Yichun Chi : Citation Profile

Central University of Finance and Economics (CUFE)

10

H index

11

i10 index

345

Citations

RESEARCH PRODUCTION:

37

Articles

4

Papers

RESEARCH ACTIVITY:

   16 years (2009 - 2025). See details.
   Cites by year: 21
   Journals where Yichun Chi has often published
   Relations with other researchers
   Recent citing documents: 48.    Total self citations: 19 (5.22 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch1003
   Updated: 2026-01-10    RAS profile: 2025-09-10    
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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)

Loisel, Stéphane (4)

Siu, Tak Kuen (3)

Nishide, Katsumasa (2)

Castañer, Anna (2)

Bo, Lijun (2)

Germano, Guido (2)

Dhaene, Jan (2)

Eling, Martin (2)

YANG, Xuewei (2)

Iuga, Iulia (1)

Cites to:

Dana, Rose-Anne (15)

Huberman, Gur (15)

Gollier, Christian (15)

Scarsini, Marco (10)

Dhaene, Jan (9)

Dionne, Georges (8)

EECKHOUDT, LOUIS (8)

Stiglitz, Joseph (7)

Huang, Rachel (7)

Kimball, Miles (7)

Centeno, Maria de Lourdes (7)

Main data

Where Yichun Chi has published?

Journals with more than one article published# docs
Insurance: Mathematics and Economics19
ASTIN Bulletin8
North American Actuarial Journal3
Scandinavian Actuarial Journal2
Statistical Theory and Related Fields2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org2
Post-Print / HAL2

Recent works citing Yichun Chi (2025 and 2024)

YearTitle of citing document
2024Monotonic mean-deviation risk measures. (2024). Han, Xia ; Wang, Ruodu ; Wu, Qinyu. In: Papers. RePEc:arx:papers:2312.01034.

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2024Computing the Gerber-Shiu function with interest and a constant dividend barrier by physics-informed neural networks. (2024). Yu, Zan ; Zhang, Lianzeng. In: Papers. RePEc:arx:papers:2401.04378.

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2024Factor risk measures. (2024). Liu, Peng ; Assa, Hirbod. In: Papers. RePEc:arx:papers:2404.08475.

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2024A Revisit of the Optimal Excess-of-Loss Contract. (2024). Asimit, Vali ; Fung, Tsz Chai ; Wang, Qiuqi ; Peng, Liang ; Aboagye, Ernest. In: Papers. RePEc:arx:papers:2405.00188.

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2024A Two-layer Stochastic Game Approach to Reinsurance Contracting and Competition. (2024). Liang, Zongxia ; Xia, YI ; Zou, Bin. In: Papers. RePEc:arx:papers:2405.06235.

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2025Risk sharing with Lambda value at risk under heterogeneous beliefs. (2024). Wei, Yunran ; Liu, Peng ; Tsanakas, Andreas. In: Papers. RePEc:arx:papers:2408.03147.

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2025Optimal insurance design with Lambda-Value-at-Risk. (2024). Chen, Yuyu ; Han, Xia ; Boonen, Tim J ; Wang, Qiuqi. In: Papers. RePEc:arx:papers:2408.09799.

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2024Pareto-Optimal Peer-to-Peer Risk Sharing with Robust Distortion Risk Measures. (2024). Chong, Wing Fung ; Zhu, Michael B ; Ghossoub, Mario. In: Papers. RePEc:arx:papers:2409.05103.

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2025Robust forward investment and consumption under drift and volatility uncertainties: A randomization approach. (2024). Liang, Gechun ; Chong, Wing Fung. In: Papers. RePEc:arx:papers:2410.01378.

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2025Self-protection and insurance demand with convex premium principles. (2025). Zhang, Yiying ; Wang, Wei ; Li, Qiqi. In: Papers. RePEc:arx:papers:2411.19436.

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2025Performance-based variable premium scheme and reinsurance design. (2024). Shi, Ziyue ; Liu, Fangda ; Landriault, David. In: Papers. RePEc:arx:papers:2412.01704.

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2025Optimal Insurance under Endogenous Default and Background Risk. (2025). Zou, Bin ; Ren, Zhaojie ; Liang, Zongxia. In: Papers. RePEc:arx:papers:2501.05672.

