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A risk-based model for the valuation of pension insurance

Chen, An - In: Insurance / Mathematics & economics 49 (2011) 3, pp. 401-409

Persistent link: https://www.econbiz.de/10009404696

Pension regulation and the market value of pension liabilities : a contigent claims analysis using Parisian options

Broeders, Dirk; Chen, An - 2008

Persistent link: https://www.econbiz.de/10003762542

An institutional evaluation of pension funds and life insurance companies

Broeders, Dirk; Chen, An; Koos, Birgit - 2009

Persistent link: https://www.econbiz.de/10003912624

Pension regulation and the market value of pension liabilities : a contingent claims analysis using Parisian options

Broeders, Dirk; Chen, An - In: Journal of banking & finance 34 (2010) 6, pp. 1201-1214

Persistent link: https://www.econbiz.de/10003978329

A utility-based comparison of pension funds and life insurance companies under regulatory constraints

Broeders, Dirk; Chen, An; Koos, Birgit - In: Insurance / Mathematics & economics 49 (2011) 1, pp. 1-10

Persistent link: https://www.econbiz.de/10009157458

Optimal investment for a defined-contribution pension scheme under a regime switching model

Chen, An; Delong, Łukasz - In: Astin bulletin : the journal of the International … 45 (2015) 2, pp. 397-419

Persistent link: https://www.econbiz.de/10011312280

Utility-equivalence of pension security mechanisms

Broeders, Dirk; Chen, An; Koos, Birgit - 2014

Persistent link: https://www.econbiz.de/10010237292

Valuation of liabilities in hybrid pension plans

Broeders, Dirk; Chen, An; Rijsbergen, David - In: Applied financial economics 23 (2013) 13/15, pp. 1215-1229

Persistent link: https://www.econbiz.de/10010204768

A utility- and CPT-based comparison of life insurance contracts with guarantees

Chen, An; Hentschel, Felix; Klein, Jakob K. - In: Journal of banking & finance 61 (2015), pp. 327-339

Persistent link: https://www.econbiz.de/10011545428

Portability, salary and asset price risk : a continuous-time expected utility comparison of DB and DC pension plans

Chen, An; Uzelac, Filip - In: Risks : open access journal 3 (2015) 1, pp. 77-102

This paper compares two different types of private retirement plans from the perspective of a representative beneficiary: a defined benefit (DB) and a defined contribution (DC) plan. While salary risk is the main common risk factor in DB and DC pension plans, one of the key differences is that...

Persistent link: https://www.econbiz.de/10010509440