Gu, Jie; Nong, Lijuan; Yi, Qian; Chen, An Two high-order compact difference schemes with temporal graded meshes for time-fractional Black-Scholes equation. (English) Zbl 07798677 Netw. Heterog. Media 18, No. 4, 1692-1712 (2023). MSC: 91G60 65M06 35R11 PDFBibTeX XMLCite \textit{J. Gu} et al., Netw. Heterog. Media 18, No. 4, 1692--1712 (2023; Zbl 07798677) Full Text: DOI
Bäuerle, Nicole; Chen, An Optimal investment under partial information and robust VaR-type constraint. (English) Zbl 07793176 Int. J. Theor. Appl. Finance 26, No. 4-5, Article ID 2350017, 18 p. (2023). MSC: 91G10 91G70 PDFBibTeX XMLCite \textit{N. Bäuerle} and \textit{A. Chen}, Int. J. Theor. Appl. Finance 26, No. 4--5, Article ID 2350017, 18 p. (2023; Zbl 07793176) Full Text: DOI arXiv
Chen, An; Rach, Manuel Actuarial fairness and social welfare in mixed-cohort tontines. (English) Zbl 1520.91315 Insur. Math. Econ. 111, 214-229 (2023). MSC: 91G05 91B15 PDFBibTeX XMLCite \textit{A. Chen} and \textit{M. Rach}, Insur. Math. Econ. 111, 214--229 (2023; Zbl 1520.91315) Full Text: DOI
Chen, An; Chen, Yusha; Xu, Xian Care-dependent tontines. (English) Zbl 1503.91085 Insur. Math. Econ. 106, 69-89 (2022). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 PDFBibTeX XMLCite \textit{A. Chen} et al., Insur. Math. Econ. 106, 69--89 (2022; Zbl 1503.91085) Full Text: DOI
Belak, Christoph; Chen, An; Mereu, Carla; Stelzer, Robert Optimal investment with time-varying stochastic endowments. (English) Zbl 1498.91376 SIAM J. Financ. Math. 13, No. 3, 969-1003 (2022). MSC: 91G10 93E20 49L25 PDFBibTeX XMLCite \textit{C. Belak} et al., SIAM J. Financ. Math. 13, No. 3, 969--1003 (2022; Zbl 1498.91376) Full Text: DOI arXiv
Nong, Lijuan; Chen, An Numerical schemes for the time-fractional mobile/immobile transport equation based on convolution quadrature. (English) Zbl 1487.65155 J. Appl. Math. Comput. 68, No. 1, 199-215 (2022). MSC: 65M60 65M06 35R11 65M15 PDFBibTeX XMLCite \textit{L. Nong} and \textit{A. Chen}, J. Appl. Math. Comput. 68, No. 1, 199--215 (2022; Zbl 1487.65155) Full Text: DOI
Bosserhoff, F.; Chen, A.; Sørensen, N.; Stadje, M. On the investment strategies in occupational pension plans. (English) Zbl 1491.91104 Quant. Finance 22, No. 5, 889-905 (2022). Reviewer: Christos E. Kountzakis (Karlovassi) MSC: 91G05 PDFBibTeX XMLCite \textit{F. Bosserhoff} et al., Quant. Finance 22, No. 5, 889--905 (2022; Zbl 1491.91104) Full Text: DOI arXiv
Jiang, Yirong; Chen, An; Li, Tingting Topological properties of solution sets for Hilfer fractional nonlocal delay control systems and applications. (English) Zbl 1498.34204 Numer. Funct. Anal. Optim. 43, No. 3, 247-272 (2022). MSC: 34K35 34K37 34K30 93B05 47N20 PDFBibTeX XMLCite \textit{Y. Jiang} et al., Numer. Funct. Anal. Optim. 43, No. 3, 247--272 (2022; Zbl 1498.34204) Full Text: DOI