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2025Dynamic reinsurance design with heterogeneous beliefs under the mean-variance framework. (2025). Wang, Hao ; Han, Xia ; Guo, Junyi. In: Papers. RePEc:arx:papers:2502.05474.

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2025Modern Computational Methods in Reinsurance Optimization: From Simulated Annealing to Quantum Branch & Bound. (2025). Detyniecki, Marcin ; Katzgraber, Helmut G ; Steiger, Damian S ; Haner, Thomas ; Andrist, Ruben S ; Woodman, George. In: Papers. RePEc:arx:papers:2504.16530.

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2025Optimal design of reinsurance contracts under adverse selection with a continuum of types. (2025). Yuen, Fei Lung ; Zhang, Yiying ; Phillip, Sheung Chi ; Cheung, Ka Chun. In: Papers. RePEc:arx:papers:2504.17468.

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2025Demand for catastrophe insurance under the path-dependent effects. (2025). Cui, Liyuan ; Li, Wenyuan. In: Papers. RePEc:arx:papers:2508.15355.

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2024Insurance Supervision under Climate Change: A Pioneers Detection Method. (2024). Vansteenberghe, Eric. In: Débats Economiques et financiers. RePEc:bfr:decfin:43.

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2024Pareto‐efficient risk sharing in centralized insurance markets with application to flood risk. (2024). Chong, Wing Fung ; Ghossoub, Mario ; Boonen, Tim J. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:91:y:2024:i:2:p:449-488.

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2024The role of loss aversion in shaping environmental relocation decisions. (2024). Zheng, Jiakun ; Li, Yanyin. In: Economics Bulletin. RePEc:ebl:ecbull:eb-23-00318.

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2024A sharing rule for multi-period interest-sensitive insurance contracts. (2024). Lee, Minha ; Ha, Hongjun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000366.

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2024Robust insurance design with distortion risk measures. (2024). Jiang, Wenjun ; Boonen, Tim J. In: European Journal of Operational Research. RePEc:eee:ejores:v:316:y:2024:i:2:p:694-706.

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2025Optimal reinsurance with multivariate risks and dependence uncertainty. (2025). Xia, YI ; Liu, Peng ; Hu, Junlei ; Fadina, Tolulope. In: European Journal of Operational Research. RePEc:eee:ejores:v:321:y:2025:i:1:p:231-242.

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2025A revisit of the optimal excess-of-loss contract. (2025). Aboagye, Ernest ; Fung, Tsz Chai ; Peng, Liang ; Wang, Qiuqi ; Asimit, Vali. In: European Journal of Operational Research. RePEc:eee:ejores:v:322:y:2025:i:1:p:341-354.

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2025Pareto-optimal insurance under robust distortion risk measures. (2025). Boonen, Tim J ; Jiang, Wenjun. In: European Journal of Operational Research. RePEc:eee:ejores:v:324:y:2025:i:2:p:690-705.

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2025Optimal insurance design with Lambda-Value-at-Risk. (2025). Boonen, Tim J ; Chen, Yuyu ; Han, Xia ; Wang, Qiuqi. In: European Journal of Operational Research. RePEc:eee:ejores:v:327:y:2025:i:1:p:232-246.

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2024Bowley solution under the reinsurers default risk. (2024). Zhang, Yiying ; Chen, Yanhong ; Cheung, Ka Chun. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:115:y:2024:i:c:p:36-61.

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2024Stackelberg equilibria with multiple policyholders. (2024). Zhu, Michael B ; Ghossoub, Mario. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:116:y:2024:i:c:p:189-201.

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2024Random distortion risk measures. (2024). Zang, Xin ; Yang, Jingping ; Jiang, Fan ; Xia, Chenxi. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:116:y:2024:i:c:p:51-73.

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2024Optimal insurance with mean-deviation measures. (2024). Han, Xia ; Boonen, Tim J. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:118:y:2024:i:c:p:1-24.

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2024Are reference measures of law-invariant functionals unique?. (2024). Liebrich, Felix-Benedikt. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:118:y:2024:i:c:p:129-141.

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2024Valuation of guaranteed lifelong withdrawal benefit with the long-term care option. (2024). Chen, Shaoying ; Yang, Yang ; Zhang, Zhimin ; Cui, Zhenyu. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:119:y:2024:i:c:p:179-193.

