Articles 1 to 9 of 9

1.

arXiv:0802.3250 Valuation of Mortality Risk via the Instantaneous Sharpe Ratio: Applications to Life Annuities. Erhan Bayraktar, Moshe Milevsky, David Promislow, Virginia Young. math.OC.

2.

arXiv:0705.1302 Financial Valuation of Mortality Risk via the Instantaneous Sharpe Ratio: Applications to Pricing Pure Endowments. Moshe A. Milevsky, S. David Promislow, Virginia R. Young. math.OC (math.AP).

3.

arXiv:0705.1297 Pricing Life Insurance under Stochastic Mortality via the Instantaneous Sharpe Ratio: Theorems and Proofs. Virginia R. Young. math.OC (math.AP).

4.

arXiv:0705.0053 Mutual Fund Theorems when Minimizing the Probability of Lifetime Ruin. Erhan Bayraktar, Virginia R. Young. math.OC (math.PR).

5.

arXiv:0704.2244 Proving the Regularity of the Minimal Probability of Ruin via a Game of Stopping and Control. Erhan Bayraktar, Virginia R. Young. math.OC (math.PR).

6.

math/0703862 Optimal Deferred Life Annuities to Minimize the Probability of Lifetime Ruin. Erhan Bayraktar, Virginia R. Young. math.OC (math.PR).

7.

math.OC/0703850 Minimizing the Probability of Lifetime Ruin under Borrowing Constraints. Erhan Bayraktar, Virginia R. Young. math.OC (math.PR).

8.

math.OC/0703820 Correspondence between Lifetime Minimum Wealth and Utility of Consumption. Erhan Bayraktar, Virginia R. Young. Finance and Stochastics, 2007, Volume 11 (2), 213-236. math.OC (math.PR).

9.

math/0701650 Pricing Options in Incomplete Equity Markets via the Instantaneous Sharpe Ratio. Erhan Bayraktar, Virginia R. Young. math.OC.

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