Chen, An; Hou, Xiaobo; Lin, Wanshan; Tian, Xueting Strongly distributional chaos in the sets of twelve different types of non-recurrent points. arXiv:2205.13203 Preprint, arXiv:2205.13203 [math.DS] (2022). BibTeX Cite \textit{A. Chen} et al., ``Strongly distributional chaos in the sets of twelve different types of non-recurrent points'', Preprint, arXiv:2205.13203 [math.DS] (2022) Full Text: arXiv OA License
Nong, Lijuan; Chen, An; Yi, Qian; Li, Congcong Fast Crank-Nicolson compact difference scheme for the two-dimensional time-fractional mobile/immobile transport equation. (English) Zbl 1484.65186 AIMS Math. 6, No. 6, 6242-6254 (2021). MSC: 65M06 35R11 PDFBibTeX XMLCite \textit{L. Nong} et al., AIMS Math. 6, No. 6, 6242--6254 (2021; Zbl 1484.65186) Full Text: DOI
Chen, An; Rach, Manuel Current developments in German pension schemes: what are the benefits of the new target pension? (English) Zbl 1484.91377 Eur. Actuar. J. 11, No. 1, 21-47 (2021). Reviewer: Hanspeter Schmidli (Köln) MSC: 91G05 PDFBibTeX XMLCite \textit{A. Chen} and \textit{M. Rach}, Eur. Actuar. J. 11, No. 1, 21--47 (2021; Zbl 1484.91377) Full Text: DOI
Chen, An; Hieber, Peter; Rach, Manuel Optimal retirement products under subjective mortality beliefs. (English) Zbl 1475.91291 Insur. Math. Econ. 101, 55-69 (2021). MSC: 91G05 PDFBibTeX XMLCite \textit{A. Chen} et al., Insur. Math. Econ. 101, 55--69 (2021; Zbl 1475.91291) Full Text: DOI
Chen, An; Nguyen, Thai; Rach, Manuel A collective investment problem in a stochastic volatility environment: the impact of sharing rules. (English) Zbl 1475.91325 Ann. Oper. Res. 302, No. 1, 85-109 (2021). MSC: 91G10 91G05 93E20 PDFBibTeX XMLCite \textit{A. Chen} et al., Ann. Oper. Res. 302, No. 1, 85--109 (2021; Zbl 1475.91325) Full Text: DOI
Chen, An; Hentschel, Felix; Steffensen, Mogens On retirement time decision making. (English) Zbl 1479.91312 Insur. Math. Econ. 100, 107-129 (2021). Reviewer: Tak Kuen Siu (Sydney) MSC: 91G05 91B70 93E20 PDFBibTeX XMLCite \textit{A. Chen} et al., Insur. Math. Econ. 100, 107--129 (2021; Zbl 1479.91312) Full Text: DOI
Chen, An; Guillen, Montserrat; Rach, Manuel Fees in tontines. (English) Zbl 1475.91290 Insur. Math. Econ. 100, 89-106 (2021). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 PDFBibTeX XMLCite \textit{A. Chen} et al., Insur. Math. Econ. 100, 89--106 (2021; Zbl 1475.91290) Full Text: DOI
Jiang, Yirong; Zhang, Qiongfen; Chen, An; Wei, Zhouchao Sensitivity analysis of optimal control problems governed by nonlinear Hilfer fractional evolution inclusions. (English) Zbl 1483.49035 Appl. Math. Optim. 84, No. 3, 3045-3082 (2021). Reviewer: Juan Casado-Díaz (Sevilla) MSC: 49K40 26A33 PDFBibTeX XMLCite \textit{Y. Jiang} et al., Appl. Math. Optim. 84, No. 3, 3045--3082 (2021; Zbl 1483.49035) Full Text: DOI
