Edit Profile (opens in new tab) Chen, An Compute Distance To: Compute Author ID: chen.an Published as: Chen, An; Chen, A. Documents Indexed: 66 Publications since 1994 Co-Authors: 55 Co-Authors with 58 Joint Publications 1,336 Co-Co-Authors all top 5 Co-Authors 3 single-authored 7 Li, Changpin 6 Rach, Manuel 5 Hieber, Peter 5 Nong, Lijuan 4 Chen, Ning 4 Zhou, Longxiang 3 Stadje, Mitja 2 Delong, Łukasz 2 Guillen, Montserrat 2 Hentschel, Felix 2 Jiang, Yirong 2 Liu, Lu 2 Sørensen, Nils 2 Suchanecki, Michael 2 Vellekoop, Michel H. 2 Vigna, Elena 2 Yi, Qian 1 Bacinello, Anna Rita 1 Bäuerle, Nicole 1 Bernard, Carole L. 1 Bosserhoff, Frank 1 Broeders, Dirk W. G. A. 1 Cao, Jianxiong 1 Chen, Xingxing 1 Clever, Simona 1 Davalos, Julio F. 1 Du, Qiang 1 Elsayed, Elsayed A. 1 Ferrero, Daniela 1 Ganti, G. 1 Gera, Ralucca 1 Klein, Jakob K. 1 Koos, Birgit 1 Lämmlein, Lars J. 1 Li, Congcong 1 Li, Tingting 1 Liang, Zeliang 1 Liao, Qinghong 1 Liu, Ye 1 Lu, Liu 1 Millossovich, Pietro 1 Pelsser, Antoon A. J. 1 Qian, Linyi 1 Sandmann, Klaus 1 Schultze, Mark B. 1 Sehner, Thorsten 1 Steffensen, Mogens 1 Su, Xia 1 Tian, Xueting 1 Uzelac, Filip 1 Wang, Fangfang 1 Wei, Zhouchao 1 Xu, Xian 1 Yan, Qiu-Rong 1 Yang, Zhixin 1 Ye, Junjie 1 Yi, Eunjeong 1 Yianneskis, Michael 1 Zhang, Qiongfen 1 Zhou, Dan 1 Zhou, Zhi all top 5 Serials 12 Insurance Mathematics & Economics 5 ASTIN Bulletin 4 Scandinavian Actuarial Journal 3 International Journal of Computer Mathematics 3 European Actuarial Journal 2 Journal of Computational Physics 2 Journal of Computational and Applied Mathematics 2 Numerical Functional Analysis and Optimization 2 European Journal of Operational Research 2 Quantitative Finance 2 Advances in Difference Equations 2 Communication on Applied Mathematics and Computation 1 International Journal for Numerical Methods in Fluids 1 International Journal of Solids and Structures 1 Mathematical Notes 1 Ukrainian Mathematical Journal 1 Chaos, Solitons and Fractals 1 Applied Mathematics and Optimization 1 Journal of Economic Theory 1 Ergodic Theory and Dynamical Systems 1 International Journal of Production Research 1 Journal of Computer Science and Technology 1 Annals of Operations Research 1 Mathematica Bohemica 1 Mathematical Methods of Operations Research 1 International Journal of Theoretical and Applied Finance 1 1 Decisions in Economics and Finance 1 Journal of Applied Mathematics and Computing 1 Journal of Guangzhou University. Natural Science Edition 1 Mathematical Modelling of Natural Phenomena 1 Communications in Theoretical Physics 1 Statistics & Risk Modeling 1 Journal of Function Spaces 1 AIMS Mathematics all top 5 Fields 37 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 14 Numerical analysis (65-XX) 10 Partial differential equations (35-XX) 5 Probability theory and stochastic processes (60-XX) 5 Computer science (68-XX) 4 Ordinary differential equations (34-XX) 4 Operations research, mathematical programming (90-XX) 4 Systems theory; control (93-XX) 3 Real functions (26-XX) 2 Combinatorics (05-XX) 2 Operator theory (47-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Statistics (62-XX) 1 Mechanics of deformable solids (74-XX) 1 Fluid mechanics (76-XX) 1 Quantum theory (81-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 38 Publications have been cited 387 times in 323 