Edit Profile Young, Virginia R. Compute Distance To: Compute Author ID: young.virginia-r Published as: Young, Virginia R.; Young, Virginia; Young, V.; Young Documents Indexed: 91 Publications since 1985 all top 5 Co-Authors 16 single-authored 17 Bayraktar, Erhan 10 Promislov, S. David 8 Liang, Xiaoqing 6 Milevsky, Moshe Arye 5 Moore, Kristen S. 5 Wang, Shaun S. 4 Frees, Edward W. 4 Li, Danping 4 Liang, Zhibin 3 Angoshtari, Bahman 3 Cohen, Asaf 3 Luo, Yu 3 Wang, Ting 2 Egami, Masahiko 2 Li, Dongchen 2 Ludkovski, Michael 2 Rosenberg, Marjorie A. 2 Zariphopoulou, Thaleia 1 de Vylder, Florent Etienne 1 Dhaene, Jan 1 Goovaerts, Marc J. 1 Han, Xia 1 Hu, Xueying 1 Huang, Huaxiong 1 Jaimungal, Sebastian 1 Kung, Yueh-Chuan 1 Lai, Siu-Wai 1 Landriault, David 1 Li, Bin 1 Panjer, Harry H. 1 Promislow, David S. 1 Querin, Osvaldo M. 1 Steven, Grant P. 1 Xie, Yimin 1 Zhang, Yuchong all top 5 Serials 37 Insurance Mathematics & Economics 14 North American Actuarial Journal 4 Scandinavian Actuarial Journal 4 ASTIN Bulletin 4 SIAM Journal on Financial Mathematics 3 Journal of Economic Dynamics & Control 2 Fuzzy Sets and Systems 2 Scandinavian Actuarial Journal 2 Finance and Stochastics 2 Mathematical Finance 2 Annals of Finance 1 Computer Methods in Applied Mechanics and Engineering 1 Indiana University Mathematics Journal 1 Journal of Optimization Theory and Applications 1 Proceedings of the American Mathematical Society 1 SIAM Journal on Control and Optimization 1 Statistics & Probability Letters 1 Social Choice and Welfare 1 Order 1 Annals of Operations Research 1 Stochastic Processes and their Applications 1 Mitteilungen. Schweizerische Aktuarvereinigung (SAV) 1 Journal of Applied Mathematics and Computing 1 Review of Finance 1 Stochastics 1 Mathematics and Financial Economics all top 5 Fields 82 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 31 Systems theory; control (93-XX) 22 Probability theory and stochastic processes (60-XX) 19 Statistics (62-XX) 8 Calculus of variations and optimal control; optimization (49-XX) 5 Partial differential equations (35-XX) 2 Manifolds and cell complexes (57-XX) 2 Numerical analysis (65-XX) 2 Information and communication theory, circuits (94-XX) 1 Mathematical logic and foundations (03-XX) 1 Order, lattices, ordered algebraic structures (06-XX) 1 Measure and integration (28-XX) 1 Integral equations (45-XX) 1 Functional analysis (46-XX) 1 Convex and discrete geometry (52-XX) 1 Mechanics of deformable solids (74-XX) 1 Operations research, mathematical programming (90-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 76 Publications have been cited 1,162 times in 772 Documents Cited by ▼ Year ▼ Axiomatic characterization of insurance prices. Zbl 0959.62099Wang, Shaun S.; Young, Virginia R.; Panjer, Harry H. 162 1997 Minimizing the probability of ruin when claims follow Brownian motion with drift. Zbl 1141.91543Promislow, S. David; Young, Virginia R. 116 2005 Optimal insurance under Wang’s premium principle. Zbl 1156.62364Young, Virginia R. 73 1999 Ordering risks: expected utility theory versus Yaari’s dual theory of risk. Zbl 0907.90102Wang, Shaun S.; Young, Virginia R. 62 1998 Annuitization and asset allocation. Zbl 1163.91440Milevsky, Moshe A.; Young, Virginia R. 60 2007 Fuzzy subsethood. Zbl 0872.94062Young, Virginia R. 43 1996 Optimal investment strategy to minimize the probability