Bayraktar, Erhan; Cohen, Asaf Risk sensitive control of the lifetime ruin problem. (English) Zbl 1407.93429 Appl. Math. Optim. 77, No. 2, 229-252 (2018). MSC: 93E20 91G10 49N70 49K40 PDF BibTeX XML Cite \textit{E. Bayraktar} and \textit{A. Cohen}, Appl. Math. Optim. 77, No. 2, 229--252 (2018; Zbl 1407.93429) Full Text: DOI arXiv OpenURL
Bayraktar, Erhan; Young, Virginia R. Optimally investing to reach a bequest goal. (English) Zbl 1371.91149 Insur. Math. Econ. 70, 1-10 (2016). MSC: 91G10 91A60 60H30 93E20 PDF BibTeX XML Cite \textit{E. Bayraktar} and \textit{V. R. Young}, Insur. Math. Econ. 70, 1--10 (2016; Zbl 1371.91149) Full Text: DOI arXiv OpenURL
Angoshtari, Bahman; Bayraktar, Erhan; Young, Virginia R. Minimizing the probability of lifetime drawdown under constant consumption. (English) Zbl 1369.91160 Insur. Math. Econ. 69, 210-223 (2016). MSC: 91G10 60G40 93E20 PDF BibTeX XML Cite \textit{B. Angoshtari} et al., Insur. Math. Econ. 69, 210--223 (2016; Zbl 1369.91160) Full Text: DOI arXiv OpenURL
Bayraktar, Erhan; Promislow, S. David; Young, Virginia R. Purchasing term life insurance to reach a bequest goal while consuming. (English) Zbl 1339.91105 SIAM J. Financ. Math. 7, 183-214 (2016). MSC: 91G10 91B30 49L20 35Q91 PDF BibTeX XML Cite \textit{E. Bayraktar} et al., SIAM J. Financ. Math. 7, 183--214 (2016; Zbl 1339.91105) Full Text: DOI arXiv OpenURL
Bayraktar, Erhan; Promislow, S. David; Young, Virginia R. Purchasing life insurance to reach a bequest goal. (English) Zbl 1304.91091 Insur. Math. Econ. 58, 204-216 (2014). MSC: 91B30 PDF BibTeX XML Cite \textit{E. Bayraktar} et al., Insur. Math. Econ. 58, 204--216 (2014; Zbl 1304.91091) Full Text: DOI arXiv OpenURL
Liang, Zhibin; Bayraktar, Erhan Optimal reinsurance and investment with unobservable claim size and intensity. (English) Zbl 1296.91161 Insur. Math. Econ. 55, 156-166 (2014). MSC: 91B30 93E20 PDF BibTeX XML Cite \textit{Z. Liang} and \textit{E. Bayraktar}, Insur. Math. Econ. 55, 156--166 (2014; Zbl 1296.91161) Full Text: DOI OpenURL
Bayraktar, Erhan; Young, Virginia R. Proving regularity of the minimal probability of ruin via a game of stopping and control. (English) Zbl 1303.91196 Finance Stoch. 15, No. 4, 785-818 (2011). MSC: 91G80 91B30 93E20 60G40 49L20 91A15 PDF BibTeX XML Cite \textit{E. Bayraktar} and \textit{V. R. Young}, Finance Stoch. 15, No. 4, 785--818 (2011; Zbl 1303.91196) Full Text: DOI arXiv OpenURL
Bayraktar, Erhan; Hu, Xueying; Young, Virginia R. Minimizing the probability of lifetime ruin under stochastic volatility. (English) Zbl 1218.91146 Insur. Math. Econ. 49, No. 2, 194-206 (2011). MSC: 91G10 91G50 93E20 91B30 PDF BibTeX XML Cite \textit{E. Bayraktar} et al., Insur. Math. Econ. 49, No. 2, 194--206 (2011; Zbl 1218.91146) Full Text: DOI arXiv OpenURL
Bayraktar, Erhan; Egami, Masahiko A unified treatment of dividend payment problems under fixed cost and implementation delays. (English) Zbl 1189.93142 Math. Methods Oper. Res. 71, No. 2, 325-351 (2010). MSC: 93E20 60J60 91G80 PDF BibTeX XML Cite \textit{E. Bayraktar} and \textit{M. Egami}, Math. Methods Oper. Res. 71, No. 2, 325--351 (2010; Zbl 1189.93142) Full Text: DOI arXiv Link OpenURL
