Overview
Virginia R. Young is an actuary and mathematician specializing in insurance mathematics and actuarial science. Her research spans stochastic control, optimal insurance design, and Bayesian methods applied to actuarial time-series problems.
Key Contributions / Features
- Rosenberg and Young (1999): Co-developed the actuarial tutorial on Bayesian level-and-variance shift AR models; applied McCulloch-Tsay (1993, 1994) Gibbs sampling to US unemployment rate series as a model for macroeconomic variables relevant to insurance pricing and reserving.
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