Documents Cited by ▼ Year ▼ Numerical approaches to fractional calculus and fractional ordinary differential equation. Zbl 1218.65070Li, Changpin; Chen, An; Ye, Junjie 96 2011 Finite difference methods with non-uniform meshes for nonlinear fractional differential equations. Zbl 1349.65246Li, Changpin; Yi, Qian; Chen, An 75 2016 Numerical solution of fractional diffusion-wave equation. Zbl 1382.65236Chen, An; Li, Changpin 27 2016 Default risk, bankruptcy procedures and the market value of life insurance liabilities. Zbl 1141.91494Chen, An; Suchanecki, Michael 18 2007 A novel compact ADI scheme for the time-fractional subdiffusion equation in two space dimensions. Zbl 1390.65062Chen, An; Li, Changpin 17 2016 Modeling non-monotone risk aversion using SAHARA utility functions. Zbl 1255.91106Chen, An; Pelsser, Antoon; Vellekoop, Michel 16 2011 Tonuity: a novel individual-oriented retirement plan. Zbl 1419.91352Chen, An; Hieber, Peter; Klein, Jakob K. 14 2019 Optimal investment for a defined-contribution pension scheme under a regime switching model. Zbl 1390.91168Chen, An; Delong, Łukasz 11 2015 Constrained non-concave utility maximization: an application to life insurance contracts with guarantees. Zbl 1403.91190Chen, An; Hieber, Peter; Nguyen, Thai 10 2019 Optimal investment under VaR-regulation and minimum insurance. Zbl 1401.91108Chen, An; Nguyen, Thai; Stadje, Mitja 10 2018 An economic design of \(\overline{x}\) control chart using quadratic loss function. Zbl 0899.90095Elsayed, E. A.; Chen, A. 9 1994 On the optimal combination of annuities and tontines. Zbl 1431.91320Chen, An; Rach, Manuel; Sehner, Thorsten 7 2020 Options on tontines: an innovative way of combining tontines and annuities. Zbl 1427.91221Chen, An; Rach, Manuel 6 2019 A unisex stochastic mortality model to comply with EU Gender Directive. Zbl 1416.91162Chen, An; Vigna, Elena 6 2017 Optimal retirement time under habit persistence: what makes individuals retire early? Zbl 1396.91681Chen, An; Hentschel, Felix; Xu, Xian 6 2018 Functigraphs: an extension of permutation graphs. Zbl 1224.05165Chen, A.; Ferrero, D.; Gera, R.; Yi, E. 5 2011 Optimal asset allocation in life insurance: the impact of regulation. Zbl 1390.91169Chen, An; Hieber, Peter 5 2016 A utility-based comparison of pension funds and life insurance companies under regulatory constraints. Zbl 1218.91070Broeders, Dirk; Chen, An; Koos, Birgit 5 2011 Optimal investment and consumption when allowing terminal debt. Zbl 1380.91144Chen, An; Vellekoop, Michel 5 2017 Asset allocation, sustainable withdrawal, longevity risk and non-exponential discounting. Zbl 1371.91154Delong, Łukasz; Chen, An 4 2016 Asymptotically compatible schemes for space-time nonlocal diffusion equations. Zbl 1422.65279Chen, An; Du, Qiang; Li, Changpin; Zhou, Zhi 4 2017 Risk management with multiple VaR constraints. Zbl 1418.91456Chen, An; Nguyen, Thai; Stadje, Mitja 3 2018 On the regulator-insurer interaction in a structural model. Zbl 1179.91100Bernard, Carole; Chen, An 3 2009 An alternating direction Galerkin method for a time-fractional partial differential equation with damping in two space dimensions. Zbl 1444.65048Chen, An; Li, Changpin 3 2017 A risk-based model for the valuation of pension insurance. Zbl 1228.91030Chen, An 3 2011 Parisian exchange options. Zbl 1266.91099Chen, An; Suchanecki, Michael 