Prof. Dr. An Chen
__________________Prof. Dr.__________An__________Chen_________
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Institut f眉r Versicherungswissenschaften
__Universit盲t Ulm
_______Universit盲t Ulm
____89069____Ulm___
_______________Prof. Dr. An Chen (Head of Institute)
Personal Information
- Place of Birth: Zhejiang, China
- Languages: Chinese (native), German(fluent), English (fluent)
Professional Experiences
| Sep. 2012- present: | Full professor and head of the Institute of Insurance Science at the University of Ulm, Germany |
| Oct. 2009-Aug. 2012: | Assistant professor at the University of Bonn, Germany |
| Sep. 2008-Aug. 2009: | Acting professor (Lehrstuhlvertretung) at the Department of Economics, University Bonn, Germany |
| Jan. 2007-Aug. 2008: | Postdoctoral fellow at the University of Amsterdam, Netherlands |
| 2007: | Ph.D. in economics, University of Bonn, Germany |
| Oct. 2003-Dec. 2006: | Ph.D study, Bonn Graduate School of Economics, Germany |
| 2001 - 2003: | Student assistant at the Department of economics (BWL-III Lehrstuhl, Prof Dr. Klaus Sandmann) |
| Oct. 2000-Sep. 2003: | Diplomvolkswirtin (M.Sc.), University of Bonn, Germany |
Awards
| Dec. 2023 | Chris Daykin Award for the best pension-related paper in the 2023 ASTIN Bulletin for the paper "Intergenerational risk sharing in a defined contribution pension system: analysis with Bayesian optimization" (joint with Motonobu Kanagawa and Fangyuan Zhang) |
| Jul. 2022 | St. John's University's Greenberg School of Risk Management's Award for Best APJRI Paper for the paper "Bequest-Embedded Annuities and Tontines" (joint with Manuel Rach) |
| May 2021 | ASTIN Bulletin PBSS Prize for the paper 鈥淥n the Optimal Combination of Annuities and Tontines" (joint with Manuel Rach and Thorsten Sehner) |
| 2019 | ASTIN Bulletin PBSS Prize for the paper "Tonuity - A novel individual-oriented retirement plan" (joint with Peter Hieber and Jakob K. Klein) |
| Jun. 2018 | ICA 2018 Best Paper Award for the subject 鈥淎spects of long-term savings: uncertainty in low real returns, longevity and inflation" for the paper "The impact of longevity and investment risk on a portfolio of life insurance liabilities", with Anna Rita Bacinello and Pietro Millossovich |
| Jul. 2016 | University Teaching Award, University of Ulm |
| Jul. 2011 | Lecturer Award for outstanding Teaching in the Master's Programme in Economics |
| 2014 | Handelsblatt BWL-Ranking - Researchers under 40, No. 45 |
| 2012 | Handelsblatt BWL-Ranking - Researchers under 40, No. 91 |
Research focuses
- Life and Pension Insurance
- Optimal asset allocation
- Risk Management in finance and insurance
- Derivatives pricing
Editorial Duties
- 06.2018 - present: Co-editor, ASTIN-Bulletin - The Journal of the International Actuarial Association
- 09.2022 - present: Associate Editor, Insurance: Mathematics and Economics
- 02.2021 - present: Associate Editor, Annals of Actuarial Science
- 05.2021 - present: member of Advisory Board, Mathematical Methods in Economics and Finance
- 10.2024 - present: Series Editor, Springer Actuarial (Book series)
Other Activities
- 05.2023-present: Vice president of German Society for Insurance and Financial Mathematics (DGVFM)
- 04.2019-05.2023: Board member of German Society For Insurance and Financial Mathematics (DGVFM)
- Since 2018: Member of Committee "Hochschulausbildung, Aus- und Weiterbildung" of DGVFM
Ph.D. Students
- Current PhD Students (午夜探花): Maria Hinken, Leonard Gerick, Tom Pohlschmidt
- Former PhD Students (午夜探花): Morten Wilke, Philipp B眉chner, Yusha Chen, Mark Benedikt Schultze, Felix Hentschel, Jakob Klein, Manuel Rach, Simona Clever (second supervisor), Carle Mereu (second supervisor), Thorsten Sehner, Nils S酶rensen, Fangyuan Zhang (second supervisor)
- Former PhD Students (University of Bonn): Chunli Cheng, Christian Hilpert, Filip Uzelac
Fudan Exchange
Information about the Fudan exchange can be found here.