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 4 6 19
Optimal insurance design under asymmetric Nash bargaining 0 0 0 0 1 1 11 13
S-shaped narrow framing, skewness and the demand for insurance 0 0 0 1 4 4 16 21
Variance Contracts 0 0 1 9 2 2 9 33
Total Working Papers 0 0 1 14 8 11 42 86

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 10 29
An insurance risk model with stochastic volatility 0 0 0 32 2 3 5 116
An insurer's optimal strategy towards a new independent business 0 0 1 3 2 2 7 11
Analysis of the expected discounted penalty function for a general jump-diffusion risk model and applications in finance 0 0 0 12 2 4 12 101
Are Flexible Premium Variable Annuities Under-Priced? 0 0 0 4 6 6 10 26
Asymmetric Nash insurance bargaining between risk-averse parties 0 0 0 0 1 2 4 4
Decomposition of a Schur-constant model and its applications 0 0 0 20 3 3 6 75
Distributionally Robust Goal-Reaching Optimization in the Presence of Background Risk 0 0 0 2 1 4 10 14
Enhancing an insurer's expected value by reinsurance and external financing 0 0 0 2 3 3 12 18
Insurance choice under third degree stochastic dominance 0 0 0 1 2 3 12 45
Multivariate reinsurance designs for minimizing an insurer’s capital requirement 0 0 0 3 1 2 11 49
ON THE OPTIMALITY OF A STRAIGHT DEDUCTIBLE UNDER BELIEF HETEROGENEITY 0 0 1 10 1 2 8 31
OPTIMAL INCENTIVE-COMPATIBLE INSURANCE WITH BACKGROUND RISK 0 0 0 3 0 0 3 17
OPTIMAL REINSURANCE WITH LIMITED CEDED RISK: A STOCHASTIC DOMINANCE APPROACH 0 0 0 8 3 3 7 39
OPTIMUM INSURANCE CONTRACTS WITH BACKGROUND RISK AND HIGHER-ORDER RISK ATTITUDES 0 0 1 7 2 4 7 35
On the optimality of straight deductibles under smooth ambiguity aversion 0 0 1 1 4 9 16 16
On the threshold dividend strategy for a generalized jump-diffusion risk model 0 0 0 21 1 1 13 117
Optimal Reinsurance Design: A Mean-Variance Approach 0 0 0 6 4 5 13 36
Optimal Reinsurance Under the Risk-Adjusted Value of an Insurer’s Liability and an Economic Reinsurance Premium Principle 0 0 0 8 1 2 6 27
Optimal Reinsurance under VaR and CVaR Risk Measures: a Simplified Approach 0 0 0 15 3 6 11 62
Optimal insurance design in the presence of exclusion clauses 1 1 1 13 2 3 12 68
Optimal insurance design under asymmetric Nash bargaining 0 0 2 2 1 3 13 13
Optimal insurance with background risk: An analysis of general dependence structures 1 1 4 11 2 3 23 51
Optimal insurance with belief heterogeneity and incentive compatibility 0 0 0 15 0 0 7 82
Optimal non-life reinsurance under Solvency II Regime 0 0 1 9 5 8 14 55
Optimal reinsurance arrangements in the presence of two reinsurers 0 0 0 0 3 3 9 10
Optimal reinsurance designs based on risk measures: a review 0 0 2 20 2 4 11 61
Optimal reinsurance subject to Vajda condition 0 0 0 12 3 8 17 64
Optimal reinsurance under variance related premium principles 0 0 1 14 3 5 15 93
Optimal reinsurance with general premium principles 0 0 3 18 3 8 18 96
Optimal risk management with reinsurance and its counterparty risk hedging 0 0 2 3 3 4 13 16
Regret-based optimal insurance design 0 0 2 8 1 1 11 24
Reinsurance Arrangements Minimizing the Risk-Adjusted Value of an Insurer's Liability 0 0 0 10 4 7 10 58
Responses to discussions on ‘Optimal reinsurance designs based on risk measures: a review’ 0 0 0 2 0 2 8 16
Risk sharing with multiple indemnity environments 0 0 0 1 1 1 7 14
S-shaped narrow framing, skewness and the demand for insurance 0 0 0 2 5 6 11 27
THE DESIGN OF AN OPTIMAL RETROSPECTIVE RATING PLAN 0 0 0 4 3 4 10 36
The demand for insurance with ambiguous recovery rate 0 0 0 0 1 1 1 1
Variance insurance contracts 0 0 1 4 1 3 13 23
Total Journal Articles 2 2 23 308 86 140 406 1,676

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Statistics updated 2026-05-06