Nong, Lijuan; Chen, An; Cao, Jianxiong Error estimates for a robust finite element method of two-term time-fractional diffusion-wave equation with nonsmooth data. (English) Zbl 1473.65211 Math. Model. Nat. Phenom. 16, Paper No. 12, 18 p. (2021). MSC: 65M60 65N30 65N15 PDFBibTeX XMLCite \textit{L. Nong} et al., Math. Model. Nat. Phenom. 16, Paper No. 12, 18 p. (2021; Zbl 1473.65211) Full Text: DOI
Nong, Lijuan; Chen, An Fast high-order difference scheme for the modified anomalous subdiffusion equation based on fast discrete sine transform. (English) Zbl 1476.65183 J. Funct. Spaces 2021, Article ID 9918955, 9 p. (2021). MSC: 65M06 65M22 65M12 26A33 35R11 PDFBibTeX XMLCite \textit{L. Nong} and \textit{A. Chen}, J. Funct. Spaces 2021, Article ID 9918955, 9 p. (2021; Zbl 1476.65183) Full Text: DOI
Chen, An; Nguyen, Thai; Sørensen, Nils Indifference pricing under SAHARA utility. (English) Zbl 1454.91173 J. Comput. Appl. Math. 388, Article ID 113288, 19 p. (2021). MSC: 91G05 91G15 91B16 90C39 91G60 PDFBibTeX XMLCite \textit{A. Chen} et al., J. Comput. Appl. Math. 388, Article ID 113288, 19 p. (2021; Zbl 1454.91173) Full Text: DOI
Chen, An; Tian, Xueting Distributional chaos in multifractal analysis, recurrence and transitivity. (English) Zbl 1455.37009 Ergodic Theory Dyn. Syst. 41, No. 2, 349-378 (2021). MSC: 37B05 37B20 37D45 37C45 PDFBibTeX XMLCite \textit{A. Chen} and \textit{X. Tian}, Ergodic Theory Dyn. Syst. 41, No. 2, 349--378 (2021; Zbl 1455.37009) Full Text: DOI arXiv
Chen, An; Nong, Lijuan Efficient Galerkin finite element methods for a time-fractional Cattaneo equation. (English) Zbl 1486.65163 Adv. Difference Equ. 2020, Paper No. 545, 20 p. (2020). MSC: 65M60 65M06 65M12 65M15 35R11 PDFBibTeX XMLCite \textit{A. Chen} and \textit{L. Nong}, Adv. Difference Equ. 2020, Paper No. 545, 20 p. (2020; Zbl 1486.65163) Full Text: DOI
Chen, An; Rach, Manuel; Sehner, Thorsten On the optimal combination of annuities and tontines. (English) Zbl 1431.91320 ASTIN Bull. 50, No. 1, 95-129 (2020). MSC: 91G05 PDFBibTeX XMLCite \textit{A. Chen} et al., ASTIN Bull. 50, No. 1, 95--129 (2020; Zbl 1431.91320) Full Text: DOI
Chen, An; Hieber, Peter; Lämmlein, Lars Regulatory measures for distressed insurance undertakings: a comparative study. (English) Zbl 1430.91074 Scand. Actuar. J. 2020, No. 1, 30-43 (2020). MSC: 91G05 PDFBibTeX XMLCite \textit{A. Chen} et al., Scand. Actuar. J. 2020, No. 1, 30--43 (2020; Zbl 1430.91074) Full Text: DOI
Chen, An; Stadje, Mitja; Zhang, Fangyuan On the equivalence between Value-at-Risk- and Expected Shortfall-based risk measures in non-concave optimization. arXiv:2002.02229 Preprint, arXiv:2002.02229 [math.OC] (2020). BibTeX Cite \textit{A. Chen} et al., ``On the equivalence between Value-at-Risk- and Expected Shortfall-based risk measures in non-concave optimization'', Preprint, arXiv:2002.02229 [math.OC] (2020) Full Text: arXiv OA License
