An Chen
An Chen
Professor of Insurance Science, University of Ulm
Verified email at - Homepage
Cited by
Cited by
Default risk, bankruptcy procedures and the market value of life insurance liabilities
A Chen, M Suchanecki
Insurance: Mathematics and Economics 40 (2), 231-255, 2007
Tonuity: A novel individual-oriented retirement plan
A Chen, P Hieber, JK Klein
ASTIN Bulletin: The Journal of the IAA 49 (1), 5-30, 2019
Modeling non-monotone risk aversion using SAHARA utility functions
A Chen, A Pelsser, M Vellekoop
Journal of Economic Theory 146 (5), 2075-2092, 2011
Pension benefit security: A comparison of solvency requirements, a pension guarantee fund, and sponsor support
D Broeders, A Chen
Journal of Risk and Insurance 80 (2), 239-272, 2013
Pension regulation and the market value of pension liabilities: A contingent claims analysis using Parisian options
D Broeders, A Chen
Journal of Banking & Finance 34 (6), 1201-1214, 2010
A risk-based model for the valuation of pension insurance
A Chen
Insurance: Mathematics and Economics 49 (3), 401-409, 2011
Constrained non-concave utility maximization: An application to life insurance contracts with guarantees
A Chen, P Hieber, T Nguyen
European Journal of Operational Research 273 (3), 1119-1135, 2019
A utility-and CPT-based comparison of life insurance contracts with guarantees
A Chen, F Hentschel, JK Klein
Journal of Banking & Finance 61, 327-339, 2015
Optimal investment under VaR-regulation and minimum insurance
A Chen, T Nguyen, M Stadje
Insurance: Mathematics and Economics 79, 194-209, 2018
Optimal investment for a defined-contribution pension scheme under a regime switching model
A Chen, Ł Delong
ASTIN Bulletin: The Journal of the IAA 45 (2), 397-419, 2015
A unisex stochastic mortality model to comply with EU Gender Directive
A Chen, E Vigna
Insurance: Mathematics and Economics 73, 124-136, 2017
Optimal asset allocation in life insurance: The impact of regulation
A Chen, P Hieber
ASTIN Bulletin: The Journal of the IAA 46 (3), 605-626, 2016
Valuation of liabilities in hybrid pension plans
D Broeders, A Chen, D Rijsbergen
Applied Financial Economics 23 (15), 1215-1229, 2013
Parisian exchange options
A Chen, M Suchanecki
Quantitative Finance 11 (8), 1207-1220, 2011
A utility-based comparison of pension funds and life insurance companies under regulatory constraints
D Broeders, A Chen, B Koos
Insurance: Mathematics and Economics 49 (1), 1-10, 2011
On the optimal combination of annuities and tontines
A Chen, M Rach, T Sehner
ASTIN Bulletin: The Journal of the IAA 50 (1), 95-129, 2020
Options on tontines: An innovative way of combining tontines and annuities
A Chen, M Rach
Insurance: Mathematics and Economics 89, 182-192, 2019
Asset allocation, sustainable withdrawal, longevity risk and non-exponential discounting
Ł Delong, A Chen
Insurance: Mathematics and Economics 71, 342-352, 2016
On the regulator–insurer interaction in a structural model
C Bernard, A Chen
Journal of computational and applied mathematics 233 (1), 3-15, 2009
A risk-based premium: What does it mean for DB plan sponsors?
A Chen, F Uzelac
Insurance: Mathematics and Economics 54, 1-11, 2014
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