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Ze Chen
Ze Chen
School of Finance, Renmin University of China
在 ruc.edu.cn 的电子邮件经过验证
标题
引用次数
引用次数
年份
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
622017
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
312019
Fair dynamic valuation of insurance liabilities: A loss averse convex hedging approach
Z Chen, B Chen, J Dhaene
Scandinavian Actuarial Journal, Forthcoming, 2020
152020
Financial literacy confidence and retirement planning: Evidence from China
B Chen, Z Chen
Risks 11 (2), 46, 2023
122023
Cost‐effectiveness, fairness and adverse selection in mutual aid
Z Chen, R Feng, L Wei, J Zhao
European Financial Management, 2022
112022
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
102021
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
52022
Hedge inflation risk of specific purpose guarantee funds
Z Chen, B Chen, Y Hu, H Zhang
European Financial Management, 2021
42021
Optimal risk pooling of Peer-to-Peer Insurance
Z Chen, R Feng, W Hu, Y Mao
Available at SSRN 4498641, 2023
22023
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
22021
Three-fund constant proportion portfolio insurance strategy
Z Chen, B Chen, Y Hu, H Zhang
European Financial Management Association 2019 Annual Meeting, 2019
22019
Fence off Black Swans: The Economics of Insurance for Vaccine Injury
Z Chen, B Chen, Y Mao
Oxford Bulletin of Economics and Statistics, 2023
12023
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
12023
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
12023
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
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