Bäuerle, Nicole; Chen, An Optimal retirement planning under partial information. (English) Zbl 1437.91385 Stat. Risk. Model. 36, No. 1-4, 37-55 (2019). Reviewer: Hanspeter Schmidli (Köln) MSC: 91G05 91G10 60G44 PDFBibTeX XMLCite \textit{N. Bäuerle} and \textit{A. Chen}, Stat. Risk. Model. 36, No. 1--4, 37--55 (2019; Zbl 1437.91385) Full Text: DOI
Chen, An; Rach, Manuel Options on tontines: an innovative way of combining tontines and annuities. (English) Zbl 1427.91221 Insur. Math. Econ. 89, 182-192 (2019). MSC: 91G05 91G20 PDFBibTeX XMLCite \textit{A. Chen} and \textit{M. Rach}, Insur. Math. Econ. 89, 182--192 (2019; Zbl 1427.91221) Full Text: DOI
Chen, An; Hieber, Peter; Klein, Jakob K. Tonuity: a novel individual-oriented retirement plan. (English) Zbl 1419.91352 ASTIN Bull. 49, No. 1, 5-30 (2019). MSC: 91B30 PDFBibTeX XMLCite \textit{A. Chen} et al., ASTIN Bull. 49, No. 1, 5--30 (2019; Zbl 1419.91352) Full Text: DOI
Chen, An; Hieber, Peter; Nguyen, Thai Constrained non-concave utility maximization: an application to life insurance contracts with guarantees. (English) Zbl 1403.91190 Eur. J. Oper. Res. 273, No. 3, 1119-1135 (2019). MSC: 91B30 91B16 PDFBibTeX XMLCite \textit{A. Chen} et al., Eur. J. Oper. Res. 273, No. 3, 1119--1135 (2019; Zbl 1403.91190) Full Text: DOI
Chen, An; Tian, Xueting Laypunov Irregular Points With Distributional Chaos. arXiv:1907.09400 Preprint, arXiv:1907.09400 [math.DS] (2019). BibTeX Cite \textit{A. Chen} and \textit{X. Tian}, ``Laypunov Irregular Points With Distributional Chaos'', Preprint, arXiv:1907.09400 [math.DS] (2019) Full Text: arXiv OA License
Chen, An; Nguyen, Thai; Stadje, Mitja Risk management with multiple VaR constraints. (English) Zbl 1418.91456 Math. Methods Oper. Res. 88, No. 2, 297-337 (2018). MSC: 91G10 91B30 PDFBibTeX XMLCite \textit{A. Chen} et al., Math. Methods Oper. Res. 88, No. 2, 297--337 (2018; Zbl 1418.91456) Full Text: DOI
Chen, An; Guillen, Montserrat; Vigna, Elena Solvency requirement in a unisex mortality model. (English) Zbl 1416.91161 ASTIN Bull. 48, No. 3, 1219-1243 (2018). MSC: 91B30 PDFBibTeX XMLCite \textit{A. Chen} et al., ASTIN Bull. 48, No. 3, 1219--1243 (2018; Zbl 1416.91161) Full Text: DOI Link
Chen, An; Hentschel, Felix; Xu, Xian Optimal retirement time under habit persistence: what makes individuals retire early? (English) Zbl 1396.91681 Scand. Actuar. J. 2018, No. 3, 225-249 (2018). MSC: 91G10 PDFBibTeX XMLCite \textit{A. Chen} et al., Scand. Actuar. J. 2018, No. 3, 225--249 (2018; Zbl 1396.91681) Full Text: DOI
Chen, An; Nguyen, Thai; Stadje, Mitja Optimal investment under VaR-regulation and minimum insurance. (English) Zbl 1401.91108 Insur. Math. Econ. 79, 194-209 (2018). MSC: 91B30 91G10 60H30 91G70 PDFBibTeX XMLCite \textit{A. Chen} et al., Insur. Math. Econ. 79, 194--209 (2018; Zbl 1401.91108) Full Text: DOI
