Fair valuation of insurance liabilities: Merging actuarial judgement and market-consistency J Dhaene, B Stassen, K Barigou, D Linders, Z Chen Insurance: Mathematics and Economics 76, 14-27, 2017 | 62 | 2017 |
Fair dynamic valuation of insurance liabilities: Merging actuarial judgement with market-and time-consistency K Barigou, Z Chen, J Dhaene Insurance: Mathematics and Economics 88, 19-29, 2019 | 31 | 2019 |
Fair dynamic valuation of insurance liabilities: A loss averse convex hedging approach Z Chen, B Chen, J Dhaene Scandinavian Actuarial Journal, Forthcoming, 2020 | 15 | 2020 |
Financial literacy confidence and retirement planning: Evidence from China B Chen, Z Chen Risks 11 (2), 46, 2023 | 12 | 2023 |
Cost‐effectiveness, fairness and adverse selection in mutual aid Z Chen, R Feng, L Wei, J Zhao European Financial Management, 2022 | 11 | 2022 |
Fair dynamic valuation of insurance liabilities via convex hedging Z Chen, B Chen, J Dhaene, T Yang Insurance: Mathematics and Economics 98, 1-13, 2021 | 10 | 2021 |
A tail measure with variable risk tolerance: Application in dynamic portfolio insurance strategy W Hu, C Chen, Y Shi, Z Chen Methodology and Computing in Applied Probability 24 (2), 831-874, 2022 | 5 | 2022 |
Hedge inflation risk of specific purpose guarantee funds Z Chen, B Chen, Y Hu, H Zhang European Financial Management, 2021 | 4 | 2021 |
Optimal risk pooling of Peer-to-Peer Insurance Z Chen, R Feng, W Hu, Y Mao Available at SSRN 4498641, 2023 | 2 | 2023 |
Optimal Pandemic Control: Human Mobility and Travel Restriction W Hu, Y Shi, C Chen, Z Chen Mathematical Biosciences and Engineering 18 (6), 9525-9562, 2021 | 2 | 2021 |
Three-fund constant proportion portfolio insurance strategy Z Chen, B Chen, Y Hu, H Zhang European Financial Management Association 2019 Annual Meeting, 2019 | 2 | 2019 |
Fence off Black Swans: The Economics of Insurance for Vaccine Injury Z Chen, B Chen, Y Mao Oxford Bulletin of Economics and Statistics, 2023 | 1 | 2023 |
Learning from COVID-19: A Catastrophe Mortality Bond Solution in the Post-Pandemic Era Z Chen, H Li, Y Mao, KQ Zhou Seminars at Peking University, Tsinghua University, Renmin University of …, 2023 | 1 | 2023 |
Long‐term effect of childhood pandemic experience on medical major choice: Evidence from the 2003 severe acute respiratory syndrome outbreak in China Z Chen, Y Wang, Y Guan, MJ Guo, R Xu Health Economics 32 (5), 1120-1147, 2023 | 1 | 2023 |
Coping with longevity via hedging: Fair dynamic valuation of variable annuities Z Chen, R Feng, H Li, T Yang Insurance: Mathematics and Economics 117, 154-169, 2024 | | 2024 |
Moral hazard in peer-to-peer insurance with social connection Z Chen, J Dhaene, T Li Available at SSRN 4846469, 2024 | | 2024 |
Mitigating Financial Impact of Pandemics: A Collaborative Pandemic Bond Approach Z Chen, H Li, Y Mao, K Zhou Mitigating Financial Impact of Pandemics: A Collaborative Pandemic Bond …, 2023 | | 2023 |