3 2011 The impact of longevity and investment risk on a portfolio of life insurance liabilities. Zbl 1422.91325Bacinello, Anna Rita; Millossovich, Pietro; Chen, An 2 2018 A solution including skin effect for stiffness and stress field of sandwich honeycomb core. Zbl 1096.74501Chen, An; Davalos, Julio F. 2 2005 Current developments in German pension schemes: what are the benefits of the new target pension? Zbl 1484.91377Chen, An; Rach, Manuel 2 2021 Numerical methods for fractional partial differential equations. Zbl 07470657Li, Changpin; Chen, An 2 2018 A graph-based clustering algorithm in large transaction databases. Zbl 1088.68562Chen, Ning; Chen, An; Zhou, Longxiang; Lu, Liu 1 2001 Optimal supervisory rules for pension funds under diverse pension security mechanisms. Zbl 1329.91059Chen, An; Clever, Simona 1 2015 Knightian uncertainty and insurance regulation decision. Zbl 1165.91347Chen, An; Su, Xia 1 2009 In-arrears term structure products: no arbitrage pricing bounds and the convexity adjustments. Zbl 1260.91234Chen, An; Sandmann, Klaus 1 2012 A risk-based premium: what does it nean for DB plan sponsors? Zbl 1291.91097Chen, An; Uzelac, Filip 1 2014 Solvency requirement in a unisex mortality model. Zbl 1416.91161Chen, An; Guillen, Montserrat; Vigna, Elena 1 2018 Distributional chaos in multifractal analysis, recurrence and transitivity. Zbl 1455.37009Chen, An; Tian, Xueting 1 2021 Optimal retirement products under subjective mortality beliefs. Zbl 1475.91291Chen, An; Hieber, Peter; Rach, Manuel 1 2021 Current developments in German pension schemes: what are the benefits of the new target pension? Zbl 1484.91377Chen, An; Rach, Manuel 2 2021 Distributional chaos in multifractal analysis, recurrence and transitivity. Zbl 1455.37009Chen, An; Tian, Xueting 1 2021 Optimal retirement products under subjective mortality beliefs. Zbl 1475.91291Chen, An; Hieber, Peter; Rach, Manuel 1 2021 On the optimal combination of annuities and tontines. Zbl 1431.91320Chen, An; Rach, Manuel; Sehner, Thorsten 7 2020 Tonuity: a novel individual-oriented retirement plan. Zbl 1419.91352Chen, An; Hieber, Peter; Klein, Jakob K. 14 2019 Constrained non-concave utility maximization: an application to life insurance contracts with guarantees. Zbl 1403.91190Chen, An; Hieber, Peter; Nguyen, Thai 10 2019 Options on tontines: an innovative way of combining tontines and annuities. Zbl 1427.91221Chen, An; Rach, Manuel 6 2019 Optimal investment under VaR-regulation and minimum insurance. Zbl 1401.91108Chen, An; Nguyen, Thai; Stadje, Mitja 10 2018 Optimal retirement time under habit persistence: what makes individuals retire early? Zbl 1396.91681Chen, An; Hentschel, Felix; Xu, Xian 6 2018 Risk management with multiple VaR constraints. Zbl 1418.91456Chen, An; Nguyen, Thai; Stadje, Mitja 3 2018 The impact of longevity and investment risk on a portfolio of life insurance liabilities. Zbl 1422.91325Bacinello, Anna Rita; Millossovich, Pietro; Chen, An 2 2018 Numerical methods for fractional partial differential equations. Zbl 07470657Li, Changpin; Chen, An 2 2018 Solvency requirement in a unisex mortality model. Zbl 1416.91161Chen, An; Guillen, Montserrat; Vigna, Elena 1 2018 A unisex stochastic mortality model to comply with EU Gender Directive. Zbl 1416.91162Chen, An; Vigna, Elena 6 2017 