Yichun Chi : Citation Profile


Are you Yichun Chi?

Central University of Finance and Economics (CUFE)

5

H index

2

i10 index

62

Citations

RESEARCH PRODUCTION:

14

Articles

RESEARCH ACTIVITY:

   7 years (2009 - 2016). See details.
   Cites by year: 8
   Journals where Yichun Chi has often published
   Relations with other researchers
   Recent citing documents: 21.    Total self citations: 6 (8.82 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch1003
   Updated: 2017-10-14    RAS profile: 2017-05-05    
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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)

Loisel, Stéphane (2)

Bo, Lijun (2)

YANG, Xuewei (2)

Dhaene, Jan (1)

Zhou, Ming (1)

Cites to:

Goovaerts, Marc (7)

Leland, Hayne (4)

Dhaene, Jan (4)

Centeno, Maria de Lourdes (3)

Pelsser, Antoon (2)

Acerbi, Carlo (2)

Jouini, Elyès (2)

Huberman, Gur (2)

Artzner, Philippe (2)

Rogers, Leonard (1)

Li, Shuanming (1)

Main data


Where Yichun Chi has published?


Journals with more than one article published# docs
Insurance: Mathematics and Economics9
ASTIN Bulletin: The Journal of the International Actuarial Association5

Recent works citing Yichun Chi (2017 and 2016)


YearTitle of citing document
2016Some Mathematical Aspects of Price Optimisation. (2016). Bai, Y ; Tamraz, M ; Ratovomirija, G ; Hashorva, E. In: Papers. RePEc:arx:papers:1605.05814.

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2016A Neural Network Approach to Efficient Valuation of Large Portfolios of Variable Annuities. (2016). Hejazi, Seyed Amir ; Jackson, Kenneth R. In: Papers. RePEc:arx:papers:1606.07831.

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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.

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

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2016VaR as the CVaR sensitivity : applications in risk optimization. (2016). Balbs, Raquel . In: INDEM - Working Paper Business Economic Series. RePEc:cte:idrepe:id-16-01.

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2016Optimal reinsurance policies with two reinsurers in continuous time. (2016). Zhou, Ming ; Siu, Tak Kuen ; Meng, Hui . In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:182-195.

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2016Optimal insurance contract under VaR and CVaR constraints. (2016). Huang, Hung-Hsi ; Wang, Ching-Ping . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:37:y:2016:i:c:p:110-127.

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2016Efficient risk allocation within a non-life insurance group under Solvency II Regime. (2016). Badescu, Alexandru M ; Haberman, Steven ; Asimit, Alexandru V ; Kim, Eun-Seok . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:66:y:2016:i:c:p:69-76.

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2016Marginal Indemnification Function formulation for optimal reinsurance. (2016). Zhuang, Sheng Chao ; Assa, Hirbod ; Tan, Ken Seng ; Weng, Chengguo . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:67:y:2016:i:c:p:65-76.

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2016Optimal reinsurance under VaR and TVaR risk measures in the presence of reinsurer’s risk limit. (2016). Lu, ZhiYi ; Wang, Yujin ; Shen, Qingjie ; Meng, LiLi . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:68:y:2016:i:c:p:92-100.

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2016A neural network approach to efficient valuation of large portfolios of variable annuities. (2016). Jackson, Kenneth R ; Hejazi, Seyed Amir . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:70:y:2016:i:c:p:169-181.

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2016The role of a representative reinsurer in optimal reinsurance. (2016). Zhuang, Sheng Chao ; Boonen, Tim J ; Tan, Ken Seng . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:70:y:2016:i:c:p:196-204.

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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.

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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.

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2016Improved models for technology choice in a transit corridor with fixed demand. (2016). Moccia, Luigi ; Laporte, Gilbert . In: Transportation Research Part B: Methodological. RePEc:eee:transb:v:83:y:2016:i:c:p:245-270.

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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.

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2016Optimal Reinsurance with Heterogeneous Reference Probabilities. (2016). Boonen, Tim J. In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:3:p:26-:d:73448.

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2016How Does Reinsurance Create Value to an Insurer? A Cost-Benefit Analysis Incorporating Default Risk. (2016). Lo, Ambrose . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:4:p:48-:d:85331.

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2016Optimal Reinsurance Under General Law-Invariant Convex Risk Measure and TVaR Premium Principle. (2016). Chen, M I ; Ming, Ruixing ; Wang, Wenyuan . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:4:p:50-:d:85321.

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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.

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2016Spektrale Risikomaße: Konzeption, betriebswirtschaftliche Anwendungen und Fallstricke. (2016). Brandtner, Mario . In: Management Review Quarterly. RePEc:spr:manrev:v:66:y:2016:i:2:d:10.1007_s11301-015-0116-1.

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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.
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article16
2012Reinsurance Arrangements Minimizing the Risk-Adjusted Value of an Insurers Liability In: ASTIN Bulletin: The Journal of the International Actuarial Association.
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article5
2012Are Flexible Premium Variable Annuities Under-Priced? In: ASTIN Bulletin: The Journal of the International Actuarial Association.
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article5
2014Optimal Reinsurance with Limited Ceded Risk: A Stochastic Dominance Approach In: ASTIN Bulletin: The Journal of the International Actuarial Association.
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article1
2016The Design of an Optimal Retrospective Rating Plan In: ASTIN Bulletin: The Journal of the International Actuarial Association.
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article0
2009Decomposition of a Schur-constant model and its applications In: Insurance: Mathematics and Economics.
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article3
2010An insurance risk model with stochastic volatility In: Insurance: Mathematics and Economics.
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article0
2010Analysis of the expected discounted penalty function for a general jump-diffusion risk model and applications in finance In: Insurance: Mathematics and Economics.
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article1
2011On the threshold dividend strategy for a generalized jump-diffusion risk model In: Insurance: Mathematics and Economics.
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article1
2012Optimal reinsurance under variance related premium principles In: Insurance: Mathematics and Economics.
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article6
2013Optimal reinsurance with general premium principles In: Insurance: Mathematics and Economics.
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article15
2013Optimal reinsurance subject to Vajda condition In: Insurance: Mathematics and Economics.
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article4
2014Multivariate reinsurance designs for minimizing an insurer’s capital requirement In: Insurance: Mathematics and Economics.
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article2
2015Optimal non-life reinsurance under Solvency II Regime In: Insurance: Mathematics and Economics.
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article3

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