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 0 13
Optimal insurance design under asymmetric Nash bargaining 0 0 0 0 3 6 6 8
S-shaped narrow framing, skewness and the demand for insurance 0 0 0 1 2 3 5 9
Variance Contracts 0 0 1 9 1 1 2 26
Total Working Papers 0 0 1 14 6 10 13 56

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 3 4 22
An insurance risk model with stochastic volatility 0 0 0 32 0 0 2 112
An insurer's optimal strategy towards a new independent business 1 1 3 3 1 1 3 5
Analysis of the expected discounted penalty function for a general jump-diffusion risk model and applications in finance 0 0 0 12 2 5 5 94
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 1 1 70
Distributionally Robust Goal-Reaching Optimization in the Presence of Background Risk 0 0 1 2 1 1 3 5
Enhancing an insurer's expected value by reinsurance and external financing 0 0 0 2 1 3 6 11
Insurance choice under third degree stochastic dominance 0 0 0 1 0 1 4 36
Multivariate reinsurance designs for minimizing an insurer’s capital requirement 0 0 0 3 2 4 4 42
ON THE OPTIMALITY OF A STRAIGHT DEDUCTIBLE UNDER BELIEF HETEROGENEITY 0 0 1 10 1 1 3 25
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 0 0 0 28
On the optimality of straight deductibles under smooth ambiguity aversion 1 1 1 1 1 2 3 3
On the threshold dividend strategy for a generalized jump-diffusion risk model 0 0 0 21 2 5 9 112
Optimal Reinsurance Design: A Mean-Variance Approach 0 0 0 6 0 0 0 23
Optimal Reinsurance Under the Risk-Adjusted Value of an Insurer’s Liability and an Economic Reinsurance Premium Principle 0 0 1 8 1 1 2 22
Optimal Reinsurance under VaR and CVaR Risk Measures: a Simplified Approach 0 0 1 15 1 1 4 53
Optimal insurance design in the presence of exclusion clauses 0 0 0 12 1 1 3 58
Optimal insurance design under asymmetric Nash bargaining 0 0 2 2 0 1 3 3
Optimal insurance with background risk: An analysis of general dependence structures 0 1 2 8 2 3 19 44
Optimal insurance with belief heterogeneity and incentive compatibility 0 0 0 15 0 2 3 78
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 2 3 3
Optimal reinsurance designs based on risk measures: a review 0 0 4 20 0 1 6 54
Optimal reinsurance subject to Vajda condition 0 0 0 12 2 2 2 49
Optimal reinsurance under variance related premium principles 0 0 1 14 0 0 2 80
Optimal reinsurance with general premium principles 0 2 3 17 0 2 5 81
Optimal risk management with reinsurance and its counterparty risk hedging 2 2 3 3 5 6 7 9
Regret-based optimal insurance design 2 2 3 8 3 4 7 17
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 0 3 9
S-shaped narrow framing, skewness and the demand for insurance 0 0 0 2 1 1 4 19
THE DESIGN OF AN OPTIMAL RETROSPECTIVE RATING PLAN 0 0 0 4 2 2 4 29
Variance insurance contracts 1 1 2 4 3 3 9 16
Total Journal Articles 7 11 29 302 34 63 145 1,378

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Statistics updated 2025-12-06