In a 5-quart Dutch oven or heavy pot, heat oil over medium-high heat. Season chicken with salt and pepper. Working in two batches, cook chicken until brown, about 6 to 8 minutes; transfer to a plate.
Add coconut milk, broth, 1/2 cup water, and curry paste to the pot; bring to a boil, and stir in rice. Add chicken (with any juices), arranging pieces in a single layer. Cover, and reduce heat to medium-low. Cook without stirring, until rice is almost tender, 15 minutes.
Scatter bell peppers and green beans on top of chicken mixture; cover, and cook until vegetables are crisp-tender, about 8 to 10 minutes. Serve with lemon wedges on the side.