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~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The journal of fixed income"
~language:"eng"
~language:"est"
~language:"spa"
~person:"Chen, An"
~person:"Gouriéroux, Christian"
~person:"Jarrow, Robert A."
~subject:"Börsenkurs"
~subject:"EU countries"
~subject:"Economic growth"
~subject:"Entwicklungsländer"
~subject:"Supply chain"
~subject:"Theory"
~subject:"United Kingdom"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles of several authors"
~type_genre:"Collection of articles written by one author"
~type_genre:"Sammelwerk"
~type_genre:"Statistik"
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Börsenkurs
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6
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Chen, An
Gouriéroux, Christian
Jarrow, Robert A.
Landsman, Zinoviy
14
Liang, Zongxia
14
Denuit, Michel
13
Haberman, Steven
13
Cheung, Eric C. K.
12
Cheung, Ka Chun
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11
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11
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10
Cossette, Hélène
10
Loisel, Stéphane
10
Wang, Ruodu
10
Sordo, Miguel A.
9
Tang, Qihe
9
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Yam, Sheung Chi Phillip
9
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8
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8
Yao, Haixiang
8
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7
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7
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7
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7
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Insurance / Mathematics & economics
Journal of empirical finance
The journal of fixed income
Journal of econometrics
16
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Journal of banking & finance
10
Review of derivatives research
10
Mathematics and financial economics
7
Annales d'économie et de statistique
6
Finance research letters
6
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6
The quarterly journal of finance
6
Econometric theory
5
International journal of theoretical and applied finance
5
Journal of financial and quantitative analysis : JFQA
5
The review of financial studies
5
Annual review of financial economics
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Quantitative finance
4
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4
Annals of economics and statistics
3
Econometric reviews
3
Finance and stochastics
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
ASTIN bulletin : the journal of the International Actuarial Association
2
Annals of finance
2
Applied financial economics
2
Economics letters
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International journal of theoretical and applied finance : IJTAF
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Journal of financial econometrics
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Journal of financial markets
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Journal of risk
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Risks : open access journal
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The journal of credit risk : published quarterly by Incisive Media
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The journal of portfolio management : a publication of Institutional Investor
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Advances in futures and options research : a research annual
1
Agricultural finance review
1
Applied economics
1
Asia-Pacific journal of risk and insurance : APJRI
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ECONIS (ZBW)
15
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1
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:
2
Care-dependent tontines
Chen, An
;
Chen, Yusha
;
Xu, Xian
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 69-89
Persistent link: https://www.econbiz.de/10013380463
Saved in:
3
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:
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
Optimal investment under VaR-Regulation and Minimum Insurance
Chen, An
;
Nguyen, Thai
;
Stadje, Mitja
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 194-209
Persistent link: https://www.econbiz.de/10011825449
Saved in:
6
Asset allocation, sustainable withdrawal, longevity risk and non-exponential discounting
Delong, Łukasz
;
Chen, An
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 342-352
Persistent link: https://www.econbiz.de/10011630868
Saved in:
7
Love and death : a Freund model with frailty
Gouriéroux, Christian
;
Lu, Yang
- In:
Insurance / Mathematics & economics
63
(
2015
),
pp. 191-303
Persistent link: https://www.econbiz.de/10011349835
Saved in:
8
Linear-price term structure models
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of empirical finance
24
(
2013
),
pp. 24-41
Persistent link: https://www.econbiz.de/10010371993
Saved in:
9
A simple, transparent, and accurate mortgage valuation yield curve
Jarrow, Robert A.
;
Deventer, Donald R. van
- In:
The journal of fixed income
22
(
2013
)
3
,
pp. 37-44
Persistent link: https://www.econbiz.de/10009711232
Saved in:
10
Problems with using CDS to infer default probabilities
Jarrow, Robert A.
- In:
The journal of fixed income
21
(
2012
)
4
,
pp. 6-12
Persistent link: https://www.econbiz.de/10009670767
Saved in:
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