Ze Chen, Runhuan Feng, Hong Li, Tianyu Yang (2024). Coping with longevity via hedging: Fair dynamic valuation of variable annuities. Insurance Mathematics & Economics, Vol. 117.DOI
Ze Chen, Tao Li, Li Wei, Tianyu Yang (2022). Peer-to-Peer Insurance with Social Networks: Centrality and Moral Hazard. Social Science Research Network.DOI