Ze Chen

Available identifiers

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

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