Optimal investment and consumption when allowing terminal debt. Zbl 1380.91144Chen, An; Vellekoop, Michel 5 2017 Asymptotically compatible schemes for space-time nonlocal diffusion equations. Zbl 1422.65279Chen, An; Du, Qiang; Li, Changpin; Zhou, Zhi 4 2017 An alternating direction Galerkin method for a time-fractional partial differential equation with damping in two space dimensions. Zbl 1444.65048Chen, An; Li, Changpin 3 2017 Finite difference methods with non-uniform meshes for nonlinear fractional differential equations. Zbl 1349.65246Li, Changpin; Yi, Qian; Chen, An 75 2016 Numerical solution of fractional diffusion-wave equation. Zbl 1382.65236Chen, An; Li, Changpin 27 2016 A novel compact ADI scheme for the time-fractional subdiffusion equation in two space dimensions. Zbl 1390.65062Chen, An; Li, Changpin 17 2016 Optimal asset allocation in life insurance: the impact of regulation. Zbl 1390.91169Chen, An; Hieber, Peter 5 2016 Asset allocation, sustainable withdrawal, longevity risk and non-exponential discounting. Zbl 1371.91154Delong, Łukasz; Chen, An 4 2016 Optimal investment for a defined-contribution pension scheme under a regime switching model. Zbl 1390.91168Chen, An; Delong, Łukasz 11 2015 Optimal supervisory rules for pension funds under diverse pension security mechanisms. Zbl 1329.91059Chen, An; Clever, Simona 1 2015 A risk-based premium: what does it nean for DB plan sponsors? Zbl 1291.91097Chen, An; Uzelac, Filip 1 2014 In-arrears term structure products: no arbitrage pricing bounds and the convexity adjustments. Zbl 1260.91234Chen, An; Sandmann, Klaus 1 2012 Numerical approaches to fractional calculus and fractional ordinary differential equation. Zbl 1218.65070Li, Changpin; Chen, An; Ye, Junjie 96 2011 Modeling non-monotone risk aversion using SAHARA utility functions. Zbl 1255.91106Chen, An; Pelsser, Antoon; Vellekoop, Michel 16 2011 Functigraphs: an extension of permutation graphs. Zbl 1224.05165Chen, A.; Ferrero, D.; Gera, R.; Yi, E. 5 2011 A utility-based comparison of pension funds and life insurance companies under regulatory constraints. Zbl 1218.91070Broeders, Dirk; Chen, An; Koos, Birgit 5 2011 A risk-based model for the valuation of pension insurance. Zbl 1228.91030Chen, An 3 2011 Parisian exchange options. Zbl 1266.91099Chen, An; Suchanecki, Michael 3 2011 On the regulator-insurer interaction in a structural model. Zbl 1179.91100Bernard, Carole; Chen, An 3 2009 Knightian uncertainty and insurance regulation decision. Zbl 1165.91347Chen, An; Su, Xia 1 2009 Default risk, bankruptcy procedures and the market value of life insurance liabilities. Zbl 1141.91494Chen, An; Suchanecki, Michael 18 2007 A solution including skin effect for stiffness and stress field of sandwich honeycomb core. Zbl 1096.74501Chen, An; Davalos, Julio F. 2 2005 A graph-based clustering algorithm in large transaction databases. Zbl 1088.68562Chen, Ning; Chen, An; Zhou, Longxiang; Lu, Liu 1 2001 An economic design of \(\overline{x}\) control chart using quadratic loss function. Zbl 0899.90095Elsayed, E. A.; Chen, A. 9 1994 all cited Publications top 5 cited Publications all top 5 Cited by 523 Authors 32 Chen, An 20 Li, Changpin 8 Hieber, Peter 8 Javidi, Mohammad 8 Wei, Ting 7 Ding, Hengfei 6 Abbaszadeh, Mostafa 6 Rach, Manuel 6 Sun, Hongguang 6 Vong, Seakweng 6 Zeng, Fanhai 5 