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 7 20
Optimal insurance design under asymmetric Nash bargaining 0 0 0 0 0 2 14 16
S-shaped narrow framing, skewness and the demand for insurance 0 0 0 1 0 0 14 21
Variance Contracts 0 0 0 9 0 0 8 33
Total Working Papers 0 0 0 14 0 3 43 90

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 2 12 31
An insurance risk model with stochastic volatility 0 0 0 32 0 0 4 116
An insurer's optimal strategy towards a new independent business 0 0 1 3 0 1 8 12
Analysis of the expected discounted penalty function for a general jump-diffusion risk model and applications in finance 0 0 0 12 0 1 15 105
Are Flexible Premium Variable Annuities Under-Priced? 0 0 0 4 0 1 11 27
Asymmetric Nash insurance bargaining between risk-averse parties 0 0 0 0 1 3 7 7
Decomposition of a Schur-constant model and its applications 0 0 0 20 0 2 8 77
Distributionally Robust Goal-Reaching Optimization in the Presence of Background Risk 0 0 0 2 0 1 12 16
Enhancing an insurer's expected value by reinsurance and external financing 0 0 1 3 1 1 14 22
Insurance choice under third degree stochastic dominance 0 0 0 1 1 1 11 46
Multivariate reinsurance designs for minimizing an insurer’s capital requirement 0 0 0 3 0 0 11 50
ON THE OPTIMALITY OF A STRAIGHT DEDUCTIBLE UNDER BELIEF HETEROGENEITY 0 0 0 10 0 1 8 32
OPTIMAL INCENTIVE-COMPATIBLE INSURANCE WITH BACKGROUND RISK 1 1 2 5 1 2 6 20
OPTIMAL REINSURANCE WITH LIMITED CEDED RISK: A STOCHASTIC DOMINANCE APPROACH 0 0 0 8 0 1 7 40
OPTIMUM INSURANCE CONTRACTS WITH BACKGROUND RISK AND HIGHER-ORDER RISK ATTITUDES 0 0 1 7 0 1 8 36
On the optimality of straight deductibles under smooth ambiguity aversion 0 0 1 1 1 2 18 19
On the threshold dividend strategy for a generalized jump-diffusion risk model 0 0 0 21 0 1 11 118
Optimal Reinsurance Design: A Mean-Variance Approach 1 2 2 8 1 2 15 38
Optimal Reinsurance Under the Risk-Adjusted Value of an Insurer’s Liability and an Economic Reinsurance Premium Principle 0 0 0 8 0 0 7 28
Optimal Reinsurance under VaR and CVaR Risk Measures: a Simplified Approach 0 0 1 16 0 0 13 65
Optimal insurance design in the presence of exclusion clauses 0 0 1 13 0 3 15 72
Optimal insurance design under asymmetric Nash bargaining 0 0 0 2 0 1 15 17
Optimal insurance with background risk: An analysis of general dependence structures 0 0 4 11 1 1 11 52
Optimal insurance with belief heterogeneity and incentive compatibility 0 0 0 15 0 1 7 83
Optimal non-life reinsurance under Solvency II Regime 0 0 1 9 0 0 13 55
Optimal reinsurance arrangements in the presence of two reinsurers 0 0 1 1 0 0 10 11
Optimal reinsurance designs based on risk measures: a review 0 0 0 20 2 2 9 63
Optimal reinsurance subject to Vajda condition 1 1 1 13 1 1 19 66
Optimal reinsurance under variance related premium principles 0 0 0 14 1 1 14 94
Optimal reinsurance with general premium principles 0 1 4 19 1 4 22 101
Optimal risk management with reinsurance and its counterparty risk hedging 0 1 3 4 0 2 16 19
Regret-based optimal insurance design 0 0 2 8 0 0 13 26
Reinsurance Arrangements Minimizing the Risk-Adjusted Value of an Insurer's Liability 0 1 1 11 1 2 13 61
Responses to discussions on ‘Optimal reinsurance designs based on risk measures: a review’ 0 0 0 2 0 0 7 16
Risk sharing with multiple indemnity environments 0 0 1 2 2 2 9 18
S-shaped narrow framing, skewness and the demand for insurance 0 0 0 2 0 1 11 29
THE DESIGN OF AN OPTIMAL RETROSPECTIVE RATING PLAN 0 0 0 4 0 3 13 40
The demand for insurance with ambiguous recovery rate 0 0 0 0 0 2 9 9
Variance insurance contracts 0 1 3 6 0 3 33 46
Total Journal Articles 3 8 31 322 16 52 465 1,783

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Statistics updated 2026-10-11