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 1 13
Optimal insurance design under asymmetric Nash bargaining 0 0 0 0 0 0 2 2
S-shaped narrow framing, skewness and the demand for insurance 0 0 0 1 1 2 4 7
Variance Contracts 0 0 1 9 0 0 1 25
Total Working Papers 0 0 1 14 1 2 8 47

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 0 0 1 19
An insurance risk model with stochastic volatility 0 0 0 32 0 1 2 112
An insurer's optimal strategy towards a new independent business 0 0 2 2 0 0 2 4
Analysis of the expected discounted penalty function for a general jump-diffusion risk model and applications in finance 0 0 0 12 1 1 2 90
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 0 20 0 0 0 69
Distributionally Robust Goal-Reaching Optimization in the Presence of Background Risk 0 0 1 2 0 0 2 4
Enhancing an insurer's expected value by reinsurance and external financing 0 0 0 2 0 0 3 8
Insurance choice under third degree stochastic dominance 0 0 0 1 0 1 5 35
Multivariate reinsurance designs for minimizing an insurer’s capital requirement 0 0 0 3 1 1 1 39
ON THE OPTIMALITY OF A STRAIGHT DEDUCTIBLE UNDER BELIEF HETEROGENEITY 0 1 2 10 0 1 3 24
OPTIMAL INCENTIVE-COMPATIBLE INSURANCE WITH BACKGROUND RISK 0 0 0 3 0 0 1 14
OPTIMAL REINSURANCE WITH LIMITED CEDED RISK: A STOCHASTIC DOMINANCE APPROACH 0 0 0 8 0 1 3 33
OPTIMUM INSURANCE CONTRACTS WITH BACKGROUND RISK AND HIGHER-ORDER RISK ATTITUDES 0 0 0 6 0 0 1 28
On the optimality of straight deductibles under smooth ambiguity aversion 0 0 0 0 0 0 1 1
On the threshold dividend strategy for a generalized jump-diffusion risk model 0 0 1 21 0 3 6 107
Optimal Reinsurance Design: A Mean-Variance Approach 0 0 0 6 0 0 1 23
Optimal Reinsurance Under the Risk-Adjusted Value of an Insurer’s Liability and an Economic Reinsurance Premium Principle 0 0 1 8 0 0 1 21
Optimal Reinsurance under VaR and CVaR Risk Measures: a Simplified Approach 0 0 1 15 0 1 3 52
Optimal insurance design in the presence of exclusion clauses 0 0 1 12 0 1 4 57
Optimal insurance design under asymmetric Nash bargaining 0 0 2 2 0 0 2 2
Optimal insurance with background risk: An analysis of general dependence structures 0 0 1 7 0 12 18 41
Optimal insurance with belief heterogeneity and incentive compatibility 0 0 0 15 0 1 1 76
Optimal non-life reinsurance under Solvency II Regime 0 0 0 8 0 1 2 42
Optimal reinsurance arrangements in the presence of two reinsurers 0 0 0 0 0 0 1 1
Optimal reinsurance designs based on risk measures: a review 0 1 4 20 1 3 6 54
Optimal reinsurance subject to Vajda condition 0 0 0 12 0 0 0 47
Optimal reinsurance under variance related premium principles 0 1 1 14 0 2 4 80
Optimal reinsurance with general premium principles 0 0 1 15 0 0 3 79
Optimal risk management with reinsurance and its counterparty risk hedging 0 0 1 1 0 0 2 3
Regret-based optimal insurance design 0 0 1 6 0 0 3 13
Reinsurance Arrangements Minimizing the Risk-Adjusted Value of an Insurer's Liability 0 0 0 10 0 0 0 48
Responses to discussions on ‘Optimal reinsurance designs based on risk measures: a review’ 0 0 0 2 0 0 2 9
Risk sharing with multiple indemnity environments 0 0 0 1 0 2 3 9
S-shaped narrow framing, skewness and the demand for insurance 0 0 0 2 0 2 4 18
THE DESIGN OF AN OPTIMAL RETROSPECTIVE RATING PLAN 0 0 0 4 0 1 2 27
Variance insurance contracts 0 0 1 3 0 2 7 13
Total Journal Articles 0 3 21 291 3 37 102 1,318

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Statistics updated 2025-10-06