9
H index
9
i10 index
285
Citations
Yichun Chi : Citation Profile
Central University of Finance and Economics (CUFE) | RESEARCH PRODUCTION: 34 Articles 3 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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15 years (2009 - 2024). 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:
| Cites to:
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Main data
Where Yichun Chi has published?
| Journals with more than one article published | # docs |
|---|---|
| Insurance: Mathematics and Economics | 18 |
| ASTIN Bulletin | 8 |
| North American Actuarial Journal | 3 |
| Statistical Theory and Related Fields | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Papers / arXiv.org | 2 |
Recent works citing Yichun Chi (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Optimal reinsurance under terminal value constraints. (2022). Steffensen, Mogens ; Lau, Hayden ; Avanzi, Benjamin. In: Papers. RePEc:arx:papers:2203.16108. Full description at Econpapers || Download paper |
| 2023 | Optimal moral-hazard-free reinsurance under extended distortion premium principles. (2023). Zou, Bin ; Xu, Zuo Quan ; Jin, Zhuo. In: Papers. RePEc:arx:papers:2304.08819. Full description at Econpapers || Download paper |
| 2023 | The optimal reinsurance strategy with price-competition between two reinsurers. (2023). Abd, Jingzhen Liu ; Liu, Fangda ; Lin, Liyuan. In: Papers. RePEc:arx:papers:2305.00509. Full description at Econpapers || Download paper |
| 2024 | Monotonic mean-deviation risk measures. (2023). Wang, Ruodu ; Han, Xia ; Wu, Qinyu. In: Papers. RePEc:arx:papers:2312.01034. Full description at Econpapers || Download paper |
| 2023 | Optimal insurance with mean-deviation measures. (2023). Han, Xia ; Boonen, Tim J. In: Papers. RePEc:arx:papers:2312.01813. Full description at Econpapers || Download paper |
| 2024 | Factor risk measures. (2024). Liu, Peng ; Assa, Hirbod. In: Papers. RePEc:arx:papers:2404.08475. Full description at Econpapers || Download paper |
| 2024 | A Revisit of the Optimal Excess-of-Loss Contract. (2024). Wang, Qiuqi ; Peng, Liang ; Fung, Tsz Chai ; Asimit, Vali ; Aboagye, Ernest. In: Papers. RePEc:arx:papers:2405.00188. Full description at Econpapers || Download paper |
| 2024 | A Two-layer Stochastic Game Approach to Reinsurance Contracting and Competition. (2024). Zou, Bin ; Xia, YI ; Liang, Zongxia. In: Papers. RePEc:arx:papers:2405.06235. Full description at Econpapers || Download paper |
| 2024 | A 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. Full description at Econpapers || Download paper |
| 2023 | Bowley vs. Pareto optima in reinsurance contracting. (2023). Ghossoub, Mario ; Boonen, Tim J. In: European Journal of Operational Research. RePEc:eee:ejores:v:307:y:2023:i:1:p:382-391. Full description at Econpapers || Download paper |
| 2023 | Reinsurance games with two reinsurers: Tree versus chain. (2023). Zou, Bin ; Young, Virginia R ; Li, Dongchen ; Cao, Jingyi. In: European Journal of Operational Research. RePEc:eee:ejores:v:310:y:2023:i:2:p:928-941. Full description at Econpapers || Download paper |
| 2023 | Optimal reinsurance-investment strategy with thinning dependence and delay factors under mean-variance framework. (2023). Yuen, Kam Chuen ; Liang, Zhibin ; Han, Xia ; Yuan, YU. In: European Journal of Operational Research. RePEc:eee:ejores:v:311:y:2023:i:2:p:581-595. Full description at Econpapers || Download paper |
| 2024 | Robust 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. Full description at Econpapers || Download paper |
| 2023 | The Gerber-Shiu discounted penalty function: A review from practical perspectives. (2023). Yamazaki, Kazutoshi ; Shimizu, Yasutaka ; Kawai, Reiichiro ; He, Yue. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:109:y:2023:i:c:p:1-28. Full description at Econpapers || Download paper |
| 2023 | Optimal insurance design under mean-variance preference with narrow framing. (2023). Zhang, Yiying ; Jiang, Wenjun ; Liang, Xiaoqing. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:112:y:2023:i:c:p:59-79. Full description at Econpapers || Download paper |