Bayraktar, Erhan; Young, Virginia R. Minimizing the probability of lifetime ruin with deferred life annuities. (English) Zbl 1483.91178 N. Am. Actuar. J. 13, No. 1, 141-154 (2009). MSC: 91G05 60G40 PDF BibTeX XML Cite \textit{E. Bayraktar} and \textit{V. R. Young}, N. Am. Actuar. J. 13, No. 1, 141--154 (2009; Zbl 1483.91178) Full Text: DOI OpenURL
Ludkovski, Michael; Bayraktar, Erhan Relative hedging of systematic mortality risk. (English) Zbl 1483.91203 N. Am. Actuar. J. 13, No. 1, 106-140 (2009). MSC: 91G05 91G20 PDF BibTeX XML Cite \textit{M. Ludkovski} and \textit{E. Bayraktar}, N. Am. Actuar. J. 13, No. 1, 106--140 (2009; Zbl 1483.91203) Full Text: DOI OpenURL
Bayraktar, Erhan; Young, Virginia R. Minimizing the lifetime shortfall or shortfall at death. (English) Zbl 1162.91397 Insur. Math. Econ. 44, No. 3, 447-458 (2009). MSC: 91B30 91B28 93E20 PDF BibTeX XML Cite \textit{E. Bayraktar} and \textit{V. R. Young}, Insur. Math. Econ. 44, No. 3, 447--458 (2009; Zbl 1162.91397) Full Text: DOI arXiv OpenURL
Bayraktar, Erhan; Young, Virginia R. Minimizing the probability of ruin when consumption is ratcheted. (English) Zbl 1481.91104 N. Am. Actuar. J. 12, No. 4, 428-442 (2008). MSC: 91B42 91G15 93E20 PDF BibTeX XML Cite \textit{E. Bayraktar} and \textit{V. R. Young}, N. Am. Actuar. J. 12, No. 4, 428--442 (2008; Zbl 1481.91104) Full Text: DOI arXiv OpenURL
Bayraktar, Erhan; Moore, Kristen S.; Young, Virginia R. Minimizing the probability of lifetime ruin under random consumption. (English) Zbl 1481.91192 N. Am. Actuar. J. 12, No. 4, 384-400 (2008). MSC: 91G10 PDF BibTeX XML Cite \textit{E. Bayraktar} et al., N. Am. Actuar. J. 12, No. 4, 384--400 (2008; Zbl 1481.91192) Full Text: DOI OpenURL
Bayraktar, Erhan; Egami, Masahiko Optimizing venture capital investments in a jump diffusion model. (English) Zbl 1151.91049 Math. Methods Oper. Res. 67, No. 1, 21-42 (2008). Reviewer: Mark A. Petersen (Potchefstroom) MSC: 91G50 49N25 60G40 PDF BibTeX XML Cite \textit{E. Bayraktar} and \textit{M. Egami}, Math. Methods Oper. Res. 67, No. 1, 21--42 (2008; Zbl 1151.91049) Full Text: DOI arXiv OpenURL
Bayraktar, Erhan; Young, Virginia R. Correspondence between lifetime minimum wealth and utility of consumption. (English) Zbl 1144.91015 Finance Stoch. 11, No. 2, 213-236 (2007). Reviewer: Yuliya Mishura (Kyïv) MSC: 91G10 91B30 93E20 PDF BibTeX XML Cite \textit{E. Bayraktar} and \textit{V. R. Young}, Finance Stoch. 11, No. 2, 213--236 (2007; Zbl 1144.91015) Full Text: DOI arXiv OpenURL
Bayraktar, Erhan; Young, Virginia R. Minimizing the probability of lifetime ruin under borrowing constraints. (English) Zbl 1119.91041 Insur. Math. Econ. 41, No. 1, 196-221 (2007). MSC: 91G10 91B30 PDF BibTeX XML Cite \textit{E. Bayraktar} and \textit{V. R. Young}, Insur. Math. Econ. 41, No. 1, 196--221 (2007; Zbl 1119.91041) Full Text: DOI arXiv OpenURL