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 6 19
Optimal insurance design under asymmetric Nash bargaining 0 0 0 0 1 2 12 14
S-shaped narrow framing, skewness and the demand for insurance 0 0 0 1 0 4 16 21
Variance Contracts 0 0 0 9 0 2 8 33
Total Working Papers 0 0 0 14 1 9 42 87


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 1 10 29
An insurance risk model with stochastic volatility 0 0 0 32 0 2 5 116
An insurer's optimal strategy towards a new independent business 0 0 1 3 0 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 0 5 15 104
Are Flexible Premium Variable Annuities Under-Priced? 0 0 0 4 0 6 10 26
Asymmetric Nash insurance bargaining between risk-averse parties 0 0 0 0 0 1 4 4
Decomposition of a Schur-constant model and its applications 0 0 0 20 0 3 6 75
Distributionally Robust Goal-Reaching Optimization in the Presence of Background Risk 0 0 0 2 0 2 11 15
Enhancing an insurer's expected value by reinsurance and external financing 1 1 1 3 3 6 13 21
Insurance choice under third degree stochastic dominance 0 0 0 1 0 2 11 45
Multivariate reinsurance designs for minimizing an insurer’s capital requirement 0 0 0 3 1 2 12 50
ON THE OPTIMALITY OF A STRAIGHT DEDUCTIBLE UNDER BELIEF HETEROGENEITY 0 0 1 10 0 1 8 31
OPTIMAL INCENTIVE-COMPATIBLE INSURANCE WITH BACKGROUND RISK 0 1 1 4 0 1 4 18
OPTIMAL REINSURANCE WITH LIMITED CEDED RISK: A STOCHASTIC DOMINANCE APPROACH 0 0 0 8 0 3 7 39
OPTIMUM INSURANCE CONTRACTS WITH BACKGROUND RISK AND HIGHER-ORDER RISK ATTITUDES 0 0 1 7 0 2 7 35
On the optimality of straight deductibles under smooth ambiguity aversion 0 0 1 1 1 5 16 17
On the threshold dividend strategy for a generalized jump-diffusion risk model 0 0 0 21 0 1 13 117
Optimal Reinsurance Design: A Mean-Variance Approach 0 0 0 6 0 4 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 7 28
Optimal Reinsurance under VaR and CVaR Risk Measures: a Simplified Approach 1 1 1 16 1 6 14 65
Optimal insurance design in the presence of exclusion clauses 0 1 1 13 1 3 13 69
Optimal insurance design under asymmetric Nash bargaining 0 0 0 2 1 4 14 16
Optimal insurance with background risk: An analysis of general dependence structures 0 1 4 11 0 2 22 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 0 5 14 55
Optimal reinsurance arrangements in the presence of two reinsurers 1 1 1 1 1 4 10 11
Optimal reinsurance designs based on risk measures: a review 0 0 1 20 0 2 10 61
Optimal reinsurance subject to Vajda condition 0 0 0 12 1 4 18 65
Optimal reinsurance under variance related premium principles 0 0 1 14 0 3 15 93
Optimal reinsurance with general premium principles 0 0 3 18 0 4 18 97
Optimal risk management with reinsurance and its counterparty risk hedging 0 0 2 3 0 4 14 17
Regret-based optimal insurance design 0 0 2 8 2 3 13 26
Reinsurance Arrangements Minimizing the Risk-Adjusted Value of an Insurer's Liability 0 0 0 10 0 5 11 59
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 1 1 2 1 3 9 16
S-shaped narrow framing, skewness and the demand for insurance 0 0 0 2 0 6 12 28
THE DESIGN OF AN OPTIMAL RETROSPECTIVE RATING PLAN 0 0 0 4 0 4 11 37
The demand for insurance with ambiguous recovery rate 0 0 0 0 1 7 7 7
Variance insurance contracts 0 1 2 5 16 21 32 43
Total Journal Articles 3 8 26 314 31 141 450 1,731


Statistics updated 2026-07-10