Axiomatic characterization of insurance prices SS Wang, VR Young, HH Panjer Insurance: Mathematics and economics 21 (2), 173-183, 1997 | 705 | 1997 |
Minimizing the probability of ruin when claims follow Brownian motion with drift S David Promislow, VR Young North American Actuarial Journal 9 (3), 110-128, 2005 | 342 | 2005 |
Annuitization and asset allocation MA Milevsky, VR Young Journal of Economic Dynamics and Control 31 (9), 3138-3177, 2007 | 329 | 2007 |
Marketing champions: practical strategies for improving marketing's power, influence, and business impact RA Young, AM Weiss, DW Stewart John Wiley & Sons, 2006 | 289 | 2006 |
Ordering risks: Expected utility theory versus Yaari's dual theory of risk SS Wang, VR Young Insurance: Mathematics and Economics 22 (2), 145-161, 1998 | 218 | 1998 |
Fuzzy subsethood VR Young Fuzzy sets and systems 77 (3), 371-384, 1996 | 216 | 1996 |
Optimal insurance under Wang’s premium principle VR Young Insurance: Mathematics and Economics 25 (2), 109-122, 1999 | 198 | 1999 |
Optimal investment strategy to minimize the probability of lifetime ruin VR Young North American Actuarial Journal 8 (4), 106-126, 2004 | 144 | 2004 |
Comonotonicity and maximal stop-loss premiums J Dhaene, S Wang, VR Young, M Goovaerts Bulletin of the Swiss Association of Actuaries 2, 99-113, 2000 | 136 | 2000 |
A longitudinal data analysis interpretation of credibility models EW Frees, VR Young, Y Luo Insurance: Mathematics and Economics 24 (3), 229-247, 1999 | 129 | 1999 |
Pricing dynamic insurance risks using the principle of equivalent utility VR Young, T Zariphopoulou Scandinavian Actuarial Journal 2002 (4), 246-279, 2002 | 127 | 2002 |
Asset allocation and annuity‐purchase strategies to minimize the probability of financial ruin MA Milevsky, KS Moore, VR Young Mathematical Finance 16 (4), 647-671, 2006 | 114 | 2006 |
Killing the law of large numbers: Mortality risk premiums and the sharpe ratio MA Milevsky, SD Promislow, VR Young Journal of Risk and Insurance 73 (4), 673-686, 2006 | 108 | 2006 |
Insurance rate changing: a fuzzy logic approach VR Young Journal of Risk and Insurance, 461-484, 1996 | 87 | 1996 |
Indifference prices of structured catastrophe (CAT) bonds M Egami, VR Young Insurance: Mathematics and Economics 42 (2), 771-778, 2008 | 84 | 2008 |
Case studies using panel data models EW Frees, VR Young, Y Luo North American Actuarial Journal 5 (4), 24-42, 2001 | 84 | 2001 |
Valuation of mortality risk via the instantaneous Sharpe ratio: applications to life annuities E Bayraktar, MA Milevsky, SD Promislow, VR Young Journal of Economic Dynamics and Control 33 (3), 676-691, 2009 | 81 | 2009 |
Optimal asset allocation and the real option to delay annuitization: It's not now-or-never MA Milevsky, VR Young Pensions Institute, 2002 | 78 | 2002 |
Optimal insurance in a continuous-time model KS Moore, VR Young Insurance: Mathematics and Economics 39 (1), 47-68, 2006 | 77 | 2006 |
Equity-indexed life insurance: pricing and reserving using the principle of equivalent utility VR Young North American Actuarial Journal 7 (1), 68-86, 2003 | 74 | 2003 |