Access Statistics for Yichun Chi

Author contact details at EconPapers.

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 1 1 1 1 2 3 4 4
An insurance risk model with stochastic volatility 0 0 0 32 0 0 2 108
Analysis of the expected discounted penalty function for a general jump-diffusion risk model and applications in finance 0 0 0 11 0 1 5 83
Are Flexible Premium Variable Annuities Under-Priced? 0 0 0 3 0 0 2 13
Decomposition of a Schur-constant model and its applications 0 0 0 18 0 0 2 64
Insurance choice under third degree stochastic dominance 0 0 0 1 0 1 8 16
Multivariate reinsurance designs for minimizing an insurer’s capital requirement 0 0 1 3 1 2 6 28
ON THE OPTIMALITY OF A STRAIGHT DEDUCTIBLE UNDER BELIEF HETEROGENEITY 0 0 2 2 1 2 5 8
OPTIMAL REINSURANCE WITH LIMITED CEDED RISK: A STOCHASTIC DOMINANCE APPROACH 0 0 2 6 0 0 4 18
OPTIMUM INSURANCE CONTRACTS WITH BACKGROUND RISK AND HIGHER-ORDER RISK ATTITUDES 0 1 2 5 1 4 13 21
On the threshold dividend strategy for a generalized jump-diffusion risk model 0 0 1 17 0 0 3 95
Optimal Reinsurance Design: A Mean-Variance Approach 0 0 1 2 0 0 7 11
Optimal Reinsurance Under the Risk-Adjusted Value of an Insurer’s Liability and an Economic Reinsurance Premium Principle 0 0 3 3 0 0 6 8
Optimal Reinsurance under VaR and CVaR Risk Measures: a Simplified Approach 1 1 4 13 1 2 5 43
Optimal insurance design in the presence of exclusion clauses 0 1 2 8 0 1 11 36
Optimal insurance with belief heterogeneity and incentive compatibility 0 0 0 0 1 7 7 7
Optimal non-life reinsurance under Solvency II Regime 0 0 1 6 0 0 4 35
Optimal reinsurance designs based on risk measures: a review 0 0 0 0 2 3 3 3
Optimal reinsurance subject to Vajda condition 0 0 0 8 0 0 1 33
Optimal reinsurance under variance related premium principles 0 0 0 13 0 1 7 73
Optimal reinsurance with general premium principles 0 0 2 9 0 1 6 62
Reinsurance Arrangements Minimizing the Risk-Adjusted Value of an Insurer's Liability 0 1 2 9 0 2 6 39
Responses to discussions on ‘Optimal reinsurance designs based on risk measures: a review’ 0 0 0 0 1 1 1 1
THE DESIGN OF AN OPTIMAL RETROSPECTIVE RATING PLAN 0 0 0 4 0 1 2 20
Total Journal Articles 2 5 24 174 10 32 120 829
1 registered items for which data could not be found


Statistics updated 2020-09-04