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Essays on basket options hedging and irreversible investment valuation

Su, Xia - 2008

Persistent link: https://www.econbiz.de/10003740774

On irreversible investment

Riedel, Frank; Su, Xia - In: Finance and stochastics 15 (2011) 4, pp. 607-633

Persistent link: https://www.econbiz.de/10009423296

Incentive-compatible compensation and regulation

Chen, An - In: Applied economics 46 (2014) 25/27, pp. 3074-3081

Persistent link: https://www.econbiz.de/10010418143

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

Default risk, bankruptcy procedures and the market value of life insurance liabilities

Chen, An (contributor); Suchanecki, Michael (contributor) - 2006

The topic of insolvency risk in connection with life insurance companies has recently attracted a great deal of attention. In this paper, the question is investigated of how the value of the equity and of the liability of a life insurance company are affected by the default risk and the choice...