of lifetime ruin. Zbl 1085.60514Young, Virginia R. 37 2004 Pricing dynamic insurance risks using the principle of equivalent utility. Zbl 1039.91049Young, Virginia R.; Zariphopoulou, Thaleia 33 2002 Comonotonicity and maximal stop-loss premiums. Zbl 1187.91099Dhaene, Jan; Wang, Shaun; Young, Virginia; Goovaerts, Marc J. 31 2000 Valuation of mortality risk via the instantaneous Sharpe ratio: applications to life annuities. Zbl 1170.91406Bayraktar, Erhan; Milevsky, Moshe A.; Promislow, S. David; Young, Virginia R. 29 2009 A longitudinal data analysis interpretation of credibility models. Zbl 0945.62112Frees, Edward W.; Young, Virginia R.; Luo, Yu 27 1999 Asset allocation and annuity-purchase strategies to minimize the probability of financial ruin. Zbl 1130.91031Milevsky, Moshe A.; Moore, Kristen S.; Young, Virginia R. 24 2006 Optimal risk sharing under distorted probabilities. Zbl 1255.91182Ludkovski, Michael; Young, Virginia R. 21 2009 Equity-indexed life insurance: pricing and reserving using the principle of equivalent utility. Zbl 1084.91521Young, Virginia R. 20 2003 Minimizing the probability of lifetime ruin under borrowing constraints. Zbl 1119.91041Bayraktar, Erhan; Young, Virginia R. 20 2007 Optimal insurance in a continuous-time model. Zbl 1147.91342Moore, Kristen S.; Young, Virginia R. 18 2006 Computational efficiency and validation of bi-directional evolutionary structural optimisation. Zbl 1003.74059Querin, O. M.; Young, V.; Steven, G. P.; Xie, Y. M. 16 2000 Unifying framework for optimal insurance. Zbl 1242.91095Promislow, S. David; Young, Virginia R. 16 2005 Pricing in an incomplete market with an affine term structure. Zbl 1134.91471Young, Virginia R. 15 2004 Dividends and reinsurance under a penalty for ruin. Zbl 1236.91086Liang, Zhibin; Young, Virginia R. 15 2012 Correspondence between lifetime minimum wealth and utility of consumption. Zbl 1144.91015Bayraktar, Erhan; Young, Virginia R. 14 2007 Pricing options in incomplete equity markets via the instantaneous Sharpe ratio. Zbl 1233.91256Bayraktar, Erhan; Young, Virginia 14 2008 Hedging life insurance with pure endowments. Zbl 1183.91067Bayraktar, Erhan; Young, Virginia R. 14 2007 Pricing life insurance under stochastic mortality via the instantaneous Sharpe ratio. Zbl 1152.91612Young, Virginia R. 14 2008 Indifference prices of structured catastrophe (CAT) bonds. Zbl 1152.91442Egami, Masahiko; Young, Virginia R. 14 2008 Case studies using panel data models. Zbl 1083.91538Frees, Edward W.; Young, Virginia R.; Luo, Yu 13 2001 Risk-adjust credibility premiums using distored probabilities. Zbl 1043.91512Wang, Shaun; Young, Virginia R. 13 1998 Pricing equity-linked pure endowments with risky assets that follow Lévy processes. Zbl 1242.60069Jaimungal, Sebastian; Young, Virginia R. 13 2005 Indifference pricing of pure endowments and life annuities under stochastic hazard and interest rates. Zbl 1141.91531Ludkovski, Michael; Young, Virginia R. 13 2008 Optimal commutable annuities to minimize the probability of lifetime ruin. Zbl 1243.91066Wang, Ting; Young, Virginia R. 12 2012 Pricing equity-linked pure endowments via the principle of equivalent utility. Zbl 1103.91370Moore, Kristen S.; Young, Virginia R. 12 2003 Optimally investing to reach a bequest goal. Zbl 1371.91149Bayraktar, Erhan; Young, Virginia R. 9 2016 Maximizing the utility of consumption with