Ze Chen

MaRDI QIDQ2034140zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Coping with longevity via hedging: fair dynamic valuation of variable annuities Insurance Mathematics & Economics	2024-07-17	Paper
Optimal strategic pandemic control: human mobility and travel restriction Mathematical Biosciences and Engineering	2022-11-02	Paper
A tail measure with variable risk tolerance: application in dynamic portfolio insurance strategy Methodology and Computing in Applied Probability	2022-07-07	Paper
Rapid application of the spherical harmonic transform via interpolative decomposition butterfly factorization SIAM Journal on Scientific Computing	2021-11-16	Paper
Fair dynamic valuation of insurance liabilities via convex hedging Insurance Mathematics & Economics	2021-06-21	Paper
Fair dynamic valuation of insurance liabilities: a loss averse convex hedging approach Scandinavian Actuarial Journal	2020-12-16	Paper
Fair dynamic valuation of insurance liabilities: merging actuarial judgement with market- and time-consistency Insurance Mathematics & Economics	2019-09-19	Paper
Fair valuation of insurance liabilities: merging actuarial judgement and market-consistency Insurance Mathematics & Economics	2017-09-19	Paper

Research outcomes over time

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