Nan Zhu

Pennsylvania State University - Smeal College of Business

University Park, PA 16802

United States

  • Pennsylvania State University - Smeal College of Business

SCHOLARLY PAPERS

3

DOWNLOADS

342

SSRN CITATIONS

1

CROSSREF CITATIONS

6

Scholarly Papers (3)

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1.

Risk Management for Insurers: Integration of Capital Management and Product Design

Number of pages: 26 Posted: 25 Aug 2016
Hong Mao, James M. Carson, Krzysztof Ostaszewski and Nan Zhu
Shanghai Second Polytechnic University, University of Georgia, Illinois State University and Pennsylvania State University - Smeal College of Business
Downloads 169 (323,468)
Citation 2

Abstract:

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risk management, insurance pricing, cost of capital

2.

Lapse and Reentry in Variable Annuities

Number of pages: 27 Posted: 03 Oct 2014
Thorsten Moenig and Nan Zhu
University of St. Thomas and Pennsylvania State University - Smeal College of Business
Downloads 107 (460,674)
Citation 2

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Variable Annuities, Guaranteed Minimum Death Benefit, Lapse and Reentry, Ratchet Guarantee, State-dependent Fee

3.

Optimal Economic Capital Under the Consideration of Systemic Risk

Number of pages: 36 Posted: 02 Feb 2014 Last Revised: 09 Oct 2016
Hong Mao, James M. Carson, Krzysztof Ostaszewski and Nan Zhu
Shanghai Second Polytechnic University, University of Georgia, Illinois State University and Pennsylvania State University - Smeal College of Business
Downloads 66 (617,725)
Citation 2

Abstract:

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Systemic Risk Capital