commutable life annuities. Zbl 1284.91275Wang, Ting; Young, Virginia R. 8 2012 Proving regularity of the minimal probability of ruin via a game of stopping and control. Zbl 1303.91196Bayraktar, Erhan; Young, Virginia R. 8 2011 Optimal investment strategy to minimize occupation time. Zbl 1233.91235Bayraktar, Erhan; Young, Virginia R. 8 2010 Optimality of excess-loss reinsurance under a mean-variance criterion. Zbl 1394.91222Li, Danping; Li, Dongchen; Young, Virginia R. 7 2017 Optimal design of a perpetual equity-indexed annuity. Zbl 1085.60512Moore, Kristen S.; Young, Virginia R. 7 2005 Robust Bayesian credibility using semiparametric models. Zbl 1162.91445Young, Virginia R. 7 1998 Optimal investment to minimize the probability of drawdown. Zbl 1367.91162Angoshtari, Bahman; Bayraktar, Erhan; Young, Virginia R. 6 2016 Supermodular functions on finite lattices. Zbl 1097.06008Promislow, S. David; Young, Virginia R. 6 2005 Families of update rules for non-additive measures: applications in pricing risks. Zbl 1115.91346Young, Virginia R. 6 1998 Purchasing life insurance to reach a bequest goal. Zbl 1304.91091Bayraktar, Erhan; Promislow, S. David; Young, Virginia R. 5 2014 Purchasing term life insurance to reach a bequest goal while consuming. Zbl 1339.91105Bayraktar, Erhan; Promislow, S. David; Young, Virginia R. 5 2016 Minimizing the probability of lifetime drawdown under constant consumption. Zbl 1369.91160Angoshtari, Bahman; Bayraktar, Erhan; Young, Virginia R. 5 2016 Credibility using a loss function from spline theory. Zbl 0929.62101Young, Virginia R. 5 1997 Credibility using a loss function from spline theory: parametric models with a one-dimensional sufficient statistic. With discussion and a reply by the author. Zbl 1081.62571Young, Virginia R. 5 1998 A Bayesian approach to understanding time series data. Zbl 1082.62503Rosenberg, Marjorie A.; Young, Virginia R. 5 1999 Optimal reinsurance strategy under fixed cost and delay. Zbl 1172.62035Egami, Masahiko; Young, Virginia R. 5 2009 Lifetime ruin under ambiguous hazard rate. Zbl 1371.91172Young, Virginia R.; Zhang, Yuchong 4 2016 Credibility in favor of unlucky insureds. Zbl 1083.62549Young, Virginia R.; De Vylder, F. Etienne 4 2000 Credibility using semiparametric models and a loss function with a constancy penalty. Zbl 1103.91378Young, Virginia R. 4 2000 Optimal purchasing of deferred income annuities when payout yields are mean-reverting. Zbl 1402.91200Huang, Huaxiong; Milevsky, Moshe A.; Young, Virginia R. 4 2017 Equilibrium strategies for the mean-variance investment problem over a random horizon. Zbl 1416.91354Landriault, David; Li, Bin; Li, Danping; Young, Virginia R. 4 2018 Life insurance purchasing to maximize utility of household consumption. Zbl 1412.91030Bayraktar, Erhan; Young, Virginia R. 4 2013 The timing of annuitization: Investment dominance and mortality risk. Zbl 1273.91241Milevsky, Moshe A.; Young, Virginia R. 4 2007 Minimizing the probability of ruin: two riskless assets with transaction costs and proportional reinsurance. Zbl 1410.91272Liang, Xiaoqing; Young, Virginia R. 4 2018 Annuitization and asset allocation under exponential utility. Zbl 1401.91166Liang, Xiaoqing; Young, Virginia R. 3 2018 Forecasting Social Security actuarial assumptions. Zbl 1080.62544Frees, Edward W.; Kung, Yueh-Chuan; Rosenberg, Marjorie A.; Young, Virginia R.; Lai, Siu-Wai 