Access Statistics for Yichun Chi

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
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 6 19
Optimal insurance design under asymmetric Nash bargaining 0 0 0 0 0 1 12 14
S-shaped narrow framing, skewness and the demand for insurance 0 0 0 1 0 0 16 21
Variance Contracts 0 0 0 9 0 0 8 33
Total Working Papers 0 0 0 14 0 1 42 87

Journal Article File Downloads Abstract Views
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 11 30
An insurance risk model with stochastic volatility 0 0 0 32 0 0 5 116
An insurer's optimal strategy towards a new independent business 0 0 1 3 1 1 8 12
Analysis of the expected discounted penalty function for a general jump-diffusion risk model and applications in finance 0 0 0 12 1 4 16 105
Are Flexible Premium Variable Annuities Under-Priced? 0 0 0 4 0 0 10 26
Asymmetric Nash insurance bargaining between risk-averse parties 0 0 0 0 1 1 5 5
Decomposition of a Schur-constant model and its applications 0 0 0 20 1 1 7 76
Distributionally Robust Goal-Reaching Optimization in the Presence of Background Risk 0 0 0 2 0 1 11 15
Enhancing an insurer's expected value by reinsurance and external financing 0 1 1 3 0 3 13 21
Insurance choice under third degree stochastic dominance 0 0 0 1 0 0 10 45
Multivariate reinsurance designs for minimizing an insurer’s capital requirement 0 0 0 3 0 1 12 50
ON THE OPTIMALITY OF A STRAIGHT DEDUCTIBLE UNDER BELIEF HETEROGENEITY 0 0 0 10 1 1 8 32
OPTIMAL INCENTIVE-COMPATIBLE INSURANCE WITH BACKGROUND RISK 0 1 1 4 0 1 4 18
OPTIMAL REINSURANCE WITH LIMITED CEDED RISK: A STOCHASTIC DOMINANCE APPROACH 0 0 0 8 0 0 7 39
OPTIMUM INSURANCE CONTRACTS WITH BACKGROUND RISK AND HIGHER-ORDER RISK ATTITUDES 0 0 1 7 0 0 7 35
On the optimality of straight deductibles under smooth ambiguity aversion 0 0 1 1 1 2 17 18
On the threshold dividend strategy for a generalized jump-diffusion risk model 0 0 0 21 1 1 11 118
Optimal Reinsurance Design: A Mean-Variance Approach 0 0 0 6 0 0 13 36
Optimal Reinsurance Under the Risk-Adjusted Value of an Insurer’s Liability and an Economic Reinsurance Premium Principle 0 0 0 8 0 1 7 28
Optimal Reinsurance under VaR and CVaR Risk Measures: a Simplified Approach 0 1 1 16 0 3 13 65
Optimal insurance design in the presence of exclusion clauses 0 0 1 13 2 3 15 71
Optimal insurance design under asymmetric Nash bargaining 0 0 0 2 1 4 15 17
Optimal insurance with background risk: An analysis of general dependence structures 0 0 4 11 0 0 17 51
Optimal insurance with belief heterogeneity and incentive compatibility 0 0 0 15 1 1 7 83
Optimal non-life reinsurance under Solvency II Regime 0 0 1 9 0 0 14 55
Optimal reinsurance arrangements in the presence of two reinsurers 0 1 1 1 0 1 10 11
Optimal reinsurance designs based on risk measures: a review 0 0 0 20 0 0 9 61
Optimal reinsurance subject to Vajda condition 0 0 0 12 0 1 18 65
Optimal reinsurance under variance related premium principles 0 0 0 14 0 0 14 93
Optimal reinsurance with general premium principles 1 1 4 19 1 2 19 98
Optimal risk management with reinsurance and its counterparty risk hedging 0 0 2 3 1 2 15 18
Regret-based optimal insurance design 0 0 2 8 0 2 13 26
Reinsurance Arrangements Minimizing the Risk-Adjusted Value of an Insurer's Liability 0 0 0 10 0 1 11 59
Responses to discussions on ‘Optimal reinsurance designs based on risk measures: a review’ 0 0 0 2 0 0 7 16
Risk sharing with multiple indemnity environments 0 1 1 2 0 2 9 16
S-shaped narrow framing, skewness and the demand for insurance 0 0 0 2 1 2 13 29
THE DESIGN OF AN OPTIMAL RETROSPECTIVE RATING PLAN 0 0 0 4 1 2 11 38
The demand for insurance with ambiguous recovery rate 0 0 0 0 1 7 8 8
Variance insurance contracts 0 1 2 5 1 21 32 44
Total Journal Articles 1 7 24 315 18 73 452 1,749

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Statistics updated 2026-08-07