Details about An Chen
Access statistics for papers by An Chen.
Last updated 2011-05-10. Update your information in the RePEc Author Service.
Short-id: pch559
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Working Papers
2010
- Pension benefit security: a comparison of solvency requirements, a pension guarantee fund and sponsor support
DNB Working Papers, Netherlands Central Bank, Research Department View citations (2)
2009
- An institutional evaluation of pension funds and life insurance companies
DNB Working Papers, Netherlands Central Bank, Research Department View citations (1)
2008
- Pension regulation and the market value of pension liabilities - a contingent claims analysis using Parisian options
DNB Working Papers, Netherlands Central Bank, Research Department View citations (2)
See also Journal Article in Journal of Banking & Finance (2010)
Journal Articles
2010
- Pension regulation and the market value of pension liabilities: A contingent claims analysis using Parisian options
Journal of Banking & Finance, 2010, 34, (6), 1201-1214 View citations (9)
See also Working Paper (2008)
2009
- Knightian uncertainty and insurance regulation decision
Decisions in Economics and Finance, 2009, 32, (1), 13-33 View citations (1)
2008
- Endowment Assurance Products: Effectiveness of Risk-Minimizing Strategies under Model Risk
Asia-Pacific Journal of Risk and Insurance, 2008, 2, (2), 1-29
- Loss analysis of a life insurance company applying discrete-time risk-minimizing hedging strategies
Insurance: Mathematics and Economics, 2008, 42, (3), 1035-1049
2007
- Default risk, bankruptcy procedures and the market value of life insurance liabilities
Insurance: Mathematics and Economics, 2007, 40, (2), 231-255 View citations (15)
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