3 1997 Computation of distorted probabilities for diffusion processes via stochastic control methods. Zbl 1103.65305Young, Virginia R.; Zariphopoulou, Thaleia 3 2000 Updating non-additive measures with fuzzy information. Zbl 0933.28014Young, Virginia R.; Wang, Shaun S. 3 1998 Minimizing the probability of ruin: optimal per-loss reinsurance. Zbl 1416.91202Liang, Xiaoqing; Young, Virginia R. 3 2018 Equity and exact credibility. Zbl 1015.62106Promislow, S. David; Young, Virginia R. 3 2000 Minimizing the probability of lifetime ruin under stochastic volatility. Zbl 1218.91146Bayraktar, Erhan; Hu, Xueying; Young, Virginia R. 3 2011 Minimizing the lifetime shortfall or shortfall at death. Zbl 1162.91397Bayraktar, Erhan; Young, Virginia R. 3 2009 Minimizing the discounted probability of exponential Parisian ruin via reinsurance. Zbl 1433.91136Liang, Xiaoqing; Young, Virginia R. 2 2020 Optimal dividend distribution under drawdown and ratcheting constraints on dividend rates. Zbl 1427.91290Angoshtari, Bahman; Bayraktar, Erhan; Young, Virginia R. 2 2019 Credibility ratemaking using collateral information. Zbl 1141.91533Luo, Yu; Young, Virginia R.; Frees, Edward W. 2 2004 Purchasing casualty insurance to avoid lifetime ruin. Zbl 1397.91296Young, Virginia R. 1 2017 Minimizing lifetime poverty with a penalty for bankruptcy. Zbl 1369.91162Cohen, Asaf; Young, Virginia R. 1 2016 Equity and credibility. Zbl 0971.91035Promislow, David S.; Young, Virginia R. 1 2000 Rate of convergence of the probability of ruin in the Cramér-Lundberg model to its diffusion approximation. Zbl 1447.91130Cohen, Asaf; Young, Virginia R. 1 2020 Minimizing the probability of lifetime exponential Parisian ruin. Zbl 1433.91159Liang, Xiaoqing; Young, Virginia R. 1 2020 Optimal reinsurance to minimize the discounted probability of ruin under ambiguity. Zbl 1410.91274Li, Danping; Young, Virginia R. 1 2019 Optimal reinsurance to minimize the probability of drawdown under the mean-variance premium principle. Zbl 1454.91191Han, Xia; Liang, Zhibin; Young, Virginia R. 1 2020 Purchasing term life insurance to reach a bequest goal: time-dependent case. Zbl 1414.91162Bayraktar, Erhan; Promislow, S. David; Young, Virginia R. 1 2015 Minimizing the probability of lifetime ruin when shocks might occur: perturbation analysis. Zbl 1414.91349Moore, Kristen S.; Young, Virginia R. 1 2016 Minimizing the discounted probability of exponential Parisian ruin via reinsurance. Zbl 1433.91136Liang, Xiaoqing; Young, Virginia R. 2 2020 Rate of convergence of the probability of ruin in the Cramér-Lundberg model to its diffusion approximation. Zbl 1447.91130Cohen, Asaf; Young, Virginia R. 1 2020 Minimizing the probability of lifetime exponential Parisian ruin. Zbl 1433.91159Liang, Xiaoqing; Young, Virginia R. 1 2020 Optimal reinsurance to minimize the probability of drawdown under the mean-variance premium principle. Zbl 1454.91191Han, Xia; Liang, Zhibin; Young, Virginia R. 1 2020 Optimal dividend distribution under drawdown and ratcheting constraints on dividend rates. Zbl 1427.91290Angoshtari, Bahman; Bayraktar, Erhan; Young, Virginia R. 2 2019 Optimal reinsurance to minimize the discounted probability of ruin under ambiguity. Zbl 1410.91274Li, Danping; Young, Virginia R. 1 2019 Equilibrium strategies for the mean-variance investment problem over a random horizon. Zbl 