Chen, An; Li, Changpin An alternating direction Galerkin method for a time-fractional partial differential equation with damping in two space dimensions. (English) Zbl 1444.65048 Adv. Difference Equ. 2017, Paper No. 356, 17 p. (2017). MSC: 65M06 65M12 65M60 65M15 35R11 PDFBibTeX XMLCite \textit{A. Chen} and \textit{C. Li}, Adv. Difference Equ. 2017, Paper No. 356, 17 p. (2017; Zbl 1444.65048) Full Text: DOI
Chen, An; Vigna, Elena A unisex stochastic mortality model to comply with EU Gender Directive. (English) Zbl 1416.91162 Insur. Math. Econ. 73, 124-136 (2017). MSC: 91B30 60H30 PDFBibTeX XMLCite \textit{A. Chen} and \textit{E. Vigna}, Insur. Math. Econ. 73, 124--136 (2017; Zbl 1416.91162) Full Text: DOI Link
Chen, An; Du, Qiang; Li, Changpin; Zhou, Zhi Asymptotically compatible schemes for space-time nonlocal diffusion equations. (English) Zbl 1422.65279 Chaos Solitons Fractals 102, 361-371 (2017). MSC: 65M70 65M06 65M12 35R10 PDFBibTeX XMLCite \textit{A. Chen} et al., Chaos Solitons Fractals 102, 361--371 (2017; Zbl 1422.65279) Full Text: DOI
Chen, An; Hieber, Peter Optimal asset allocation in life insurance: the impact of regulation. (English) Zbl 1390.91169 ASTIN Bull. 46, No. 3, 605-626 (2016). MSC: 91B30 91G10 PDFBibTeX XMLCite \textit{A. Chen} and \textit{P. Hieber}, ASTIN Bull. 46, No. 3, 605--626 (2016; Zbl 1390.91169) Full Text: DOI
Delong, Łukasz; Chen, An Asset allocation, sustainable withdrawal, longevity risk and non-exponential discounting. (English) Zbl 1371.91154 Insur. Math. Econ. 71, 342-352 (2016). MSC: 91G10 91B30 PDFBibTeX XMLCite \textit{Ł. Delong} and \textit{A. Chen}, Insur. Math. Econ. 71, 342--352 (2016; Zbl 1371.91154) Full Text: DOI
Li, Changpin; Yi, Qian; Chen, An Finite difference methods with non-uniform meshes for nonlinear fractional differential equations. (English) Zbl 1349.65246 J. Comput. Phys. 316, 614-631 (2016). MSC: 65L12 34A08 65L05 65L20 65L70 PDFBibTeX XMLCite \textit{C. Li} et al., J. Comput. Phys. 316, 614--631 (2016; Zbl 1349.65246) Full Text: DOI
Chen, An; Li, Changpin A novel compact ADI scheme for the time-fractional subdiffusion equation in two space dimensions. (English) Zbl 1390.65062 Int. J. Comput. Math. 93, No. 6, 889-914 (2016). MSC: 65M06 35R11 65M12 65M22 PDFBibTeX XMLCite \textit{A. Chen} and \textit{C. Li}, Int. J. Comput. Math. 93, No. 6, 889--914 (2016; Zbl 1390.65062) Full Text: DOI
Chen, An; Li, Changpin Numerical solution of fractional diffusion-wave equation. (English) Zbl 1382.65236 Numer. Funct. Anal. Optim. 37, No. 1, 19-39 (2016). MSC: 65M06 35R11 65M12 PDFBibTeX XMLCite \textit{A. Chen} and \textit{C. Li}, Numer. Funct. Anal. Optim. 37, No. 1, 19--39 (2016; Zbl 1382.65236) Full Text: DOI
Chen, An; Delong, Łukasz Optimal investment for a defined-contribution pension scheme under a regime switching model. (English) Zbl 1390.91168 ASTIN Bull. 45, No. 2, 397-419 (2015). MSC: 91B30 60H10 91G10 PDFBibTeX XMLCite \textit{A. Chen} and \textit{Ł. Delong}, ASTIN Bull. 45, No. 2, 397--419 (2015; Zbl 1390.91168) Full Text: DOI
