurance, a recent article by Young & Zariphopoulou (2002) considers a model with a geometric Brownian motion for the risky asset price, and an independent point process with deterministic intensity whose first jump represents the death of the policy holder.”