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 1 1 1 14
Optimal insurance design under asymmetric Nash bargaining 0 0 0 0 0 6 6 8
S-shaped narrow framing, skewness and the demand for insurance 0 0 0 1 3 5 7 12
Variance Contracts 0 0 1 9 2 3 4 28
Total Working Papers 0 0 1 14 6 15 18 62

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 3 4 22
An insurance risk model with stochastic volatility 0 0 0 32 0 0 1 112
An insurer's optimal strategy towards a new independent business 0 1 3 3 4 5 7 9
Analysis of the expected discounted penalty function for a general jump-diffusion risk model and applications in finance 0 0 0 12 1 5 6 95
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 1 2 2 71
Distributionally Robust Goal-Reaching Optimization in the Presence of Background Risk 0 0 1 2 0 1 3 5
Enhancing an insurer's expected value by reinsurance and external financing 0 0 0 2 0 3 6 11
Insurance choice under third degree stochastic dominance 0 0 0 1 2 3 5 38
Multivariate reinsurance designs for minimizing an insurer’s capital requirement 0 0 0 3 2 5 6 44
ON THE OPTIMALITY OF A STRAIGHT DEDUCTIBLE UNDER BELIEF HETEROGENEITY 0 0 1 10 1 2 4 26
OPTIMAL INCENTIVE-COMPATIBLE INSURANCE WITH BACKGROUND RISK 0 0 0 3 0 2 3 16
OPTIMAL REINSURANCE WITH LIMITED CEDED RISK: A STOCHASTIC DOMINANCE APPROACH 0 0 0 8 0 0 3 33
OPTIMUM INSURANCE CONTRACTS WITH BACKGROUND RISK AND HIGHER-ORDER RISK ATTITUDES 0 0 0 6 2 2 2 30
On the optimality of straight deductibles under smooth ambiguity aversion 0 1 1 1 2 4 5 5
On the threshold dividend strategy for a generalized jump-diffusion risk model 0 0 0 21 0 5 9 112
Optimal Reinsurance Design: A Mean-Variance Approach 0 0 0 6 3 3 3 26
Optimal Reinsurance Under the Risk-Adjusted Value of an Insurer’s Liability and an Economic Reinsurance Premium Principle 0 0 1 8 1 2 3 23
Optimal Reinsurance under VaR and CVaR Risk Measures: a Simplified Approach 0 0 1 15 1 2 5 54
Optimal insurance design in the presence of exclusion clauses 0 0 0 12 1 2 4 59
Optimal insurance design under asymmetric Nash bargaining 0 0 2 2 2 3 5 5
Optimal insurance with background risk: An analysis of general dependence structures 2 3 4 10 3 6 22 47
Optimal insurance with belief heterogeneity and incentive compatibility 0 0 0 15 3 5 6 81
Optimal non-life reinsurance under Solvency II Regime 0 1 1 9 0 2 4 44
Optimal reinsurance arrangements in the presence of two reinsurers 0 0 0 0 1 3 4 4
Optimal reinsurance designs based on risk measures: a review 0 0 2 20 1 1 5 55
Optimal reinsurance subject to Vajda condition 0 0 0 12 2 4 4 51
Optimal reinsurance under variance related premium principles 0 0 1 14 2 2 4 82
Optimal reinsurance with general premium principles 1 3 4 18 3 5 8 84
Optimal risk management with reinsurance and its counterparty risk hedging 0 2 3 3 0 6 7 9
Regret-based optimal insurance design 0 2 3 8 1 5 8 18
Reinsurance Arrangements Minimizing the Risk-Adjusted Value of an Insurer's Liability 0 0 0 10 2 2 2 50
Responses to discussions on ‘Optimal reinsurance designs based on risk measures: a review’ 0 0 0 2 2 2 4 11
Risk sharing with multiple indemnity environments 0 0 0 1 2 2 5 11
S-shaped narrow framing, skewness and the demand for insurance 0 0 0 2 0 1 4 19
THE DESIGN OF AN OPTIMAL RETROSPECTIVE RATING PLAN 0 0 0 4 1 3 5 30
Variance insurance contracts 0 1 2 4 1 4 10 17
Total Journal Articles 3 14 30 305 47 107 188 1,425

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Statistics updated 2026-01-09