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1
Fees in tontines
Chen, An
;
Guillén, Montserrat
;
Rach, Manuel Matthias
- In:
Insurance / Mathematics & economics
100
(
2021
),
pp. 89-106
Persistent link: https://www.econbiz.de/10012622383
Saved in:
2
Optimal collective investment : The impact of sharing rules, management fees and guarantees
Chen, An
;
Nguyen, Thai
;
Rach, Manuel Matthias
- In:
Journal of banking & finance
123
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012662259
Saved in:
3
A collective investment problem in a stochastic volatility environment : the impact of sharing rules
Chen, An
;
Nguyen, Thai
;
Rach, Manuel Matthias
-
2021
Persistent link: https://www.econbiz.de/10012605876
Saved in:
4
Optimal retirement products under subjective mortality beliefs
Chen, An
;
Hieber, Peter
;
Rach, Manuel Matthias
- In:
Insurance / Mathematics & economics
101
(
2021
)
1
,
pp. 55-69
Persistent link: https://www.econbiz.de/10012793909
Saved in:
5
Actuarial fairness and social welfare in mixed-cohort tontines
Chen, An
;
Rach, Manuel
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 214-229
Persistent link: https://www.econbiz.de/10014317146
Saved in:
6
Options on tontines : an innovative way of combining tontines and annuities
Chen, An
;
Rach, Manuel
- In:
Insurance / Mathematics & economics
89
(
2019
),
pp. 182-192
Persistent link: https://www.econbiz.de/10012133527
Saved in:
7
On the optimal combination of annuities and tontines
Chen, An
;
Rach, Manuel
;
Sehner, Thorsten
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
1
,
pp. 95-129
Persistent link: https://www.econbiz.de/10012194113
Saved in:
8
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:
9
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:
10
On the investment strategies in occupational pension plans
Bosserhoff, Frank
;
Chen, An
;
Sørensen, Nils
;
Stadje, Mitja
- In:
Quantitative finance
22
(
2022
)
5
,
pp. 889-905
Persistent link: https://www.econbiz.de/10013367869
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