1416.91354Landriault, David; Li, Bin; Li, Danping; Young, Virginia R. 4 2018 Minimizing the probability of ruin: two riskless assets with transaction costs and proportional reinsurance. Zbl 1410.91272Liang, Xiaoqing; Young, Virginia R. 4 2018 Annuitization and asset allocation under exponential utility. Zbl 1401.91166Liang, Xiaoqing; Young, Virginia R. 3 2018 Minimizing the probability of ruin: optimal per-loss reinsurance. Zbl 1416.91202Liang, Xiaoqing; Young, Virginia R. 3 2018 Optimality of excess-loss reinsurance under a mean-variance criterion. Zbl 1394.91222Li, Danping; Li, Dongchen; Young, Virginia R. 7 2017 Optimal purchasing of deferred income annuities when payout yields are mean-reverting. Zbl 1402.91200Huang, Huaxiong; Milevsky, Moshe A.; Young, Virginia R. 4 2017 Purchasing casualty insurance to avoid lifetime ruin. Zbl 1397.91296Young, Virginia R. 1 2017 Optimally investing to reach a bequest goal. Zbl 1371.91149Bayraktar, Erhan; Young, Virginia R. 9 2016 Optimal investment to minimize the probability of drawdown. Zbl 1367.91162Angoshtari, Bahman; Bayraktar, Erhan; Young, Virginia R. 6 2016 Purchasing term life insurance to reach a bequest goal while consuming. Zbl 1339.91105Bayraktar, Erhan; Promislow, S. David; Young, Virginia R. 5 2016 Minimizing the probability of lifetime drawdown under constant consumption. Zbl 1369.91160Angoshtari, Bahman; Bayraktar, Erhan; Young, Virginia R. 5 2016 Lifetime ruin under ambiguous hazard rate. Zbl 1371.91172Young, Virginia R.; Zhang, Yuchong 4 2016 Minimizing lifetime poverty with a penalty for bankruptcy. Zbl 1369.91162Cohen, Asaf; Young, Virginia R. 1 2016 Minimizing the probability of lifetime ruin when shocks might occur: perturbation analysis. Zbl 1414.91349Moore, Kristen S.; Young, Virginia R. 1 2016 Purchasing term life insurance to reach a bequest goal: time-dependent case. Zbl 1414.91162Bayraktar, Erhan; Promislow, S. David; Young, Virginia R. 1 2015 Purchasing life insurance to reach a bequest goal. Zbl 1304.91091Bayraktar, Erhan; Promislow, S. David; Young, Virginia R. 5 2014 Life insurance purchasing to maximize utility of household consumption. Zbl 1412.91030Bayraktar, Erhan; Young, Virginia R. 4 2013 Dividends and reinsurance under a penalty for ruin. Zbl 1236.91086Liang, Zhibin; Young, Virginia R. 15 2012 Optimal commutable annuities to minimize the probability of lifetime ruin. Zbl 1243.91066Wang, Ting; Young, Virginia R. 12 2012 Maximizing the utility of consumption with commutable life annuities. Zbl 1284.91275Wang, Ting; Young, Virginia R. 8 2012 Proving regularity of the minimal probability of ruin via a game of stopping and control. Zbl 1303.91196Bayraktar, Erhan; Young, Virginia R. 8 2011 Minimizing the probability of lifetime ruin under stochastic volatility. Zbl 1218.91146Bayraktar, Erhan; Hu, Xueying; Young, Virginia R. 3 2011 Optimal investment strategy to minimize occupation time. Zbl 1233.91235Bayraktar, Erhan; Young, Virginia R. 8 2010 Valuation of mortality risk via the instantaneous Sharpe ratio: applications to life annuities. Zbl 1170.91406Bayraktar, Erhan; Milevsky, Moshe A.; Promislow, S. David; Young, Virginia R. 29 2009 Optimal risk sharing under distorted probabilities. Zbl 1255.91182Ludkovski, Michael; Young, Virginia R. 21 2009 Optimal reinsurance strategy under fixed cost and delay. Zbl 1172.62035Egami, Masahiko; Young, Virginia R. 5 2009 