Yichun Chi : Citation Profile


Are you Yichun Chi?

Central University of Finance and Economics (CUFE)

7

H index

2

i10 index

131

Citations

RESEARCH PRODUCTION:

25

Articles

1

Papers

RESEARCH ACTIVITY:

   11 years (2009 - 2020). See details.
   Cites by year: 11
   Journals where Yichun Chi has often published
   Relations with other researchers
   Recent citing documents: 18.    Total self citations: 10 (7.09 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch1003
   Updated: 2020-10-17    RAS profile: 2020-10-11    
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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:

Payandeh, Amir (4)

Siu, Tak Kuen (3)

YANG, Xuewei (2)

Germano, Guido (2)

Bo, Lijun (2)

Loisel, Stéphane (2)

Castañer, Anna (2)

Zhou, Ming (1)

Bai, Yu (1)

Dhaene, Jan (1)

Cites to:

Goovaerts, Marc (11)

Dhaene, Jan (7)

Huberman, Gur (6)

Ghossoub, Mario (5)

Kimball, Miles (5)

Leland, Hayne (5)

Dana, Rose-Anne (5)

Trautmann, Stefan (4)

Centeno, Maria de Lourdes (4)

Gollier, Christian (4)

Noussair, Charles (4)

Main data


Where Yichun Chi has published?


Journals with more than one article published# docs
Insurance: Mathematics and Economics13
ASTIN Bulletin7
Statistical Theory and Related Fields2
North American Actuarial Journal2

Recent works citing Yichun Chi (2020 and 2019)


YearTitle of citing document
2019Optimal reinsurance for risk over surplus ratios. (2019). Wang, Yinzhi ; Bolviken, Erik . In: Papers. RePEc:arx:papers:1912.04086.

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2019How much is optimal reinsurance degraded by error?. (2019). Bolviken, Erik ; Wang, Yinzhi. In: Papers. RePEc:arx:papers:1912.04175.

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2019Continuous-time optimal reinsurance strategy with nontrivial curved structures. (2019). Siu, Tak Kuen ; Liao, PU ; Meng, Hui. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:363:y:2019:i:c:38.

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2020Optimal dynamic reinsurance policies under a generalized Denneberg’s absolute deviation principle. (2020). Tan, Ken Seng ; Zhuang, Sheng Chao ; Wei, Wei. In: European Journal of Operational Research. RePEc:eee:ejores:v:282:y:2020:i:1:p:345-362.

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2019On randomized reinsurance contracts. (2019). Albrecher, Hansjorg ; Cani, Arian. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:84:y:2019:i:c:p:67-78.

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2019Optimal initial capital induced by the optimized certainty equivalent. (2019). Nishide, Katsumasa ; Asano, Takao ; Arai, Takuji. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:85:y:2019:i:c:p:115-125.

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2019Risk-adjusted Bowley reinsurance under distorted probabilities. (2019). Zhang, Yiying ; Phillip, Sheung Chi ; Cheung, Ka Chun . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:86:y:2019:i:c:p:64-72.

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2019Preservation of WSAI under default transforms and its application in allocating assets with dependent realizable returns. (2019). Li, Xiaohu. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:86:y:2019:i:c:p:84-91.

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2019Optimal robust insurance with a finite uncertainty set. (2019). Hu, Junlei ; Asimit, Alexandru V ; Xie, Yuantao. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:87:y:2019:i:c:p:67-81.

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2019On the existence of a representative reinsurer under heterogeneous beliefs. (2019). Ghossoub, Mario ; Boonen, Tim J. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:88:y:2019:i:c:p:209-225.

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2019Optimal XL-insurance under Wasserstein-type ambiguity. (2019). Ch, Georg ; Birghila, Corina. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:88:y:2019:i:c:p:30-43.

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2019Budget-constrained optimal insurance with belief heterogeneity. (2019). Ghossoub, Mario. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:89:y:2019:i:c:p:79-91.

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2020Convex risk functionals: Representation and applications. (2020). Wang, Ruodu ; Lemieux, Christiane ; Cai, Jun ; Liu, Fangda. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:90:y:2020:i:c:p:66-79.

