×
Compute Distance To:
Author ID: chen.an Recent zbMATH articles by "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

Publications by Year

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 1218.65070
Li, Changpin; Chen, An; Ye, Junjie
96
2011
Finite difference methods with non-uniform meshes for nonlinear fractional differential equations. Zbl 1349.65246
Li, Changpin; Yi, Qian; Chen, An
75
2016
Numerical solution of fractional diffusion-wave equation. Zbl 1382.65236
Chen, An; Li, Changpin
27
2016
Default risk, bankruptcy procedures and the market value of life insurance liabilities. Zbl 1141.91494
Chen, An; Suchanecki, Michael
18
2007
A novel compact ADI scheme for the time-fractional subdiffusion equation in two space dimensions. Zbl 1390.65062
Chen, An; Li, Changpin
17
2016
Modeling non-monotone risk aversion using SAHARA utility functions. Zbl 1255.91106
Chen, An; Pelsser, Antoon; Vellekoop, Michel
16
2011
Tonuity: a novel individual-oriented retirement plan. Zbl 1419.91352
Chen, An; Hieber, Peter; Klein, Jakob K.
14
2019
Optimal investment for a defined-contribution pension scheme under a regime switching model. Zbl 1390.91168
Chen, An; Delong, Łukasz
11
2015
Constrained non-concave utility maximization: an application to life insurance contracts with guarantees. Zbl 1403.91190
Chen, An; Hieber, Peter; Nguyen, Thai
10
2019
Optimal investment under VaR-regulation and minimum insurance. Zbl 1401.91108
Chen, An; Nguyen, Thai; Stadje, Mitja
10
2018
An economic design of \(\overline{x}\) control chart using quadratic loss function. Zbl 0899.90095
Elsayed, E. A.; Chen, A.
9
1994
On the optimal combination of annuities and tontines. Zbl 1431.91320
Chen, An; Rach, Manuel; Sehner, Thorsten
7
2020
Options on tontines: an innovative way of combining tontines and annuities. Zbl 1427.91221
Chen, An; Rach, Manuel
6
2019
A unisex stochastic mortality model to comply with EU Gender Directive. Zbl 1416.91162
Chen, An; Vigna, Elena
6
2017
Optimal retirement time under habit persistence: what makes individuals retire early? Zbl 1396.91681
Chen, An; Hentschel, Felix; Xu, Xian
6
2018
Functigraphs: an extension of permutation graphs. Zbl 1224.05165
Chen, A.; Ferrero, D.; Gera, R.; Yi, E.
5
2011
Optimal asset allocation in life insurance: the impact of regulation. Zbl 1390.91169
Chen, An; Hieber, Peter
5
2016
A utility-based comparison of pension funds and life insurance companies under regulatory constraints. Zbl 1218.91070
Broeders, Dirk; Chen, An; Koos, Birgit
5
2011
Optimal investment and consumption when allowing terminal debt. Zbl 1380.91144
Chen, An; Vellekoop, Michel
5
2017
Asset allocation, sustainable withdrawal, longevity risk and non-exponential discounting. Zbl 1371.91154
Delong, Łukasz; Chen, An
4
2016
Asymptotically compatible schemes for space-time nonlocal diffusion equations. Zbl 1422.65279
Chen, An; Du, Qiang; Li, Changpin; Zhou, Zhi
4
2017
Risk management with multiple VaR constraints. Zbl 1418.91456
Chen, An; Nguyen, Thai; Stadje, Mitja
3
2018
On the regulator-insurer interaction in a structural model. Zbl 1179.91100
Bernard, Carole; Chen, An
3
2009
An alternating direction Galerkin method for a time-fractional partial differential equation with damping in two space dimensions. Zbl 1444.65048
Chen, An; Li, Changpin
3
2017
A risk-based model for the valuation of pension insurance. Zbl 1228.91030
Chen, An
3
2011
Parisian exchange options. Zbl 1266.91099
Chen, An; Suchanecki, Michael
3
2011
The impact of longevity and investment risk on a portfolio of life insurance liabilities. Zbl 1422.91325
Bacinello, Anna Rita; Millossovich, Pietro; Chen, An
2
2018
A solution including skin effect for stiffness and stress field of sandwich honeycomb core. Zbl 1096.74501
Chen, An; Davalos, Julio F.
2
2005
Current developments in German pension schemes: what are the benefits of the new target pension? Zbl 1484.91377
Chen, An; Rach, Manuel
2
2021
Numerical methods for fractional partial differential equations. Zbl 07470657
Li, Changpin; Chen, An
2
2018
A graph-based clustering algorithm in large transaction databases. Zbl 1088.68562
Chen, Ning; Chen, An; Zhou, Longxiang; Lu, Liu
1
2001
Optimal supervisory rules for pension funds under diverse pension security mechanisms. Zbl 1329.91059
Chen, An; Clever, Simona
1
2015
Knightian uncertainty and insurance regulation decision. Zbl 1165.91347
Chen, An; Su, Xia
1
2009
In-arrears term structure products: no arbitrage pricing bounds and the convexity adjustments. Zbl 1260.91234
Chen, An; Sandmann, Klaus
1
2012
A risk-based premium: what does it nean for DB plan sponsors? Zbl 1291.91097
Chen, An; Uzelac, Filip
1
2014
Solvency requirement in a unisex mortality model. Zbl 1416.91161
Chen, An; Guillen, Montserrat; Vigna, Elena
1
2018
Distributional chaos in multifractal analysis, recurrence and transitivity. Zbl 1455.37009
Chen, An; Tian, Xueting
1
2021
Optimal retirement products under subjective mortality beliefs. Zbl 1475.91291