Minimizing the lifetime shortfall or shortfall at death. Zbl 1162.91397Bayraktar, Erhan; Young, Virginia R. 3 2009 Pricing options in incomplete equity markets via the instantaneous Sharpe ratio. Zbl 1233.91256Bayraktar, Erhan; Young, Virginia 14 2008 Pricing life insurance under stochastic mortality via the instantaneous Sharpe ratio. Zbl 1152.91612Young, Virginia R. 14 2008 Indifference prices of structured catastrophe (CAT) bonds. Zbl 1152.91442Egami, Masahiko; Young, Virginia R. 14 2008 Indifference pricing of pure endowments and life annuities under stochastic hazard and interest rates. Zbl 1141.91531Ludkovski, Michael; Young, Virginia R. 13 2008 Annuitization and asset allocation. Zbl 1163.91440Milevsky, Moshe A.; Young, Virginia R. 60 2007 Minimizing the probability of lifetime ruin under borrowing constraints. Zbl 1119.91041Bayraktar, Erhan; Young, Virginia R. 20 2007 Correspondence between lifetime minimum wealth and utility of consumption. Zbl 1144.91015Bayraktar, Erhan; Young, Virginia R. 14 2007 Hedging life insurance with pure endowments. Zbl 1183.91067Bayraktar, Erhan; Young, Virginia R. 14 2007 The timing of annuitization: Investment dominance and mortality risk. Zbl 1273.91241Milevsky, Moshe A.; Young, Virginia R. 4 2007 Asset allocation and annuity-purchase strategies to minimize the probability of financial ruin. Zbl 1130.91031Milevsky, Moshe A.; Moore, Kristen S.; Young, Virginia R. 24 2006 Optimal insurance in a continuous-time model. Zbl 1147.91342Moore, Kristen S.; Young, Virginia R. 18 2006 Minimizing the probability of ruin when claims follow Brownian motion with drift. Zbl 1141.91543Promislow, S. David; Young, Virginia R. 116 2005 Unifying framework for optimal insurance. Zbl 1242.91095Promislow, S. David; Young, Virginia R. 16 2005 Pricing equity-linked pure endowments with risky assets that follow Lévy processes. Zbl 1242.60069Jaimungal, Sebastian; Young, Virginia R. 13 2005 Optimal design of a perpetual equity-indexed annuity. Zbl 1085.60512Moore, Kristen S.; Young, Virginia R. 7 2005 Supermodular functions on finite lattices. Zbl 1097.06008Promislow, S. David; Young, Virginia R. 6 2005 Optimal investment strategy to minimize the probability of lifetime ruin. Zbl 1085.60514Young, Virginia R. 37 2004 Pricing in an incomplete market with an affine term structure. Zbl 1134.91471Young, Virginia R. 15 2004 Credibility ratemaking using collateral information. Zbl 1141.91533Luo, Yu; Young, Virginia R.; Frees, Edward W. 2 2004 Equity-indexed life insurance: pricing and reserving using the principle of equivalent utility. Zbl 1084.91521Young, Virginia R. 20 2003 Pricing equity-linked pure endowments via the principle of equivalent utility. Zbl 1103.91370Moore, Kristen S.; Young, Virginia R. 12 2003 Pricing dynamic insurance risks using the principle of equivalent utility. Zbl 1039.91049Young, Virginia R.; Zariphopoulou, Thaleia 33 2002 Case studies using panel data models. Zbl 1083.91538Frees, Edward W.; Young, Virginia R.; Luo, Yu 13 2001 Comonotonicity and maximal stop-loss premiums. Zbl 1187.91099Dhaene, Jan; Wang, Shaun; Young, Virginia; Goovaerts, Marc J. 31 2000 Computational efficiency and validation of bi-directional evolutionary structural optimisation. Zbl 1003.74059Querin, O. M.; Young, V.; Steven, G. P.; Xie, Y. M. 16 2000 Credibility in favor of unlucky insureds. Zbl 1083.62549Young, Virginia