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2020Bounding basis risk using s-convex orders on Beta-unimodal distributions. (2020). Montesinos, Pierre ; Loisel, Stephane ; Lefevre, Claude. In: Working Papers. RePEc:hal:wpaper:hal-02611208.

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2019Optimal Stop-Loss Reinsurance Under the VaR and CTE Risk Measures: Variable Transformation Method. (2019). Wu, Lijun ; Li, Zhiming ; Du, Junhong. In: Computational Economics. RePEc:kap:compec:v:53:y:2019:i:3:d:10.1007_s10614-017-9778-1.

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2019Empirical Analysis of Reinsurance Dependence on the Profitability of General Insurance Business in Nigeria. (2019). Abass, Olufemi Adebowale. In: Academic Journal of Economic Studies. RePEc:khe:scajes:v:5:y:2019:i:4:p:36-43.

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2019Optimal dynamic reinsurance with common shock dependence and state-dependent risk aversion. (2019). Yuen, Kam Chuen ; Liang, Zhibin ; Zhang, Caibin. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:06:y:2019:i:01:n:s242478631950004x.

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Works by Yichun Chi:


YearTitleTypeCited
2020Variance Contracts In: Papers.
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2011Optimal Reinsurance under VaR and CVaR Risk Measures: a Simplified Approach In: ASTIN Bulletin.
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article34
2012Reinsurance Arrangements Minimizing the Risk-Adjusted Value of an Insurers Liability In: ASTIN Bulletin.
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article9
2012Are Flexible Premium Variable Annuities Under-Priced? In: ASTIN Bulletin.
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article7
2014OPTIMAL REINSURANCE WITH LIMITED CEDED RISK: A STOCHASTIC DOMINANCE APPROACH In: ASTIN Bulletin.
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article3
2016THE DESIGN OF AN OPTIMAL RETROSPECTIVE RATING PLAN In: ASTIN Bulletin.
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article0
2018OPTIMUM INSURANCE CONTRACTS WITH BACKGROUND RISK AND HIGHER-ORDER RISK ATTITUDES In: ASTIN Bulletin.
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article2
2019ON THE OPTIMALITY OF A STRAIGHT DEDUCTIBLE UNDER BELIEF HETEROGENEITY In: ASTIN Bulletin.
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article2
2009Decomposition of a Schur-constant model and its applications In: Insurance: Mathematics and Economics.
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article7
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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article3
2012Optimal reinsurance under variance related premium principles In: Insurance: Mathematics and Economics.
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article9
2013Optimal reinsurance with general premium principles In: Insurance: Mathematics and Economics.
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article31
2013Optimal reinsurance subject to Vajda condition In: Insurance: Mathematics and Economics.
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article9
2014Multivariate reinsurance designs for minimizing an insurer’s capital requirement In: Insurance: Mathematics and Economics.
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article3
2015Optimal non-life reinsurance under Solvency II Regime In: Insurance: Mathematics and Economics.
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article4
2017Optimal insurance design in the presence of exclusion clauses In: Insurance: Mathematics and Economics.
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article2
2018Insurance choice under third degree stochastic dominance In: Insurance: Mathematics and Economics.
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article1
2020A Bowley solution with limited ceded risk for a monopolistic reinsurer In: Insurance: Mathematics and Economics.
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article0
2020Optimal insurance with belief heterogeneity and incentive compatibility In: Insurance: Mathematics and Economics.
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article0
2020Optimal insurance with background risk: An analysis of general dependence structures In: Finance and Stochastics.
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article0
2020Optimal reinsurance designs based on risk measures: a review In: Statistical Theory and Related Fields.
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article0
2020Responses to discussions on ‘Optimal reinsurance designs based on risk measures: a review’ In: Statistical Theory and Related Fields.
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article0
2017Optimal Reinsurance Design: A Mean-Variance Approach In: North American Actuarial Journal.
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article0
2017Optimal Reinsurance Under the Risk-Adjusted Value of an Insurer’s Liability and an Economic Reinsurance Premium Principle In: North American Actuarial Journal.
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article4

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