Chen, An; Suchanecki, Michael Parisian exchange options. (English) Zbl 1266.91099 Quant. Finance 11, No. 8, 1207-1220 (2011). MSC: 91G20 91G50 PDFBibTeX XMLCite \textit{A. Chen} and \textit{M. Suchanecki}, Quant. Finance 11, No. 8, 1207--1220 (2011; Zbl 1266.91099) Full Text: DOI
Li, Changpin; Chen, An; Ye, Junjie Numerical approaches to fractional calculus and fractional ordinary differential equation. (English) Zbl 1218.65070 J. Comput. Phys. 230, No. 9, 3352-3368 (2011). MSC: 65L05 34A08 34A34 65L20 65L70 PDFBibTeX XMLCite \textit{C. Li} et al., J. Comput. Phys. 230, No. 9, 3352--3368 (2011; Zbl 1218.65070) Full Text: DOI
Chen, An; Suchanecki, Michael Default risk, bankruptcy procedures and the market value of life insurance liabilities. (English) Zbl 1141.91494 Insur. Math. Econ. 40, No. 2, 231-255 (2007). MSC: 91B30 60K05 60K10 PDFBibTeX XMLCite \textit{A. Chen} and \textit{M. Suchanecki}, Insur. Math. Econ. 40, No. 2, 231--255 (2007; Zbl 1141.91494) Full Text: DOI Link
Chen, Ning; Chen, An; Zhou, Longxiang; Lu, Liu A graph-based clustering algorithm in large transaction databases. (English) Zbl 1088.68562 Intell. Data Anal. 5, No. 4, 327-338 (2001). MSC: 68P15 PDFBibTeX XML Full Text: Link
Chen, Ning; Chen, An; Zhou, Longxiang; Liu, Lu A fast algorithm for mining sequential patterns from large databases. (English) Zbl 1010.68058 J. Comput. Sci. Technol. 16, No. 4, 359-370 (2001). MSC: 68P15 PDFBibTeX XMLCite \textit{N. Chen} et al., J. Comput. Sci. Technol. 16, No. 4, 359--370 (2001; Zbl 1010.68058) Full Text: DOI
Chen, Ning; Chen, An; Zhou, Longxiang A grid density-based clustering algorithm for large databases. (English) Zbl 0982.68057 Goscinski, Andrzej (ed.) et al., Algorithms and architectures for parallel processing. ICA3PP 2000. Proceedings of the 4th international conference, Hong Kong, December 11-13, 2000. Singapore: World Scientific. 674-685 (2000). MSC: 68P15 PDFBibTeX XMLCite \textit{N. Chen} et al., in: Algorithms and architectures for parallel processing. ICA3PP 2000. Proceedings of the 4th international conference, Hong Kong, December 11--13, 2000. Singapore: World Scientific. 674--685 (2000; Zbl 0982.68057)
Chen, Ning; Chen, An; Zhou, Longxiang; Liu, Lu Clustering data for large transaction databases. (English) Zbl 0987.68030 Goscinski, Andrzej (ed.) et al., Algorithms and architectures for parallel processing. ICA3PP 2000. Proceedings of the 4th international conference, Hong Kong, December 11-13, 2000. Singapore: World Scientific. 218-225 (2000). MSC: 68P15 PDFBibTeX XMLCite \textit{N. Chen} et al., in: Algorithms and architectures for parallel processing. ICA3PP 2000. Proceedings of the 4th international conference, Hong Kong, December 11--13, 2000. Singapore: World Scientific. 218--225 (2000; Zbl 0987.68030)