Dehghan Takht Fooladi, Mehdi 5 Liang, Zongxia 5 Shahbazi Asl, Mohammad 5 Yan, Yubin 4 Atangana, Abdon 4 Băleanu, Dumitru I. 4 Cao, Jianxiong 4 Chen, Yangquan 4 Dong, Yinghui 4 He, Lin 4 Jiang, Xiaoyun 4 Liu, Li-Bin 4 Lyu, Pin 4 Mohebbi, Akbar 4 Stadje, Mitja 4 Sun, Zhizhong 4 Wang, Yuanming 4 Zhang, Jiwei 3 Almeida, Ricardo 3 Aminataei, Azim 3 Bernard, Carole L. 3 Bohaienko, Vsevolod O. 3 Bu, Weiping 3 Cen, Zhongdi 3 Gu, Xian-Ming 3 Guillen, Montserrat 3 Huang, Jian 3 Huang, Jianfei 3 Jian, Huanyan 3 Jin, Zhuo 3 Karniadakis, George Em 3 Li, Hefeng 3 Liao, HongLin 3 Liao, Kaifang 3 Liu, Xiaoting 3 Machado, José António Tenreiro 3 Moghaddam, Behrouz Parsa 3 Nong, Lijuan 3 Qian, Linyi 3 Shen, Yang 3 Soori, Zoleikha 3 Sousa, Ercília 3 Torres, Delfim Fernando Marado 3 Xian, Jun 3 Zagst, Rudi 3 Zhao, Yongliang 3 Zhao, Zhengang 2 Arshad, Sadia 2 Beyers, Conrad F. J. 2 Cao, Wanrong 2 Charef, Abdelfatah 2 Chen, Guanrong 2 Chen, Wen 2 Daftardar-Gejji, Varsha 2 Devolder, Pierre 2 Duan, Beiping 2 Escobar Anel, Marcos 2 Fu, Taibai 2 Fu, Zhuojia 2 Gao, Guanghua 2 Gohar, Madiha 2 Gómez-Aguilar, José Francisco 2 Guambe, Calisto 2 Hu, Ye 2 Huang, Ting-Zhu 2 Hwang, Ya-Wen 2 Jang, Bongsoo 2 Jia, Junqing 2 Jiang, Suzhen 2 Khaliq, Abdul Q. M. 2 Kiliçman, Adem 2 Kufakunesu, Rodwell 2 Laitinen, Erkki K. 2 Lapin, Aleksandr Vasil’evich 2 Li, Yu 2 Li, Zhongfei 2 Liu, Fawang 2 Liu, Haibo 2 Liu, Yanzhi 2 Milevsky, Moshe Arye 2 Qiu, Wenlin 2 Roberts, Jason A. 2 Song, Yilun 2 Sørensen, Nils 2 Spreij, Peter 2 Tang, Qihe 2 Tang, Yifa 2 Turner, Ian William 2 van Zyl, Gusti Augustinus Johannes ...and 423 more Authors all top 5 Cited in 95 Serials 26 Insurance Mathematics & Economics 13 Numerical Algorithms 13 ASTIN Bulletin 12 Computers & Mathematics with Applications 12 Journal of Computational and Applied Mathematics 12 Scandinavian Actuarial Journal 11 Journal of Scientific Computing 10 Journal of Computational Physics 10 Applied Mathematics Letters 10 International Journal of Computer Mathematics 9 Applied Numerical Mathematics 8 Mathematics and Computers in Simulation 8 European Journal of Operational Research 8 Fractional Calculus & Applied Analysis 7 Applied Mathematics and Computation 6 Chaos, Solitons and Fractals 6 Applied Mathematical Modelling 6 Quantitative Finance 5 International Journal of Bifurcation and Chaos in Applied Sciences and Engineering 5 Abstract and Applied Analysis 5 North American Actuarial Journal 4 Numerical Functional Analysis and Optimization 4 Mathematical Problems in Engineering 3 Computational and Applied Mathematics 3 Chaos 3 Lobachevskii Journal of Mathematics 3 Journal of Applied Mathematics and Computing 3 Mediterranean Journal of Mathematics 3 Advances in Difference Equations 3 Communications in Computational Physics 3 Mathematical Modelling of Natural Phenomena 3 European Actuarial Journal 3 East Asian Journal on Applied Mathematics 2 Journal of Economic Theory 2 SIAM Journal on Control and Optimization 2 Computational Mechanics 2 Annals of Operations Research 2 Communications in Statistics. Theory and Methods 2 SIAM Journal on Scientific Computing 2 Engineering Analysis with Boundary Elements 2 Finance and Stochastics 2 Nonlinear Dynamics 2 Mathematical Methods of Operations Research 2 Philosophical Transactions of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences 