2026 Virginia R. Young: Economics and Finance Researcher – H-Index, Publications & Awards

Discipline name	D-Index	World Ranking	Current World Ranking	National Ranking	Current National Ranking	Publications	Citations
Economics and Finance	36	2819	2555	1566	1378	142	5280

Discipline name

D-Index

World Ranking

Current World Ranking

National Ranking

Current National Ranking

Publications

Citations

Economics and Finance

2819

2555

1566

1378

142

5280

Overview

Virginia R. Young is affiliated with the University of Michigan-Ann Arbor in the United States. Their research spans multiple areas within economics, econometrics, finance, decision sciences, and social sciences, with a particular focus on probability and risk models and insurance-related topics.

Their recent contributions include the following papers:

Stackelberg differential game for reinsurance: Mean-variance framework and random horizon (2021), published in Insurance Mathematics and Economics
Stackelberg differential game for insurance under model ambiguity (2022), published in Insurance Mathematics and Economics
Reinsurance games with two reinsurers: Tree versus chain (2023), published in European Journal of Operational Research
Optimal reinsurance to minimize the probability of drawdown under the mean-variance premium principle (2020), published in Scandinavian Actuarial Journal
Optimal reinsurance under the mean-variance premium principle to minimize the probability of ruin (2020), published in Insurance Mathematics and Economics

Frequent coauthors contributing to their work include:

Jingyi Cao
Bin Zou
Dongchen Li
Xiaoqing Liang

Their publications often appear in venues such as:

SSRN Electronic Journal
arXiv (Cornell University)
Insurance Mathematics and Economics
SIAM Journal on Financial Mathematics
Scandinavian Actuarial Journal

The main fields of study encompassed by their research include:

Economics, Econometrics and Finance
Decision Sciences
Social Sciences

More specifically, their work relates closely to the following subfields:

Management Science and Operations Research
Economics and Econometrics
Demography
Finance
General Decision Sciences

Key topics explored by Virginia R. Young cover a range of areas including:

Probability and Risk Models
Insurance, Mortality, Demography, Risk Management
Insurance and Financial Risk Management
Stochastic processes and financial applications
Risk and Portfolio Optimization
Decision-Making and Behavioral Economics
Economic theories and models

Best Publications

Axiomatic characterization of insurance prices

Shaun S. Wang;Virginia R. Young;Harry H. Panjer

699
Citations
Minimizing the Probability of Ruin When Claims Follow Brownian Motion with Drift

S. David Promislow;Virginia R. Young

371
Citations
Annuitization and asset allocation

Moshe A. Milevsky;Virginia R. Young

337
Citations
Ordering risks: Expected utility theory versus Yaari's dual theory of risk

Shaun S. Wang;Virginia R. Young

225
Citations
Optimal insurance under Wang’s premium principle

Virginia R. Young

204
Citations
Optimal Investment Strategy to Minimize the Probability of Lifetime Ruin

Virginia R. Young

156
Citations
Comonotonicity and maximal stop-loss premiums

Jan Dhaene;Shaun Wang;Virginia Young;Marc Goovaerts

134
Citations
A longitudinal data analysis interpretation of credibility models

Edward W. Frees;Virginia R. Young;Yu Luo

127
Citations
Pricing Dynamic Insurance Risks Using the Principle of Equivalent Utility

Virginia R. Young;Thaleia Zariphopoulou

124
Citations
ASSET ALLOCATION AND ANNUITY-PURCHASE STRATEGIES TO MINIMIZE THE PROBABILITY OF FINANCIAL RUIN

Moshe A. Milevsky;Kristen S. Moore;Virginia R. Young

111
Citations
Killing the Law of Large Numbers: Mortality Risk Premiums and the Sharpe Ratio

M. A. Milevsky;S. D. Promislow;V. R. Young

108
Citations
Optimal insurance in a continuous-time model

Kristen S. Moore;Virginia R. Young

85
Citations
Optimal Asset Allocation and The Real Option to Delay Annuitization: It’s Not Now-or-Never

Moshe A. Milevsky;Virginia R. Young

85
Citations
Case Studies Using Panel Data Models

Edward W. Frees;Virginia R. Young;Yu Luo

84
Citations
Insurance Rate Changing: A Fuzzy Logic Approach

Virginia R. Young

83
Citations
Minimizing the probability of lifetime ruin under borrowing constraints

Erhan Bayraktar;Virginia R. Young

80
Citations
Valuation of mortality risk via the instantaneous Sharpe ratio: Applications to life annuities

Erhan Bayraktar;Moshe A. Milevsky;S. David Promislow;Virginia R. Young

77
Citations
The timing of annuitization: Investment dominance and mortality risk

Moshe A. Milevsky;Moshe A. Milevsky;Virginia R. Young

73
Citations
Equity-Indexed Life Insurance: Pricing and Reserving Using the Principle of Equivalent Utility

Virginia R. Young

69
Citations
Indifference prices of structured catastrophe (CAT) bonds

Masahiko Egami;Masahiko Egami;Virginia R. Young

69
Citations
The Real Option to Delay Annuitization: It's Not Now-or-Never

Moshe A. Milevsky;Virginia R. Young

9
Citations

Frequent Co-Authors

Moshe A. Milevsky York University

Edward W. Frees University of Wisconsin–Madison

Jan Dhaene KU Leuven

Marc Goovaerts KU Leuven

External Links

Personal website of Virginia R. Young Google Scholar page

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