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 1 2 12
S-shaped narrow framing, skewness and the demand for insurance 0 0 1 1 0 0 3 3
Variance Contracts 0 0 0 8 0 0 2 23
Total Working Papers 0 0 1 13 0 1 7 38


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 18
An insurance risk model with stochastic volatility 0 0 0 32 0 0 1 110
Analysis of the expected discounted penalty function for a general jump-diffusion risk model and applications in finance 0 0 0 12 0 0 0 88
Are Flexible Premium Variable Annuities Under-Priced? 0 0 0 4 0 0 1 16
Decomposition of a Schur-constant model and its applications 0 1 1 20 0 1 2 69
Distributionally Robust Goal-Reaching Optimization in the Presence of Background Risk 0 1 1 1 0 1 1 2
Enhancing an insurer's expected value by reinsurance and external financing 0 0 1 1 0 0 1 4
Insurance choice under third degree stochastic dominance 0 0 0 1 0 0 3 28
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 2 3 8 0 3 4 21
OPTIMAL INCENTIVE-COMPATIBLE INSURANCE WITH BACKGROUND RISK 0 0 0 2 0 0 1 12
OPTIMAL REINSURANCE WITH LIMITED CEDED RISK: A STOCHASTIC DOMINANCE APPROACH 0 0 0 8 1 1 3 30
OPTIMUM INSURANCE CONTRACTS WITH BACKGROUND RISK AND HIGHER-ORDER RISK ATTITUDES 0 0 0 6 0 0 1 27
On the threshold dividend strategy for a generalized jump-diffusion risk model 0 0 2 20 0 0 3 101
Optimal Reinsurance Design: A Mean-Variance Approach 0 0 2 6 0 1 5 21
Optimal Reinsurance Under the Risk-Adjusted Value of an Insurer’s Liability and an Economic Reinsurance Premium Principle 0 0 1 7 0 0 2 19
Optimal Reinsurance under VaR and CVaR Risk Measures: a Simplified Approach 0 0 0 14 0 0 0 49
Optimal insurance design in the presence of exclusion clauses 0 0 1 11 0 0 3 53
Optimal insurance with background risk: An analysis of general dependence structures 0 1 1 6 0 1 1 22
Optimal insurance with belief heterogeneity and incentive compatibility 0 0 1 14 1 1 2 71
Optimal non-life reinsurance under Solvency II Regime 0 0 0 8 0 0 0 40
Optimal reinsurance arrangements in the presence of two reinsurers 0 0 0 0 0 0 0 0
Optimal reinsurance designs based on risk measures: a review 0 1 2 16 0 1 7 48
Optimal reinsurance subject to Vajda condition 0 0 1 11 0 0 1 46
Optimal reinsurance under variance related premium principles 0 0 0 13 0 0 0 76
Optimal reinsurance with general premium principles 0 0 2 13 0 1 4 74
Optimal risk management with reinsurance and its counterparty risk hedging 0 0 0 0 0 0 0 0
Regret-based optimal insurance design 1 1 2 5 1 1 2 10
Reinsurance Arrangements Minimizing the Risk-Adjusted Value of an Insurer's Liability 0 0 0 10 0 0 0 47
Responses to discussions on ‘Optimal reinsurance designs based on risk measures: a review’ 0 0 0 2 0 0 1 7
Risk sharing with multiple indemnity environments 0 0 1 1 0 0 1 6
S-shaped narrow framing, skewness and the demand for insurance 0 0 0 1 0 1 3 11
THE DESIGN OF AN OPTIMAL RETROSPECTIVE RATING PLAN 0 0 0 4 0 0 0 25
Variance insurance contracts 0 1 1 1 3 4 4 4
Total Journal Articles 1 8 23 263 6 17 58 1,193


Statistics updated 2024-06-06