Nan Zhu

Department	Risk Management
Position	Faculty
PSU profile	https://directory.smeal.psu.edu/nxz24
OpenAlex	A5064703776
Works (OpenAlex)	24
Citations	229
h-index	9
Match confidence	high-v3

Top works

• Policyholder Exercise Behavior in Life Insurance: The State of Affairs (2017) - North American Actuarial Journal - cites: 44
• Lapse‐and‐Reentry in Variable Annuities (2016) - Journal of Risk & Insurance - cites: 29
• A Cautionary Note on Natural Hedging of Longevity Risk (2014) - North American Actuarial Journal - cites: 29
• Applications of Forward Mortality Factor Models in Life Insurance Practice (2011) - The Geneva Papers on Risk and Insurance Issues and Practice - cites: 29
• Coherent Pricing of Life Settlements Under Asymmetric Information (2013) - Journal of Risk & Insurance - cites: 26
• Hedging Longevity Risk in Life Settlements Using Biomedical Research‐Backed Obligations (2017) - Journal of Risk & Insurance - cites: 14
• The efficiency of voluntary risk classification in insurance markets (2020) - Journal of Risk & Insurance - cites: 10
• Modeling the Risk in Mortality Projections (2022) - Operations Research - cites: 9
• Evaluating Life Expectancy Evaluations (2017) - North American Actuarial Journal - cites: 9
• Asymmetric information in secondary insurance markets: Evidence from the life settlements market (2020) - Quantitative Economics - cites: 8
• Adverse Selection in Secondary Insurance Markets: Evidence from the Life Settlement Market (2014) - - cites: 6
• Adverse selection in tontines (2024) - The Geneva Risk and Insurance Review - cites: 3
• Hedging Longevity Risk: Does the Structure of the Financial Instrument Matter? (2019) - North American Actuarial Journal - cites: 3
• Risk Management for Insurers: Integration of Capital Management and Product Design (2016) - SSRN Electronic Journal - cites: 2
• Lapse and Reentry in Variable Annuities (2014) - SSRN Electronic Journal - cites: 2
• Hedging Longevity Risk in Life Settlements Using Biomedical RBOs (2014) - - cites: 2
• Optimal Economic Capital Under the Consideration of Systemic Risk (2013) - SSRN Electronic Journal - cites: 2
• Essays on Lifetime Uncertainty: Models, Applications, and Economic Implications (2022) - Digital Archive @ GSU - cites: 1
• Gaussian Forward Mortality Factor Models: Specification, Calibration, and Application (2010) - - cites: 1
• Ambiguity Aversion and State-of-Information-Dependent Insurance (2024) - SSRN Electronic Journal - cites: 0
• Lapse-and-Reentry in Variable Annuities (2021) - SSRN Electronic Journal - cites: 0
• The Economics of a Secondary Market for Variable Annuities (2020) - North American Actuarial Journal - cites: 0
• Testing and Valuing Informational Advantage of Life Expectancy Providers (2014) - - cites: 0

Topics