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~subject:"Risikomanagement"
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Risikomanagement
Theorie
74
Theory
74
Altersvorsorge
40
Retirement provision
40
Portfolio selection
37
Portfolio-Management
37
Pension fund
30
Pensionskasse
30
Lebensversicherung
28
Life insurance
28
Altersgrenze
17
Mortality
17
Retirement
17
Sterblichkeit
17
Option pricing theory
15
Optionspreistheorie
15
Private Altersvorsorge
15
Private retirement provision
15
Risikomodell
15
Risk model
15
Risiko
13
Risk
13
Gesetzliche Rentenversicherung
12
Public pension system
12
Risk management
12
Pension obligations
11
Pensionsverpflichtungen
11
Option trading
10
Optionsgeschäft
10
Betriebliche Altersversorgung
9
Occupational pension plan
9
Regulation
9
Stochastic process
9
Stochastischer Prozess
9
Regulierung
8
China
7
Overlapping Generations
7
Overlapping generations
7
Risk aversion
7
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Hochschulschrift
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English
12
Author
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Chen, An
12
Nguyen, Thai
4
Stadje, Mitja
3
Bäuerle, Nicole
1
Hilpert, Christian
1
Li, Hong
1
Rach, Manuel Matthias
1
Schultze, Mark
1
Thai Huu Nguyen
1
Vellekoop, Michel
1
Zhang, Fangyuan
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European journal of operational research : EJOR
1
Insurance / Mathematics & economics
1
Insurance : mathematics and economics
1
International journal of theoretical and applied finance : IJTAF
1
Journal of banking & finance
1
Journal of economic behavior & organization : JEBO
1
Journal of risk
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Mathematical methods of operations research
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Quantitative finance
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ECONIS (ZBW)
12
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1
Risk management of life insurance contracts with interest rate and return guarantees and an analysis of chapter 11 bankruptcy procedure
Chen, An
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003529958
Saved in:
2
Optimal collective investment : The impact of sharing rules, management fees and guarantees
Chen, An
;
Nguyen, Thai
;
Rach, Manuel Matthias
- In:
Journal of banking & finance
123
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012662259
Saved in:
3
Mergers and acquisitions : collar contracts
Chen, An
;
Hilpert, Christian
- In:
Journal of risk
17
(
2014/2015
)
4
,
pp. 101-133
Persistent link: https://www.econbiz.de/10013262936
Saved in:
4
Optimal investment and consumption when allowing terminal debt
Chen, An
;
Vellekoop, Michel
- In:
European journal of operational research : EJOR
258
(
2017
)
1
,
pp. 385-397
Persistent link: https://www.econbiz.de/10011642230
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
Risk management with multiple VaR constraints
Chen, An
;
Thai Huu Nguyen
;
Stadje, Mitja
- In:
Mathematical methods of operations research
88
(
2018
)
2
,
pp. 297-337
Persistent link: https://www.econbiz.de/10011935692
Saved in:
7
Risk management under weighted limited expected loss
Chen, An
;
Nguyen, Thai
- In:
Quantitative finance
24
(
2024
)
5
,
pp. 593-612
Persistent link: https://www.econbiz.de/10014552107
Saved in:
8
Collective longevity swap : a novel longevity risk transfer solution and its economic pricing
Chen, An
;
Li, Hong
;
Schultze, Mark
- In:
Journal of economic behavior & organization : JEBO
201
(
2022
),
pp. 227-249
Persistent link: https://www.econbiz.de/10013426478
Saved in:
9
Optimal investment under partial information and robust VAR-type constraint
Bäuerle, Nicole
;
Chen, An
- In:
International journal of theoretical and applied …
26
(
2023
)
4/5
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014497281
Saved in:
10
On the equivalence between Value-at-Risk- and Expected Shortfall-based risk measures in non-concave optimization
Chen, An
;
Stadje, Mitja
;
Zhang, Fangyuan
- In:
Insurance : mathematics and economics
117
(
2024
),
pp. 114-129
Persistent link: https://www.econbiz.de/10015066953
Saved in:
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