Yichun Chi : Citation Profile


Are you Yichun Chi?

Central University of Finance and Economics (CUFE)

5

H index

2

i10 index

73

Citations

RESEARCH PRODUCTION:

15

Articles

RESEARCH ACTIVITY:

   8 years (2009 - 2017). See details.
   Cites by year: 9
   Journals where Yichun Chi has often published
   Relations with other researchers
   Recent citing documents: 14.    Total self citations: 7 (8.75 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch1003
   Updated: 2018-06-16    RAS profile: 2018-01-07    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Yichun Chi.

Is cited by:

Castañer, Anna (3)

Bo, Lijun (2)

Loisel, Stéphane (2)

YANG, Xuewei (2)

Dhaene, Jan (1)

Zhou, Ming (1)

Cites to:

Goovaerts, Marc (8)

Dhaene, Jan (5)

Acerbi, Carlo (4)

Leland, Hayne (4)

Tasche, Dirk (3)

Huberman, Gur (3)

Artzner, Philippe (3)

Centeno, Maria de Lourdes (3)

Meyer, Jack (2)

Gollier, Christian (2)

Jappelli, Tullio (2)

Main data


Where Yichun Chi has published?


Journals with more than one article published# docs
Insurance: Mathematics and Economics10
ASTIN Bulletin: The Journal of the International Actuarial Association5

Recent works citing Yichun Chi (2018 and 2017)


YearTitle of citing document
2017A Spatial Interpolation Framework for Efficient Valuation of Large Portfolios of Variable Annuities. (2017). Jackson, Kenneth R ; Hejazi, Seyed Amir ; Gan, Guojun . In: Papers. RePEc:arx:papers:1701.04134.

Full description at Econpapers || Download paper

2017An Optimal Multi-layer Reinsurance Policy under Conditional Tail Expectation. (2017). Payandeh, Amir T ; Bazaz, Ali Panahi . In: Papers. RePEc:arx:papers:1701.05447.

Full description at Econpapers || Download paper

2017Equilibrium distributions and discrete Schur-constant models. (2017). Castaner, Anna ; Claramunt, Merce M. In: Papers. RePEc:arx:papers:1709.09955.

Full description at Econpapers || Download paper

2017Optimal Risk Allocation in Reinsurance Networks. (2017). Bauerle, Nicole ; Glauner, Alexander. In: Papers. RePEc:arx:papers:1711.10210.

Full description at Econpapers || Download paper

2017Fluctuation identities with continuous monitoring and their application to price barrier options. (2017). Phelan, Carolyn E ; Germano, Guido ; Fusai, Gianluca ; Marazzina, Daniele. In: Papers. RePEc:arx:papers:1712.00077.

Full description at Econpapers || Download paper

2018Insurance with multiple insurers: A game-theoretic approach. (2018). Asimit, Vali ; Boonen, Tim J. In: European Journal of Operational Research. RePEc:eee:ejores:v:267:y:2018:i:2:p:778-790.

Full description at Econpapers || Download paper

2017Optimal multivariate quota-share reinsurance: A nonparametric mean-CVaR framework. (2017). Sun, Haoze ; Zhang, YI ; Weng, Chengguo. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:72:y:2017:i:c:p:197-214.

Full description at Econpapers || Download paper

2017Pareto-optimal reinsurance arrangements under general model settings. (2017). Cai, Jun ; Wang, Ruodu ; Liu, Haiyan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:77:y:2017:i:c:p:24-37.

Full description at Econpapers || Download paper

2017Some properties of bivariate Schur-constant distributions. (2017). Ta, Bao Quoc ; Van, Chung Pham . In: Statistics & Probability Letters. RePEc:eee:stapro:v:124:y:2017:i:c:p:69-76.

Full description at Econpapers || Download paper

2017Determination of the Optimal Retention Level Based on Different Measures. (2017). Karageyik, Baak Bulut ; Ahin, Ule . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:10:y:2017:i:1:p:4-:d:88747.

Full description at Econpapers || Download paper

2017Optimal Reinsurance Policies under the VaR Risk Measure When the Interests of Both the Cedent and the Reinsurer Are Taken into Account. (2017). Jiang, Wenjun ; Zitikis, Riardas ; Ren, Jiandong . In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:1:p:11-:d:89417.

Full description at Econpapers || Download paper

2017Equilibrium distributions and discrete Schur-constant models. (2017). Castaer, Anna ; Claramunt, Merce M. In: Working Papers. RePEc:hal:wpaper:hal-01593552.

Full description at Econpapers || Download paper

2017Evaluation of variable annuity guarantees with the effect of jumps in the asset price process. (2017). Juma, Mussa ; McMillan, David ; Liew, Kian Wah ; Chin, Seong Tah ; Lee, Min Cherng. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1326218.

Full description at Econpapers || Download paper

2017AN INCLUSIVE CRITERION FOR AN OPTIMAL CHOICE OF REINSURANCE. (2017). Attar, EL ; el Abidine, Guennoun Zine ; Hachloufi, EL. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:12:y:2017:i:04:n:s201049521750018x.

Full description at Econpapers || Download paper

Works by Yichun Chi:


YearTitleTypeCited
2011Optimal Reinsurance under VaR and CVaR Risk Measures: a Simplified Approach In: ASTIN Bulletin: The Journal of the International Actuarial Association.
[Full Text][Citation analysis]
article19
2012Reinsurance Arrangements Minimizing the Risk-Adjusted Value of an Insurers Liability In: ASTIN Bulletin: The Journal of the International Actuarial Association.
[Full Text][Citation analysis]
article6
2012Are Flexible Premium Variable Annuities Under-Priced? In: ASTIN Bulletin: The Journal of the International Actuarial Association.
[Full Text][Citation analysis]
article6
2014Optimal Reinsurance with Limited Ceded Risk: A Stochastic Dominance Approach In: ASTIN Bulletin: The Journal of the International Actuarial Association.
[Full Text][Citation analysis]
article1
2016The Design of an Optimal Retrospective Rating Plan In: ASTIN Bulletin: The Journal of the International Actuarial Association.
[Full Text][Citation analysis]
article0
2009Decomposition of a Schur-constant model and its applications In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article5
2010An insurance risk model with stochastic volatility In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article0
2010Analysis of the expected discounted penalty function for a general jump-diffusion risk model and applications in finance In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article1
2011On the threshold dividend strategy for a generalized jump-diffusion risk model In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article2
2012Optimal reinsurance under variance related premium principles In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article6
2013Optimal reinsurance with general premium principles In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article17
2013Optimal reinsurance subject to Vajda condition In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article5
2014Multivariate reinsurance designs for minimizing an insurer’s capital requirement In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article2
2015Optimal non-life reinsurance under Solvency II Regime In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article3
2017Optimal insurance design in the presence of exclusion clauses In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated June, 2th 2018. Contact: CitEc Team