R.; De Vylder, F. Etienne 4 2000 Credibility using semiparametric models and a loss function with a constancy penalty. Zbl 1103.91378Young, Virginia R. 4 2000 Computation of distorted probabilities for diffusion processes via stochastic control methods. Zbl 1103.65305Young, Virginia R.; Zariphopoulou, Thaleia 3 2000 Equity and exact credibility. Zbl 1015.62106Promislow, S. David; Young, Virginia R. 3 2000 Equity and credibility. Zbl 0971.91035Promislow, David S.; Young, Virginia R. 1 2000 Optimal insurance under Wang’s premium principle. Zbl 1156.62364Young, Virginia R. 73 1999 A longitudinal data analysis interpretation of credibility models. Zbl 0945.62112Frees, Edward W.; Young, Virginia R.; Luo, Yu 27 1999 A Bayesian approach to understanding time series data. Zbl 1082.62503Rosenberg, Marjorie A.; Young, Virginia R. 5 1999 Ordering risks: expected utility theory versus Yaari’s dual theory of risk. Zbl 0907.90102Wang, Shaun S.; Young, Virginia R. 62 1998 Risk-adjust credibility premiums using distored probabilities. Zbl 1043.91512Wang, Shaun; Young, Virginia R. 13 1998 Robust Bayesian credibility using semiparametric models. Zbl 1162.91445Young, Virginia R. 7 1998 Families of update rules for non-additive measures: applications in pricing risks. Zbl 1115.91346Young, Virginia R. 6 1998 Credibility using a loss function from spline theory: parametric models with a one-dimensional sufficient statistic. With discussion and a reply by the author. Zbl 1081.62571Young, Virginia R. 5 1998 Updating non-additive measures with fuzzy information. Zbl 0933.28014Young, Virginia R.; Wang, Shaun S. 3 1998 Axiomatic characterization of insurance prices. Zbl 0959.62099Wang, Shaun S.; Young, Virginia R.; Panjer, Harry H. 162 1997 Credibility using a loss function from spline theory. Zbl 0929.62101Young, Virginia R. 5 1997 Forecasting Social Security actuarial assumptions. Zbl 1080.62544Frees, Edward W.; Kung, Yueh-Chuan; Rosenberg, Marjorie A.; Young, Virginia R.; Lai, Siu-Wai 3 1997 Fuzzy subsethood. Zbl 0872.94062Young, Virginia R. 43 1996 all cited Publications top 5 cited Publications all top 5 Cited by 968 Authors 64 Young, Virginia R. 20 Cheung, Ka Chun 16 Bayraktar, Erhan 16 Liang, Zhibin 15 Boonen, Tim J. 14 Yuen, Kam Chuen 13 Chi, Yichun 13 Shen, Yang 13 Tan, Ken Seng 12 Dhaene, Jan 12 Li, Danping 12 Liang, Xiaoqing 12 Zeng, Yan 11 Wang, Ruodu 10 Asimit, Alexandru V. 10 Goovaerts, Marc J. 10 Zhao, Hui 9 Weng, Chengguo 8 Assa, Hirbod 8 Frees, Edward W. 8 Li, Zhongfei 8 Rong, Ximin 8 Siu, Tak Kuen 8 Sordo, Miguel A. 8 Yam, Sheung Chi Phillip 7 Ghossoub, Mario 7 Luo, Shangzhen 7 Wang, Rongming 7 Yang, Hailiang 7 Zhou, Ming 6 Blake, David 6 Bustince, Humberto 6 Chen, Ping 6 Guo, Junyi 6 Jin, Zhuo 6 Li, Bin 6 Liang, Zongxia 6 Milevsky, Moshe Arye 6 Moore, Kristen S. 6 Pitselis, Georgios 6 Promislov, S. David 6 Suarez-Llorens, Alfonso 6 Tsanakas, Andreas 6 Zhuang, Sheng Chao 5 Barrenechea, Edurne 5 Cai, Jun 5 Deelstra, Griselda 5 Forsyth, Peter A. 5 Hu, Junlei 5 Hürlimann, Werner 5 Kaas, Rob 5 Maurer, Raimond H. 5 Pagola, Miguel 5 Pantelous, Athanasios A. 5 Wu, Xianyi 5 Yang, Xiangqun 5 Yao, Dingjun 5 Zhang, Xin 5 Zhou, Jieming 4 Badescu, Alexandru M. 4 Bai, Lihua 4 Bi, Junna 4 Chen, Lv 4 Chong, Wing Fung 4 Denuit, Michel M. 4 Gu, Ailing 4 Huang, Ya 4 Landriault, David 4 Landsman, Zinoviy M. 4 Li, Dongchen 4 Lo, Ambrose 