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Details about An Chen

E-mail:
Homepage:http://www.bwl3.uni-bonn.de
Phone:0049-228-736103
Postal address:Business Administration Department III (BWLIII Abteilung) University of Bonn Adenauerallee 24-42 53113 Bonn Germany
Workplace:Afdeling Kwantitatieve Economie (Department of Quantitative Economics), Faculteit Economie en Bedrijfskunde (Faculty of Economics and Business), Universiteit van Amsterdam (University of Amsterdam), (more information at EDIRC)
Wirtschaftswissenschaftlicher Fachbereich (Economics Department), Rheinische Friedrich-Wilhelms-Universität Bonn (University of Bonn), (more information at EDIRC)

Access statistics for papers by An Chen.

Last updated 2011-05-10. Update your information in the RePEc Author Service.

Short-id: pch559

Jump to Journal Articles

Journal Articles

2010

  1. 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 Downloads View citations (13)

2009

  1. Knightian uncertainty and insurance regulation decision
    Decisions in Economics and Finance, 2009, 32, (1), 13-33 Downloads View citations (2)

2008

  1. Endowment Assurance Products: Effectiveness of Risk-Minimizing Strategies under Model Risk
    Asia-Pacific Journal of Risk and Insurance, 2008, 2, (2), 29 Downloads
  2. Loss analysis of a life insurance company applying discrete-time risk-minimizing hedging strategies
    Insurance: Mathematics and Economics, 2008, 42, (3), 1035-1049 Downloads

2007

  1. Default risk, bankruptcy procedures and the market value of life insurance liabilities
    Insurance: Mathematics and Economics, 2007, 40, (2), 231-255 Downloads View citations (23)
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