Prof. Dr. An Chen

By email appointment
Information about the Fudan exchange can be found here.
"Optimal collective investment: The impact of sharing rules, management fees and guarantees" (2020), with Thai Nguyen and Manuel Rach, accepted by Journal of Banking and Finance. [link]
"Indifference Pricing under SAHARA Utility" (2020), with Thai Nguyen and Nils Sorensen, accepted by Journal of Computational and Applied Mathematcs . [Link]
"Tontines with mixed cohorts" (2020), with Linyi Qian and Zhixin Yang, accepted by Scandinavian Actuarial Journal. [Link]
"Current developments in German pension schemes: What are the benefits of the new target pension?" (2020), with Manuel Rach, accepted by European Actuarial Journal. [link]
"Optimal retirement products under subjective mortality beliefs" (2020), with Peter Hieber and Manuel Rach, accepted by Insurance: Mathematics and Economics. [link]
"On the Optimal Combination of Annuities and Tontines" (2020), with Manuel Rach and Thorsten Sehner, ASTIN Bulletin 50(1), 95-129. [link].