| Tonuity: A novel individual-oriented retirement plan A Chen, P Hieber, JK Klein ASTIN Bulletin: The Journal of the IAA 49 (1), 5-30, 2019 | 122 | 2019 |
| Default risk, bankruptcy procedures and the market value of life insurance liabilities A Chen, M Suchanecki Insurance: Mathematics and Economics 40 (2), 231-255, 2007 | 86 | 2007 |
| Modeling non-monotone risk aversion using SAHARA utility functions A Chen, A Pelsser, M Vellekoop Journal of Economic Theory 146 (5), 2075-2092, 2011 | 77 | 2011 |
| On the optimal combination of annuities and tontines A Chen, M Rach, T Sehner ASTIN Bulletin: The Journal of the IAA 50 (1), 95-129, 2020 | 75 | 2020 |
| Optimal investment under VaR-regulation and minimum insurance A Chen, T Nguyen, M Stadje Insurance: Mathematics and Economics 79, 194-209, 2018 | 61 | 2018 |
| Constrained non-concave utility maximization: An application to life insurance contracts with guarantees A Chen, P Hieber, T Nguyen European Journal of Operational Research 273 (3), 1119-1135, 2019 | 54 | 2019 |
| Options on tontines: An innovative way of combining tontines and annuities A Chen, M Rach Insurance: Mathematics and Economics 89, 182-192, 2019 | 47 | 2019 |
| Optimal retirement products under subjective mortality beliefs A Chen, P Hieber, M Rach Insurance: Mathematics and Economics 101, 55-69, 2021 | 46 | 2021 |
| Pension benefit security: A comparison of solvency requirements, a pension guarantee fund, and sponsor support D Broeders, A Chen Journal of Risk and Insurance 80 (2), 239-272, 2013 | 46 | 2013 |
| A utility-and CPT-based comparison of life insurance contracts with guarantees A Chen, F Hentschel, JK Klein Journal of Banking & Finance 61, 327-339, 2015 | 34 | 2015 |
| Pension regulation and the market value of pension liabilities: A contingent claims analysis using Parisian options D Broeders, A Chen Journal of Banking & Finance 34 (6), 1201-1214, 2010 | 34 | 2010 |
| Fees in tontines A Chen, M Guillen, M Rach Insurance: Mathematics and Economics 100, 89-106, 2021 | 32 | 2021 |
| Optimal investment for a defined-contribution pension scheme under a regime switching model A Chen, Ł Delong ASTIN Bulletin: The Journal of the IAA 45 (2), 397-419, 2015 | 31 | 2015 |
| Optimal asset allocation in life insurance: The impact of regulation A Chen, P Hieber ASTIN Bulletin: The Journal of the IAA 46 (3), 605-626, 2016 | 29 | 2016 |
| Optimal retirement time under habit persistence: what makes individuals retire early? A Chen, F Hentschel, X Xu Scandinavian Actuarial Journal 2018 (3), 225-249, 2018 | 28 | 2018 |
| A risk-based model for the valuation of pension insurance A Chen Insurance: Mathematics and Economics 49 (3), 401-409, 2011 | 28 | 2011 |
| Optimal collective investment: The impact of sharing rules, management fees and guarantees A Chen, T Nguyen, M Rach Journal of Banking & Finance 123, 106012, 2021 | 27 | 2021 |
| Tontines with mixed cohorts A Chen, L Qian, Z Yang Scandinavian Actuarial Journal 2021 (5), 437-455, 2021 | 26 | 2021 |
| Valuation of long-term care options embedded in life annuities A Chen, M Fuino, T Sehner, J Wagner Annals of Actuarial Science 16 (1), 68-94, 2022 | 24 | 2022 |
| Parisian exchange options A Chen, M Suchanecki Quantitative Finance 11 (8), 1207-1220, 2011 | 24 | 2011 |
Manuel RachUniversity of St. GallenVerified email at unisg.ch
