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Optimal retirement planning under partial information
Bäuerle, Nicole; Chen, An - In: Statistics & Risk Modeling 36 (2019) 1-4, pp. 37-55
Abstract The present paper analyzes an optimal consumption and investment problem of a retiree with a constant relative risk aversion (CRRA) who faces parameter uncertainty about the financial market. We solve the optimization problem under partial information by making the market...
Persistent link: https://www.econbiz.de/10014621271
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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
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Markov decision processes with Average-Value-at-Risk criteria
Bäuerle, Nicole; Ott, Jonathan - In: Mathematical methods of operations research 74 (2011) 3, pp. 361-379
Persistent link: https://www.econbiz.de/10009405069
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Benchmark and mean-variance problems for insurers
Bäuerle, Nicole - In: Mathematical methods of operations research 62 (2005) 1, pp. 159-165
Persistent link: https://www.econbiz.de/10003114496
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Approximation of optimal reinsurance and dividend payout policies
Bäuerle, Nicole - In: Mathematical finance : an international journal of … 14 (2004) 1, pp. 99-113
Persistent link: https://www.econbiz.de/10001917772
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Queries to the recent ICSID decision on jurisdiction upon the case of Tza Yap Shum v. Republic of Peru : should China-Peru BIT 1994 be applied to Hong Kong SAR under the 'one count...
Chen, An - In: The journal of world investment & trade : law, … 10 (2009) 6, pp. 829-864
Persistent link: https://www.econbiz.de/10003918618
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Distinguishing two types of countries and properly granting differential reciprocity treatment : re-comments on the four safeguards in Sino-foreign BITs not to be hastily and compl...
Chen, An - In: The journal of world investment & trade : law, … 8 (2007) 6, pp. 771-795
Persistent link: https://www.econbiz.de/10003602122
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The three big rounds of US unitlateralism versus WTO multilateralism during the last decade : a combined analysis of the great 1994 sovereignty debate, Section 301 disputes (1998 -...
Chen, An - In: International economic law and China in its economic …, (pp. 3-70). 2007
Persistent link: https://www.econbiz.de/10003563648
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Some jurisprudential thoughts upon WTO's law-governing, law-making, law-enforcing, law-abiding and law-reforming
Chen, An - In: The journal of world investment & trade : law, … 12 (2011) 2, pp. 197-224
Persistent link: https://www.econbiz.de/10009008730
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On the source, essence of "Yellow Peril" doctrine and its latest hegemony "Variant" - the "China Threat" doctrine : from the perspective of historical mainstream of Sino-foreign ec...
Chen, An - In: The journal of world investment & trade : law, … 13 (2012) 1, pp. 1-58
Persistent link: https://www.econbiz.de/10009532151