Yichun Chi
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Identifer
Contact
Affiliations
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Central University of Finance and Economics (CUFE)
/ China Institute for Actuarial Sciences
Research profile
author of:
- Variance Contracts (RePEc:arx:papers:2008.07103)
by Yichun Chi & Xun Yu Zhou & Sheng Chao Zhuang - Distributionally robust goal-reaching optimization in the presence of background risk (RePEc:arx:papers:2108.04464)
by Yichun Chi & Zuo Quan Xu & Sheng Chao Zhuang - Optimal Reinsurance under VaR and CVaR Risk Measures: a Simplified Approach (RePEc:cup:astinb:v:41:y:2011:i:02:p:487-509_00)
by Chi, Yichun & Tan, Ken Seng - Reinsurance Arrangements Minimizing the Risk-Adjusted Value of an Insurer's Liability (RePEc:cup:astinb:v:42:y:2012:i:02:p:529-557_00)
by Chi, Yichun - Are Flexible Premium Variable Annuities Under-Priced? (RePEc:cup:astinb:v:42:y:2012:i:02:p:559-574_00)
by Chi, Yichun & Lin, X. Sheldon - Optimal Reinsurance With Limited Ceded Risk: A Stochastic Dominance Approach (RePEc:cup:astinb:v:44:y:2014:i:01:p:103-126_00)
by Chi, Yichun & Lin, X. Sheldon - The Design Of An Optimal Retrospective Rating Plan (RePEc:cup:astinb:v:46:y:2016:i:01:p:141-163_00)
by Chen, Xinxiang & Chi, Yichun & Tan, Ken Seng - Optimum Insurance Contracts With Background Risk And Higher-Order Risk Attitudes (RePEc:cup:astinb:v:48:y:2018:i:03:p:1025-1047_00)
by Chi, Yichun & Wei, Wei - On The Optimality Of A Straight Deductible Under Belief Heterogeneity (RePEc:cup:astinb:v:49:y:2019:i:01:p:243-262_00)
by Chi, Yichun - Optimal Incentive-Compatible Insurance With Background Risk (RePEc:cup:astinb:v:51:y:2021:i:2:p:661-688_11)
by Chi, Yichun & Tan, Ken Seng - Risk sharing with multiple indemnity environments (RePEc:eee:ejores:v:295:y:2021:i:2:p:587-603)
by Asimit, Alexandru V. & Boonen, Tim J. & Chi, Yichun & Chong, Wing Fung - Enhancing an insurer's expected value by reinsurance and external financing (RePEc:eee:insuma:v:101:y:2021:i:pb:p:466-484)
by Chi, Yichun & Liu, Fangda - Regret-based optimal insurance design (RePEc:eee:insuma:v:102:y:2022:i:c:p:22-41)
by Chi, Yichun & Zhuang, Sheng Chao - S-shaped narrow framing, skewness and the demand for insurance (RePEc:eee:insuma:v:105:y:2022:i:c:p:279-292)
by Chi, Yichun & Zheng, Jiakun & Zhuang, Shengchao - Optimal risk management with reinsurance and its counterparty risk hedging (RePEc:eee:insuma:v:113:y:2023:i:c:p:274-292)
by Chi, Yichun & Hu, Tao & Huang, Yuxia - Variance insurance contracts (RePEc:eee:insuma:v:115:y:2024:i:c:p:62-82)
by Chi, Yichun & Zhou, Xun Yu & Zhuang, Sheng Chao - Decomposition of a Schur-constant model and its applications (RePEc:eee:insuma:v:44:y:2009:i:3:p:398-408)
by Chi, Yichun & Yang, Jingping & Qi, Yongcheng - An insurance risk model with stochastic volatility (RePEc:eee:insuma:v:46:y:2010:i:1:p:52-66)
by Chi, Yichun & Jaimungal, Sebastian & Lin, X. Sheldon - Analysis of the expected discounted penalty function for a general jump-diffusion risk model and applications in finance (RePEc:eee:insuma:v:46:y:2010:i:2:p:385-396)
by Chi, Yichun - On the threshold dividend strategy for a generalized jump-diffusion risk model (RePEc:eee:insuma:v:48:y:2011:i:3:p:326-337)
by Chi, Yichun & Lin, X. Sheldon - Optimal reinsurance under variance related premium principles (RePEc:eee:insuma:v:51:y:2012:i:2:p:310-321)
by Chi, Yichun - Optimal reinsurance with general premium principles (RePEc:eee:insuma:v:52:y:2013:i:2:p:180-189)
by Chi, Yichun & Tan, Ken Seng - Optimal reinsurance subject to Vajda condition (RePEc:eee:insuma:v:53:y:2013:i:1:p:179-189)
by Chi, Yichun & Weng, Chengguo - Multivariate reinsurance designs for minimizing an insurer’s capital requirement (RePEc:eee:insuma:v:59:y:2014:i:c:p:144-155)
by Zhu, Yunzhou & Chi, Yichun & Weng, Chengguo - Optimal non-life reinsurance under Solvency II Regime (RePEc:eee:insuma:v:65:y:2015:i:c:p:227-237)
by Asimit, Alexandru V. & Chi, Yichun & Hu, Junlei - Optimal insurance design in the presence of exclusion clauses (RePEc:eee:insuma:v:76:y:2017:i:c:p:185-195)
by Chi, Yichun & Liu, Fangda - Insurance choice under third degree stochastic dominance (RePEc:eee:insuma:v:83:y:2018:i:c:p:198-205)
by Chi, Yichun - A Bowley solution with limited ceded risk for a monopolistic reinsurer (RePEc:eee:insuma:v:91:y:2020:i:c:p:188-201)
by Chi, Yichun & Tan, Ken Seng & Zhuang, Sheng Chao - Optimal insurance with belief heterogeneity and incentive compatibility (RePEc:eee:insuma:v:92:y:2020:i:c:p:104-114)
by Chi, Yichun & Zhuang, Sheng Chao - S-shaped narrow framing, skewness and the demand for insurance (RePEc:hal:journl:hal-04227435)
by Yichun Chi & Jiakun Zheng & Shengchao Zhuang - Optimal insurance with background risk: An analysis of general dependence structures (RePEc:spr:finsto:v:24:y:2020:i:4:d:10.1007_s00780-020-00429-0)
by Yichun Chi & Wei Wei - Optimal reinsurance arrangements in the presence of two reinsurers (RePEc:taf:sactxx:v:2014:y:2014:i:5:p:424-438)
by Yichun Chi & Hui Meng - Optimal reinsurance designs based on risk measures: a review (RePEc:taf:tstfxx:v:4:y:2020:i:1:p:1-13)
by Jun Cai & Yichun Chi - Responses to discussions on ‘Optimal reinsurance designs based on risk measures: a review’ (RePEc:taf:tstfxx:v:4:y:2020:i:1:p:26-27)
by Jun Cai & Yichun Chi - Optimal Reinsurance Design: A Mean-Variance Approach (RePEc:taf:uaajxx:v:21:y:2017:i:1:p:1-14)
by Yichun Chi & Ming Zhou - Optimal Reinsurance Under the Risk-Adjusted Value of an Insurer’s Liability and an Economic Reinsurance Premium Principle (RePEc:taf:uaajxx:v:21:y:2017:i:3:p:417-432)
by Yichun Chi & X. Sheldon Lin & Ken Seng Tan - Distributionally Robust Goal-Reaching Optimization in the Presence of Background Risk (RePEc:taf:uaajxx:v:26:y:2022:i:3:p:351-382)
by Yichun Chi & Zuo Quan Xu & Sheng Chao Zhuang