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2024A two-layer stochastic game approach to reinsurance contracting and competition. (2024). Xia, YI ; Liang, Zongxia ; Zou, Bin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:119:y:2024:i:c:p:226-237.

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2025Mean-variance longevity risk-sharing for annuity contracts. (2025). Hanbali, Hamza. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:120:y:2025:i:c:p:207-235.

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2025Distributionally robust insurance under the Wasserstein distance. (2025). Boonen, Tim J ; Jiang, Wenjun. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:120:y:2025:i:c:p:61-78.

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2025Bowley-optimal convex-loaded premium principles. (2025). Ghossoub, Mario ; Shi, Benxuan ; Li, Bin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:121:y:2025:i:c:p:157-180.

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2025Optimal reinsurance from an optimal transport perspective. (2025). Flores, Brandon Garca ; Albrecher, Hansjrg ; Acciaio, Beatrice. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:122:y:2025:i:c:p:194-213.

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2025Insurance contract for electric vehicle charging stations: A Stackelberg game-theoretic approach. (2025). Wei, Jiaqin ; Jin, Yuanmin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:122:y:2025:i:c:p:61-81.

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2025Optimal insurance contract under mean-variance preference with value at risk constraint. (2025). Li, Zixuan ; Meng, Hui ; Zhou, Ming. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:123:y:2025:i:c:s0167668725000629.

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2024Agricultural commodities market reaction to COVID-19. (2024). Iuga, Iulia ; Mudakkar, Syeda Rabab ; Dragolea, Larisa Loredana. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000801.

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2024The role of loss aversion in shaping environmental relocation decisions. (2024). Li, Yanyin ; Zheng, Jiakun. In: Post-Print. RePEc:hal:journl:hal-04991151.

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2025Too risky to hedge: An experiment on narrow bracketing. (2025). Zheng, Jiakun ; Zhou, Ling. In: Post-Print. RePEc:hal:journl:hal-05063379.

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2024Optimal insurance for repetitive natural disasters under moral hazard. (2024). Hong, Jimin ; Lee, Minha. In: Journal of Economics. RePEc:kap:jeczfn:v:143:y:2024:i:3:d:10.1007_s00712-024-00876-9.

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2024Regret cross-efficiency evaluation using attitudinal entropy approach. (2024). Wang, Teng ; Lou, Yuan-Yu ; Chen, Xiao-Lei ; Yang, Guo-Liang ; Pan, Hao ; Guan, Zhong-Cheng. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03817-5.

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2024Assessing insurer guarantee cover and risk retention toward SDG 3: a structure-break down-and-out call valuation. (2024). Xie, Yuxin ; Lin, Jyh-Horng ; Chiu, Shiu-Chieh. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03866-w.

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2025Risk management through proportional reinsurance: an efficient computational approach. (2025). Ziani, Laura ; Pressacco, Flavio ; Serafini, Paolo. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:48:y:2025:i:1:d:10.1007_s10203-024-00492-8.

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2024Risk sharing under heterogeneous beliefs without convexity. (2024). Liebrich, Felix-Benedikt. In: Finance and Stochastics. RePEc:spr:finsto:v:28:y:2024:i:4:d:10.1007_s00780-024-00540-6.

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2024Conditional Moment Matching and Stratified Approximation for Pricing and Hedging Periodic-Premium Variable Annuities. (2024). Gu, Xingchi ; Wei, Xiao. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:26:y:2024:i:2:d:10.1007_s11009-024-10082-1.

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2025Should I stay or go? Valuation of multiple premium payment options for participating life insurance contracts. (2025). Schmeiser, Hato ; Chang, Hsiaoyin. In: Review of Managerial Science. RePEc:spr:rvmgts:v:19:y:2025:i:10:d:10.1007_s11846-025-00841-w.

