Kristen Moore's Publications
In many cases, I have included links to the final journal articles (journal access required) as well as to the preprint (or final) versions (journal access not required).
Actuarial and Financial Mathematics
- Pricing equity-linked pure endowments via the principle of equivalent
utility. Insurance: Mathematics and Economics, 33 (2003), no. 3, 497-516.
With V.R. Young. Preprint version.
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Optimal design of a perpetual equity-indexed annuity.
North American Actuarial Journal, 9 (2005), no. 1, 57-72.
With V.R. Young. Final Version. (Copyright 2005 by the Society of Actuaries, Schaumburg, Illinois. Reprinted with permission.)
- Asset allocation and annuity purchase strategies to minimize the probability of financial ruin. Mathematical Finance, to appear. With M. Milevsky , V.R. Young. Preprint.
- Optimal insurance in a continuous-time model. Insurance: Mathematics and Economics, 39 (2006), no. 1, 47-68. With V.R. Young. Preprint.
- Optimal and simple, nearly-optimal rules for minimizing the probability of financial ruin in retirement. Preprint; submitted for publication. With V.R. Young.
- Optimal strategies for equity-indexed annuity investors. Preprint; submitted for publication.
Oscillations in Suspension Bridges
- Mathematics arising from suspension bridge dynamics: recent developments. Jahresbericht der Deutschen Mathematiker-Vereinigung, 101 (1999), no. 4,
178-195. With P.J. McKenna.
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Multiple periodic solutions to a suspension bridge ordinary
differential equation. Proceedings of the Conference on Nonlinear
Differential Equations (Coral Gables, FL, 1999), 183-199,
Electron. J. Differ. Equ. Conf., 5, 2000. With P.J. McKenna.
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Large torsional oscillations in a suspension bridge: multiple periodic
solutions to a nonlinear wave equation . SIAM Journal on
Mathematical Analysis, 33 (2002), no. 6, 1411-1429. Final version. (Copyright 2002 by SIAM)
- The global structure of periodic solutions to a suspension
bridge mechanical model. IMA Journal of Applied Mathematics, 67 (2002), no. 5, 459-478.
With P.J. McKenna. Preprint version.
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Bifurcation and stability properties of periodic solutions to two nonlinear spring-mass systems.
Nonlinear Analysis, 61 (2005), no. 6, 1015-1030
With N. Ben-Gal. Preprint version.
Existence and Uniqueness Theorems for Singular Quasilinear Elliptic Problems
- An
existence theorem for a singular quasilinear elliptic boundary value
problem with boundary blow-up . Nonlinear Analysis, 38
(1999), no. 8, Ser. A: Theory Methods, 951-958. With S. Hill.
- Existence and uniqueness theorems for singular anisotropic quasilinear
elliptic boundary value problems. Proceedings of the American
Mathematical Society, 128 (2000), no. 6, 1673-1683. With S. Hill, W. Reichel.
Other
- Advancing women in science at the University of Michigan: Faculty recruitment, retention, and leadership. Pre-print; submitted for publication. With A. J. Stewart.
ksmoore@umich.edu
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