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Knightian uncertainty and insu...
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Knightian uncertainty and insurance regulation decision
Chen, An
;
Su, Xia
- In:
Decisions in Economics and Finance
32
(
2009
)
1
,
pp. 13-33
Persistent link: https://www.econbiz.de/10004970904
Saved in:
2
Intergenerational risk sharing in a defined contribution pension system : analysis with Bayesian optimization
Chen, An
;
Kanagawa, Motonobu
;
Zhang, Fangyuan
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
3
,
pp. 515-544
Persistent link: https://www.econbiz.de/10014342502
Saved in:
3
Optimal longevity risk transfer under asymmetric information
Chen, An
;
Li, Hong
;
Schultze, Mark B.
- In:
Economic modelling
120
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014384104
Saved in:
4
Mergers and acquisitions : collar contracts
Chen, An
;
Hilpert, Christian
- In:
Journal of risk
17
(
2014/2015
)
4
,
pp. 101-133
Persistent link: https://www.econbiz.de/10013262936
Saved in:
5
A utility- and CPT-based comparison of life insurance contracts with guarantees
Chen, An
;
Hentschel, Felix
;
Klein, Jakob K.
- In:
Journal of banking & finance
61
(
2015
),
pp. 327-339
Persistent link: https://www.econbiz.de/10011545428
Saved in:
6
Constrained non-concave utility maximization : an application to life insurance contracts with guarantees
Chen, An
;
Hieber, Peter
;
Nguyen, Thai
- In:
European journal of operational research : EJOR
273
(
2019
)
3
,
pp. 1119-1135
Persistent link: https://www.econbiz.de/10011987696
Saved in:
7
Optimal retirement time under habit persistence : what makes individuals retire early?
Chen, An
;
Hentschel, Felix
;
Xu, Xian
- In:
Scandinavian actuarial journal
(
2018
)
3
,
pp. 225-249
Persistent link: https://www.econbiz.de/10011881085
Saved in:
8
Optimal asset allocation in life insurance : the impact of regulation
Chen, An
;
Hieber, Peter
- In:
Astin bulletin : the journal of the International …
46
(
2016
)
3
,
pp. 605-626
Persistent link: https://www.econbiz.de/10011669744
Saved in:
9
A unisex stochastic mortality model to comply with EU Gender Directive
Chen, An
;
Vigna, Elena
- In:
Insurance / Mathematics & economics
73
(
2017
),
pp. 124-136
Persistent link: https://www.econbiz.de/10011702055
Saved in:
10
Optimal investment and consumption when allowing terminal debt
Chen, An
;
Vellekoop, Michel
- In:
European journal of operational research : EJOR
258
(
2017
)
1
,
pp. 385-397
Persistent link: https://www.econbiz.de/10011642230
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