2 Communications in Nonlinear Science and Numerical Simulation 2 Decisions in Economics and Finance 2 Journal of Industrial and Management Optimization 2 Mathematics and Financial Economics 2 Advances in Mathematical Physics 2 Numerical Algebra, Control and Optimization 2 Journal of Applied Analysis and Computation 2 Computational Methods for Differential Equations 2 AIMS Mathematics 1 Acta Mechanica 1 Computer Methods in Applied Mechanics and Engineering 1 International Journal of Solids and Structures 1 Inverse Problems 1 Journal of Mathematical Analysis and Applications 1 Mathematical Methods in the Applied Sciences 1 Nonlinearity 1 BIT 1 Calcolo 1 Fuzzy Sets and Systems 1 Mathematica Slovaca 1 Meccanica 1 SIAM Journal on Numerical Analysis 1 Stochastic Analysis and Applications 1 Bulletin of the Iranian Mathematical Society 1 Journal of Economic Dynamics & Control 1 Japan Journal of Industrial and Applied Mathematics 1 Automation and Remote Control 1 Archives of Control Sciences 1 Advances in Computational Mathematics 1 Taiwanese Journal of Mathematics 1 Soft Computing 1 Discrete Dynamics in Nature and Society 1 International Journal of Theoretical and Applied Finance 1 Probability in the Engineering and Informational Sciences 1 Methodology and Computing in Applied Probability 1 Dynamics of Continuous, Discrete & Impulsive Systems. Series B. Applications & Algorithms 1 Computational Methods in Applied Mathematics 1 Applied Mathematics E-Notes 1 Boundary Value Problems 1 Inverse Problems in Science and Engineering 1 SIAM Journal on Financial Mathematics 1 Statistics & Risk Modeling 1 Axioms 1 Fractional Differential Calculus 1 Computer Science Review 1 Journal of Function Spaces 1 International Journal of Applied and Computational Mathematics 1 Transactions of A. Razmadze Mathematical Institute 1 Vestnik KRAUNTS. Fiziko-Matematicheskie Nauki 1 Communications on Applied Mathematics and Computation 1 Electronic Research Archive all top 5 Cited in 33 Fields 173 Numerical analysis (65-XX) 111 Partial differential equations (35-XX) 104 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 59 Ordinary differential equations (34-XX) 51 Real functions (26-XX) 22 Systems theory; control (93-XX) 18 Probability theory and stochastic processes (60-XX) 16 Integral equations (45-XX) 14 Fluid mechanics (76-XX) 13 Operations research, mathematical programming (90-XX) 9 Mechanics of deformable solids (74-XX) 8 Calculus of variations and optimal control; optimization (49-XX) 8 Statistics (62-XX) 6 Special functions (33-XX) 6 Dynamical systems and ergodic theory (37-XX) 5 Approximations and expansions (41-XX) 5 Biology and other natural sciences (92-XX) 3 Computer science (68-XX) 2 Number theory (11-XX) 2 Integral transforms, operational calculus (44-XX) 2 Operator theory (47-XX) 2 Information and communication theory, circuits (94-XX) 1 General and overarching topics; collections (00-XX) 1 Combinatorics (05-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Difference and functional equations (39-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Functional analysis (46-XX) 1 Mechanics of particles and systems (70-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Quantum theory (81-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Geophysics (86-XX) Citations by Year