Access Statistics for Yichun Chi

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Distributionally robust goal-reaching optimization in the presence of background risk	0	0	0	4	0	0	2	13
S-shaped narrow framing, skewness and the demand for insurance	0	0	0	1	0	1	2	5
Variance Contracts	0	0	0	8	0	0	1	24
Total Working Papers	0	0	0	13	0	1	5	42

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A Bowley solution with limited ceded risk for a monopolistic reinsurer	0	0	0	2	1	1	1	19
An insurance risk model with stochastic volatility	0	0	0	32	0	1	1	111
Analysis of the expected discounted penalty function for a general jump-diffusion risk model and applications in finance	0	0	0	12	0	0	1	89
Are Flexible Premium Variable Annuities Under-Priced?	0	0	0	4	0	0	0	16
Decomposition of a Schur-constant model and its applications	0	0	1	20	0	0	1	69
Distributionally Robust Goal-Reaching Optimization in the Presence of Background Risk	0	1	2	2	0	2	3	4
Enhancing an insurer's expected value by reinsurance and external financing	0	0	1	2	1	1	2	6
Insurance choice under third degree stochastic dominance	0	0	0	1	0	1	5	33
Multivariate reinsurance designs for minimizing an insurer’s capital requirement	0	0	0	3	0	0	0	38
ON THE OPTIMALITY OF A STRAIGHT DEDUCTIBLE UNDER BELIEF HETEROGENEITY	0	0	3	9	0	0	4	22
OPTIMAL INCENTIVE-COMPATIBLE INSURANCE WITH BACKGROUND RISK	0	0	1	3	0	1	2	14
OPTIMAL REINSURANCE WITH LIMITED CEDED RISK: A STOCHASTIC DOMINANCE APPROACH	0	0	0	8	1	1	2	31
OPTIMUM INSURANCE CONTRACTS WITH BACKGROUND RISK AND HIGHER-ORDER RISK ATTITUDES	0	0	0	6	0	0	1	28
On the threshold dividend strategy for a generalized jump-diffusion risk model	0	0	1	21	1	1	3	104
Optimal Reinsurance Design: A Mean-Variance Approach	0	0	0	6	0	0	3	23
Optimal Reinsurance Under the Risk-Adjusted Value of an Insurer’s Liability and an Economic Reinsurance Premium Principle	0	1	1	8	0	1	2	21
Optimal Reinsurance under VaR and CVaR Risk Measures: a Simplified Approach	0	1	1	15	0	1	1	50
Optimal insurance design in the presence of exclusion clauses	0	0	1	12	0	1	3	56
Optimal insurance with background risk: An analysis of general dependence structures	0	0	1	6	1	2	6	27
Optimal insurance with belief heterogeneity and incentive compatibility	0	0	1	15	0	0	5	75
Optimal non-life reinsurance under Solvency II Regime	0	0	0	8	1	1	1	41
Optimal reinsurance arrangements in the presence of two reinsurers	0	0	0	0	1	1	1	1
Optimal reinsurance designs based on risk measures: a review	0	2	3	18	0	2	3	50
Optimal reinsurance subject to Vajda condition	0	0	1	12	0	0	1	47
Optimal reinsurance under variance related premium principles	0	0	0	13	0	0	2	78
Optimal reinsurance with general premium principles	1	1	2	15	1	2	5	78
Optimal risk management with reinsurance and its counterparty risk hedging	0	0	0	0	0	0	2	2
Regret-based optimal insurance design	0	0	1	5	0	1	2	11
Reinsurance Arrangements Minimizing the Risk-Adjusted Value of an Insurer's Liability	0	0	0	10	0	0	1	48
Responses to discussions on ‘Optimal reinsurance designs based on risk measures: a review’	0	0	0	2	1	1	1	8
Risk sharing with multiple indemnity environments	0	0	0	1	0	0	0	6
S-shaped narrow framing, skewness and the demand for insurance	0	0	1	2	0	0	5	15
THE DESIGN OF AN OPTIMAL RETROSPECTIVE RATING PLAN	0	0	0	4	0	0	0	25
Variance insurance contracts	0	0	2	2	0	1	8	8
Total Journal Articles	1	6	24	279	9	23	78	1,254

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Statistics updated 2025-03-03