Nan Wang

Demography · with Ballotta · 2003–2007

A researcher in the Science corpus: 2 papers; trusts 6 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

• Demography — 8 citations into it; #3,101 of 4,236 by trust here, #3,835 by citations
• Economics and Econometrics — 7 citations into it; #18,911 of 23,481 by trust here, #22,128 by citations
• Finance — 7 citations into it
• Management Science and Operations Research — 6 citations into it; #9,878 of 11,946 by trust here, #10,893 by citations

Whom Nan Wang trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Christian Hipp
2. Anders Grosen
3. Tomas Björk
4. Mette Hansen
5. P. L. Jørgensen

Who trusts Nan Wang overall

1. Zhongfei Li
2. Laura Ballotta
3. Bo Yi
4. Yan Zeng

Papers from Nan Wang's perspective

Ordered by how strongly the researchers Nan Wang trusts endorse each paper. Same corpus, a different order for every researcher.

1. Fair Valuation of Life Insurance Liabilities: The Impact of Interest Rate Guarantees, Surrender Options, and Bonus Policies
2. Valuation of Guaranteed Annuity Conversion Options
3. Minimum Rate of Return Guarantees: The Danish Case
4. A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities
5. The Pricing of Options and Corporate Liabilities
6. Options, Futures, and Other Derivatives
7. Analytical Valuation of American-Style Asian Options
8. Controlled Markov processes and viscosity solutions
9. Stochastic control for optimal new business
10. On the Existence of Minimax Martingale Measures

Their papers

• Optimal investment for an insurer with exponential utility preference (2007) — 73 citations
• Modelling and Valuation of Guarantees in With-Profit and Unitised with Profit Life Insurance Contracts (2003) — 55 citations