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Works by Yichun Chi:

YearTitleTypeCited
2020Variance Contracts In: Papers.
[Full Text][Citation analysis]		paper0
2021Distributionally robust goal-reaching optimization in the presence of background risk In: Papers.
[Full Text][Citation analysis]		paper1
2022Distributionally Robust Goal-Reaching Optimization in the Presence of Background Risk.(2022) In: North American Actuarial Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2011Optimal Reinsurance under VaR and CVaR Risk Measures: a Simplified Approach In: ASTIN Bulletin.
[Full Text][Citation analysis]		article53
2012Reinsurance Arrangements Minimizing the Risk-Adjusted Value of an Insurers Liability In: ASTIN Bulletin.
[Full Text][Citation analysis]		article12
2012Are Flexible Premium Variable Annuities Under-Priced? In: ASTIN Bulletin.
[Full Text][Citation analysis]		article10
2014OPTIMAL REINSURANCE WITH LIMITED CEDED RISK: A STOCHASTIC DOMINANCE APPROACH In: ASTIN Bulletin.
[Full Text][Citation analysis]		article5
2016THE DESIGN OF AN OPTIMAL RETROSPECTIVE RATING PLAN In: ASTIN Bulletin.
[Full Text][Citation analysis]		article1
2018OPTIMUM INSURANCE CONTRACTS WITH BACKGROUND RISK AND HIGHER-ORDER RISK ATTITUDES In: ASTIN Bulletin.
[Full Text][Citation analysis]		article3
2019ON THE OPTIMALITY OF A STRAIGHT DEDUCTIBLE UNDER BELIEF HETEROGENEITY In: ASTIN Bulletin.
[Full Text][Citation analysis]		article13
2021OPTIMAL INCENTIVE-COMPATIBLE INSURANCE WITH BACKGROUND RISK In: ASTIN Bulletin.
[Full Text][Citation analysis]		article5
2021Risk sharing with multiple indemnity environments In: European Journal of Operational Research.
[Full Text][Citation analysis]		article13
2021Enhancing an insurers expected value by reinsurance and external financing In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article1
2022Regret-based optimal insurance design In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article6
2022S-shaped narrow framing, skewness and the demand for insurance In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article7
2022S-shaped narrow framing, skewness and the demand for insurance.(2022) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2023Optimal risk management with reinsurance and its counterparty risk hedging In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article3
2024Variance insurance contracts In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article0
2024Optimal insurance design under asymmetric Nash bargaining In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article0
2024Optimal insurance design under asymmetric Nash bargaining.(2024) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2009Decomposition of a Schur-constant model and its applications In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article12
2010An insurance risk model with stochastic volatility In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article3
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]		article8
2011On the threshold dividend strategy for a generalized jump-diffusion risk model In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article9
2012Optimal reinsurance under variance related premium principles In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article16
2013Optimal reinsurance with general premium principles In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article46
2013Optimal reinsurance subject to Vajda condition In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article12
2014Multivariate reinsurance designs for minimizing an insurer’s capital requirement In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article6
2015Optimal non-life reinsurance under Solvency II Regime In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article8
2017Optimal insurance design in the presence of exclusion clauses In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article3
2018Insurance choice under third degree stochastic dominance In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article1
2020A Bowley solution with limited ceded risk for a monopolistic reinsurer In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article5
2020Optimal insurance with belief heterogeneity and incentive compatibility In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article8
2025On the optimality of straight deductibles under smooth ambiguity aversion In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article0
2020Optimal insurance with background risk: An analysis of general dependence structures In: Finance and Stochastics.
[Full Text][Citation analysis]		article8
2014Optimal reinsurance arrangements in the presence of two reinsurers In: Scandinavian Actuarial Journal.
[Full Text][Citation analysis]		article2
2024An insurers optimal strategy towards a new independent business In: Scandinavian Actuarial Journal.
[Full Text][Citation analysis]		article0
2020Optimal reinsurance designs based on risk measures: a review In: Statistical Theory and Related Fields.
[Full Text][Citation analysis]		article27
2020Responses to discussions on ‘Optimal reinsurance designs based on risk measures: a review’ In: Statistical Theory and Related Fields.
[Full Text][Citation analysis]		article26
2017Optimal Reinsurance Design: A Mean-Variance Approach In: North American Actuarial Journal.
[Full Text][Citation analysis]		article5
2017Optimal Reinsurance Under the Risk-Adjusted Value of an Insurer’s Liability and an Economic Reinsurance Premium Principle In: North American Actuarial Journal.
[Full Text][Citation analysis]		article7

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