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 2 4 4 17
Optimal insurance design under asymmetric Nash bargaining 0 0 0 0 0 4 10 12
S-shaped narrow framing, skewness and the demand for insurance 0 0 0 1 0 8 12 17
Variance Contracts 0 0 1 9 0 5 7 31
Total Working Papers 0 0 1 14 2 21 33 77

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 6 9 28
An insurance risk model with stochastic volatility 0 0 0 32 0 1 2 113
An insurer's optimal strategy towards a new independent business 0 0 2 3 0 4 6 9
Analysis of the expected discounted penalty function for a general jump-diffusion risk model and applications in finance 0 0 0 12 1 4 9 98
Are Flexible Premium Variable Annuities Under-Priced? 0 0 0 4 0 4 4 20
Asymmetric Nash insurance bargaining between risk-averse parties 0 0 0 0 1 3 3 3
Decomposition of a Schur-constant model and its applications 0 0 0 20 0 2 3 72
Distributionally Robust Goal-Reaching Optimization in the Presence of Background Risk 0 0 0 2 0 5 6 10
Enhancing an insurer's expected value by reinsurance and external financing 0 0 0 2 0 4 9 15
Insurance choice under third degree stochastic dominance 0 0 0 1 1 7 10 43
Multivariate reinsurance designs for minimizing an insurer’s capital requirement 0 0 0 3 0 5 9 47
ON THE OPTIMALITY OF A STRAIGHT DEDUCTIBLE UNDER BELIEF HETEROGENEITY 0 0 1 10 1 5 8 30
OPTIMAL INCENTIVE-COMPATIBLE INSURANCE WITH BACKGROUND RISK 0 0 0 3 0 1 3 17
OPTIMAL REINSURANCE WITH LIMITED CEDED RISK: A STOCHASTIC DOMINANCE APPROACH 0 0 0 8 0 3 5 36
OPTIMUM INSURANCE CONTRACTS WITH BACKGROUND RISK AND HIGHER-ORDER RISK ATTITUDES 0 1 1 7 0 3 3 31
On the optimality of straight deductibles under smooth ambiguity aversion 0 0 1 1 3 7 10 10
On the threshold dividend strategy for a generalized jump-diffusion risk model 0 0 0 21 0 4 12 116
Optimal Reinsurance Design: A Mean-Variance Approach 0 0 0 6 0 8 8 31
Optimal Reinsurance Under the Risk-Adjusted Value of an Insurer’s Liability and an Economic Reinsurance Premium Principle 0 0 0 8 0 3 4 25
Optimal Reinsurance under VaR and CVaR Risk Measures: a Simplified Approach 0 0 0 15 3 6 9 59
Optimal insurance design in the presence of exclusion clauses 0 0 0 12 0 7 9 65
Optimal insurance design under asymmetric Nash bargaining 0 0 2 2 1 8 11 11
Optimal insurance with background risk: An analysis of general dependence structures 0 2 4 10 1 5 22 49
Optimal insurance with belief heterogeneity and incentive compatibility 0 0 0 15 0 4 7 82
Optimal non-life reinsurance under Solvency II Regime 0 0 1 9 3 6 9 50
Optimal reinsurance arrangements in the presence of two reinsurers 0 0 0 0 0 4 6 7
Optimal reinsurance designs based on risk measures: a review 0 0 2 20 2 5 9 59
Optimal reinsurance subject to Vajda condition 0 0 0 12 0 7 9 56
Optimal reinsurance under variance related premium principles 0 0 1 14 0 8 10 88
Optimal reinsurance with general premium principles 0 1 3 18 0 7 10 88
Optimal risk management with reinsurance and its counterparty risk hedging 0 0 3 3 1 4 11 13
Regret-based optimal insurance design 0 0 3 8 0 6 12 23
Reinsurance Arrangements Minimizing the Risk-Adjusted Value of an Insurer's Liability 0 0 0 10 2 5 5 53
Responses to discussions on ‘Optimal reinsurance designs based on risk measures: a review’ 0 0 0 2 0 5 6 14
Risk sharing with multiple indemnity environments 0 0 0 1 0 4 7 13
S-shaped narrow framing, skewness and the demand for insurance 0 0 0 2 1 3 7 22
THE DESIGN OF AN OPTIMAL RETROSPECTIVE RATING PLAN 0 0 0 4 1 4 8 33
Variance insurance contracts 0 0 2 4 0 4 12 20
Total Journal Articles 0 4 26 306 23 181 302 1,559

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Statistics updated 2026-03-04