4 Meng, Hui 4 Navarro, Jorge 4 Pelsser, Antoon A. J. 4 Steffensen, Mogens 4 Tang, Qihe 4 Vanduffel, Steven 4 Vetzal, Kenneth R. 4 Wang, Mingming 4 Wang, Shaun S. 4 Yang, Jingping 4 Yin, Chuancun 4 Zhang, Caibin 4 Zhang, Hongying 4 Zhang, Yan 4 Zhang, Yi 4 Zhang, Yiying 4 Zhao, Peibiao 3 Ballestra, Luca Vincenzo 3 Beirlant, Jan 3 Boyle, Phelim P. 3 Chen, Zhiping 3 Cohen, Asaf 3 De Waegenaere, Anja 3 Delong, Łukasz 3 Devolder, Pierre 3 Gatzert, Nadine 3 Gómez-Déniz, Emilio 3 Gu, Mengdi 3 Haberman, Steven ...and 868 more Authors all top 5 Cited in 111 Serials 275 Insurance Mathematics & Economics 52 North American Actuarial Journal 38 Scandinavian Actuarial Journal 35 ASTIN Bulletin 22 Journal of Computational and Applied Mathematics 21 Fuzzy Sets and Systems 15 European Journal of Operational Research 10 Statistics & Probability Letters 10 Mathematical Finance 10 Quantitative Finance 10 Journal of Industrial and Management Optimization 9 Information Sciences 9 Journal of Economic Dynamics & Control 9 Annals of Operations Research 9 European Actuarial Journal 8 Finance and Stochastics 7 Applied Mathematics and Computation 7 International Journal of Approximate Reasoning 7 Mathematical Methods of Operations Research 7 International Journal of Theoretical and Applied Finance 7 Mathematics and Financial Economics 6 Journal of Mathematical Economics 6 Communications in Statistics. 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Theory, Methods & Applications. Series A: Theory and Methods 1 Scandinavian Actuarial Journal 1 Theory and Decision 1 Optimal Control Applications & Methods 1 Journal of Time Series Analysis 1 Social Choice and Welfare 1 Statistics 1 Statistical Science 1 Journal of Scientific Computing 1 Science in China. Series A 1 Economic Quality Control 1 Applied Mathematical Modelling 1 International Journal of Computer Mathematics 1 Mathematical Programming. Series A. Series B 1 Journal of Nonlinear Science 1 Cybernetics and Systems Analysis 1 Test 1 Computational and Applied Mathematics 1 Abstract and Applied Analysis 1 Journal of Applied Statistics 1 Acta Mathematica Sinica. English Series 1 CEJOR. Central European Journal of Operations Research 1 Journal of Applied Mathematics 1 Stochastic Models 1 Iranian Journal of Science and Technology. Transaction A: Science 1 Advances in Complex Systems 1 Computational Management Science ...and 11 more Serials all top 5 Cited in 22 Fields 677 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 187 Statistics (62-XX) 173 Probability theory and stochastic processes (60-XX) 147 Systems theory; control (93-XX) 47 Operations research, mathematical programming (90-XX) 39 Calculus of variations and optimal control; optimization (49-XX) 29 Mathematical logic and foundations (03-XX) 24 Computer science (68-XX) 23 Numerical analysis (65-XX) 17 Measure and integration (28-XX) 12 Partial differential equations (35-XX) 11 Information and communication theory, circuits (94-XX) 5 General and overarching topics; collections (00-XX) 4 Functional analysis (46-XX) 3 Order, lattices, ordered algebraic structures (06-XX) 3 Geophysics (86-XX) 2 Real functions (26-XX) 2 Integral transforms, operational calculus (44-XX) 2 Biology and other natural sciences (92-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Operator theory (47-XX) 1 Mathematics education (97-XX) Citations by Year