Chen, An; Hieber, Peter; Rach, Manuel
1
2021
Current developments in German pension schemes: what are the benefits of the new target pension? Zbl 1484.91377
Chen, An; Rach, Manuel
2
2021
Distributional chaos in multifractal analysis, recurrence and transitivity. Zbl 1455.37009
Chen, An; Tian, Xueting
1
2021
Optimal retirement products under subjective mortality beliefs. Zbl 1475.91291
Chen, An; Hieber, Peter; Rach, Manuel
1
2021
On the optimal combination of annuities and tontines. Zbl 1431.91320
Chen, An; Rach, Manuel; Sehner, Thorsten
7
2020
Tonuity: a novel individual-oriented retirement plan. Zbl 1419.91352
Chen, An; Hieber, Peter; Klein, Jakob K.
14
2019
Constrained non-concave utility maximization: an application to life insurance contracts with guarantees. Zbl 1403.91190
Chen, An; Hieber, Peter; Nguyen, Thai
10
2019
Options on tontines: an innovative way of combining tontines and annuities. Zbl 1427.91221
Chen, An; Rach, Manuel
6
2019
Optimal investment under VaR-regulation and minimum insurance. Zbl 1401.91108
Chen, An; Nguyen, Thai; Stadje, Mitja
10
2018
Optimal retirement time under habit persistence: what makes individuals retire early? Zbl 1396.91681
Chen, An; Hentschel, Felix; Xu, Xian
6
2018
Risk management with multiple VaR constraints. Zbl 1418.91456
Chen, An; Nguyen, Thai; Stadje, Mitja
3
2018
The impact of longevity and investment risk on a portfolio of life insurance liabilities. Zbl 1422.91325
Bacinello, Anna Rita; Millossovich, Pietro; Chen, An
2
2018
Numerical methods for fractional partial differential equations. Zbl 07470657
Li, Changpin; Chen, An
2
2018
Solvency requirement in a unisex mortality model. Zbl 1416.91161
Chen, An; Guillen, Montserrat; Vigna, Elena
1
2018
A unisex stochastic mortality model to comply with EU Gender Directive. Zbl 1416.91162
Chen, An; Vigna, Elena
6
2017
Optimal investment and consumption when allowing terminal debt. Zbl 1380.91144
Chen, An; Vellekoop, Michel
5
2017
Asymptotically compatible schemes for space-time nonlocal diffusion equations. Zbl 1422.65279
Chen, 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 1444.65048
Chen, An; Li, Changpin
3
2017
Finite difference methods with non-uniform meshes for nonlinear fractional differential equations. Zbl 1349.65246
Li, Changpin; Yi, Qian; Chen, An
75
2016
Numerical solution of fractional diffusion-wave equation. Zbl 1382.65236
Chen, An; Li, Changpin
27
2016
A novel compact ADI scheme for the time-fractional subdiffusion equation in two space dimensions. Zbl 1390.65062
Chen, An; Li, Changpin
17
2016
Optimal asset allocation in life insurance: the impact of regulation. Zbl 1390.91169
Chen, An; Hieber, Peter
5
2016
Asset allocation, sustainable withdrawal, longevity risk and non-exponential discounting. Zbl 1371.91154
Delong, Łukasz; Chen, An
4
2016
Optimal investment for a defined-contribution pension scheme under a regime switching model. Zbl 1390.91168
Chen, An; Delong, Łukasz
11
2015
Optimal supervisory rules for pension funds under diverse pension security mechanisms. Zbl 1329.91059
Chen, An; Clever, Simona
1
2015
A risk-based premium: what does it nean for DB plan sponsors? Zbl 1291.91097
Chen, An; Uzelac, Filip
1
2014
In-arrears term structure products: no arbitrage pricing bounds and the convexity adjustments. Zbl 1260.91234
Chen, An; Sandmann, Klaus
1
2012
Numerical approaches to fractional calculus and fractional ordinary differential equation. Zbl 1218.65070
Li, Changpin; Chen, An; Ye, Junjie
96
2011
Modeling non-monotone risk aversion using SAHARA utility functions. Zbl 1255.91106
Chen, An; Pelsser, Antoon; Vellekoop, Michel
16
2011
Functigraphs: an extension of permutation graphs. Zbl 1224.05165
Chen, A.; Ferrero, D.; Gera, R.; Yi, E.
5
2011
A utility-based comparison of pension funds and life insurance companies under regulatory constraints. Zbl 1218.91070
Broeders, Dirk; Chen, An; Koos, Birgit
5
2011
A risk-based model for the valuation of pension insurance. Zbl 1228.91030
Chen, An
3
2011
Parisian exchange options. Zbl 1266.91099
Chen, An; Suchanecki, Michael
3
2011
On the regulator-insurer interaction in a structural model. Zbl 1179.91100
Bernard, Carole; Chen, An
3
2009
Knightian uncertainty and insurance regulation decision. Zbl 1165.91347
Chen, An; Su, Xia
1
2009
Default risk, bankruptcy procedures and the market value of life insurance liabilities. Zbl 1141.91494
Chen, An; Suchanecki, Michael
18
2007
A solution including skin effect for stiffness and stress field of sandwich honeycomb core. Zbl 1096.74501
Chen, An; Davalos, Julio F.
2
2005
A graph-based clustering algorithm in large transaction databases. Zbl 1088.68562
Chen, Ning; Chen, An; Zhou, Longxiang; Lu, Liu
1
2001
An economic design of \(\overline{x}\) control chart using quadratic loss function. Zbl 0899.90095
Elsayed, E. A.; Chen, A.
9
1994
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

Citations by Year