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Fair dynamic valuation of insurance liabilities : merging actuarial judgement with market- and time-consistency
Barigou, Karim; Chen, Ze; Dhaene, Jan - In: Insurance / Mathematics & economics 88 (2019), pp. 19-29
Persistent link: https://www.econbiz.de/10012105356
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Fair dynamic valuation of insurance liabilities via convex hedging
Chen, Ze; Chen, Bingzheng; Dhaene, Jan; Yang, Tianyu - In: Insurance / Mathematics & economics 98 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10012545257
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Fair dynamic valuation of insurance liabilities : a loss averse convex hedging approach
Chen, Ze; Chen, Bingzheng; Dhaene, Jan - In: Scandinavian actuarial journal 2020 (2020) 9, pp. 792-818
Persistent link: https://www.econbiz.de/10012313738
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Hedge inflation risk of specific purpose guarantee funds
Chen, Ze; Chen, Bingzheng; Hu, Yi; Zhang, Hai - In: European financial management : the journal of the … 28 (2022) 4, pp. 1104-1136
Persistent link: https://www.econbiz.de/10013415745
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Long-term effect of childhood pandemic experience on medical major choice : evidence from the 2003 severe acute respiratory syndrome outbreak in China
Chen, Ze; Wang, Yuan; Guan, Yanjun; Guo, Jie Michael; … - In: Health economics 32 (2023) 5, pp. 1120-1147
Persistent link: https://www.econbiz.de/10014278034