Virginia R. Young

Finance · 2002–2018

A researcher in the Science corpus: 11 papers; trusts 21 researchers and is trusted by 24 researchers here, as inferred from the citation graph.

Subfields

• Finance — 45 citations into it; #4,132 of 10,518 by trust here, #6,960 by citations
• Economics and Econometrics — 38 citations into it; #3,388 of 23,481 by trust here, #7,096 by citations
• Demography — 35 citations into it; #303 of 4,236 by trust here, #597 by citations
• Management Science and Operations Research — 33 citations into it; #2,076 of 11,946 by trust here, #3,047 by citations
• Accounting — 13 citations into it
• General Health Professions — 6 citations into it

Whom Virginia R. Young trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Tomas Björk
2. Hanspeter Schmidli
3. Hans U. Gerber
4. Shaun S. Wang
5. Christian Hipp
6. Jessica A. Wachter
7. George M. Constantinides
8. Thaleia Zariphopoulou
9. M. Milevsky
10. Serena Tiong

Who trusts Virginia R. Young overall

1. Michael Mania
2. Kristen S. Moore
3. Martin Schweizer
4. Pablo Azcue
5. Dirk Becherer
6. Zhongfei Li
7. Yan Zeng
8. Erhan Bayraktar
9. Zhibin Liang
10. Bo Yi

Papers from Virginia R. Young's perspective

Ordered by how strongly the researchers Virginia R. Young trusts endorse each paper. Same corpus, a different order for every researcher.

1. Premium Calculation by Transforming the Layer Premium Density
2. Stochastic control for optimal new business
3. On law invariant coherent risk measures
4. Portfolio and Consumption Decisions under Mean-Reverting Returns: An Exact Solution for Complete Markets (Journal of Financial and Quantitative Analysis)
5. Optimal Proportional Reinsurance Policies in a Dynamic Setting
6. The Dual Theory of Choice under Risk
7. Valuing Equity-Indexed Annuities
8. Individual Risk in an Investment-Based Social Security System
9. Stochastic lifestyling: Optimal dynamic asset allocation for defined contribution pension plans
10. Optimal consumption–portfolio choices and retirement planning

Their papers

• Minimizing the Probability of Ruin When Claims Follow Brownian Motion with Drift (2005) — 326 citations
• Optimal risk sharing under distorted probabilities (2008) — 49 citations
• Pricing Dynamic Insurance Risks Using the Principle of Equivalent Utility (2002) — 92 citations
• Optimal Investment Strategy to Minimize the Probability of Lifetime Ruin (2004) — 123 citations
• PRICING IN AN INCOMPLETE MARKET WITH AN AFFINE TERM STRUCTURE (2004) — 49 citations
• Minimizing the probability of lifetime ruin under borrowing constraints (2007) — 62 citations
• Minimizing the probability of ruin: Optimal per-loss reinsurance (2018) — 48 citations
• Comonotonicity and Maximal Stop-Loss Premiums (2010) — 83 citations
• Valuation of Mortality Risk via the Instantaneous Sharpe Ratio: Applications to Life Annuities (2008) — 60 citations
• Annuitization and asset allocation (2007) — 272 citations
• Optimal insurance in a continuous-time model (2006) — 50 citations