| 2023 | Multi-constrained optimal reinsurance model from the duality perspectives. (2023). Wang, HE ; He, Wanting ; Cheung, Ka Chun. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:113:y:2023:i:c:p:199-214. Full description at Econpapers || Download paper |
| 2024 | Bowley solution under the reinsurers default risk. (2024). Zhang, Yiying ; Cheung, Ka Chun ; Chen, Yanhong. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:115:y:2024:i:c:p:36-61. Full description at Econpapers || Download paper |
| 2024 | Stackelberg 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. Full description at Econpapers || Download paper |
| 2024 | Random distortion risk measures. (2024). Yang, Jingping ; Xia, Chenxi ; Jiang, Fan ; Zang, Xin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:116:y:2024:i:c:p:51-73. Full description at Econpapers || Download paper |
| 2023 | On a time-changed Lévy risk model with capital injections and periodic observation. (2023). Zhang, Zhimin ; Teng, YE. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:214:y:2023:i:c:p:290-314. Full description at Econpapers || Download paper |
| 2024 | Agricultural commodities market reaction to COVID-19. (2024). Dragolea, Larisa Loredana ; Mudakkar, Syeda Rabab ; Iuga, Iulia Cristina. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000801. Full description at Econpapers || Download paper |
| 2023 | Modeling the Optimal Combination of Proportional and Stop-Loss Reinsurance with Dependent Claim and Stochastic Insurance Premium. (2023). Syuhada, Khreshna ; Magdalena, Ikha ; Hakim, Arief ; Sari, Suci. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:2:p:95-:d:1058806. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Measuring Systemic Governmental Reinsurance Risks of Extreme Risk Events. (2023). Yosef, Rami ; Shushi, Tomer ; Hadad, Elroi. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:3:p:50-:d:1078566. Full description at Econpapers || Download paper |
| 2023 | Diversification and Solvency II: the capital effect of portfolio swaps on non-life insurers. (2023). Materne, Stefan ; Fortmann, Michael ; Shannon, Darren ; Humberg, Christian ; Sheehan, Barry. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:48:y:2023:i:4:d:10.1057_s41288-022-00269-3. Full description at Econpapers || Download paper |
| 2023 | Optimal insurance under maxmin expected utility. (2023). Ghossoub, Mario ; Boonen, Tim J ; Birghila, Corina. In: Finance and Stochastics. RePEc:spr:finsto:v:27:y:2023:i:2:d:10.1007_s00780-023-00497-y. Full description at Econpapers || Download paper |
Works by Yichun Chi:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2020 | Variance Contracts In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Distributionally robust goal-reaching optimization in the presence of background risk In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Distributionally 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: 0 | article | |
| 2011 | Optimal Reinsurance under VaR and CVaR Risk Measures: a Simplified Approach In: ASTIN Bulletin. [Full Text][Citation analysis] | article | 49 |
| 2012 | Reinsurance Arrangements Minimizing the Risk-Adjusted Value of an Insurers Liability In: ASTIN Bulletin. [Full Text][Citation analysis] | article | 12 |
| 2012 | Are Flexible Premium Variable Annuities Under-Priced? In: ASTIN Bulletin. [Full Text][Citation analysis] | article | 8 |
| 2014 | OPTIMAL REINSURANCE WITH LIMITED CEDED RISK: A STOCHASTIC DOMINANCE APPROACH In: ASTIN Bulletin. [Full Text][Citation analysis] | article | 4 |
| 2016 | THE DESIGN OF AN OPTIMAL RETROSPECTIVE RATING PLAN In: ASTIN Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2018 | OPTIMUM INSURANCE CONTRACTS WITH BACKGROUND RISK AND HIGHER-ORDER RISK ATTITUDES In: ASTIN Bulletin. [Full Text][Citation analysis] | article | 3 |
| 2019 | ON THE OPTIMALITY OF A STRAIGHT DEDUCTIBLE UNDER BELIEF HETEROGENEITY In: ASTIN Bulletin. [Full Text][Citation analysis] | article | 12 |
| 2021 | OPTIMAL INCENTIVE-COMPATIBLE INSURANCE WITH BACKGROUND RISK In: ASTIN Bulletin. [Full Text][Citation analysis] | article | 4 |
| 2021 | Risk sharing with multiple indemnity environments In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 8 |
| 2021 | Enhancing an insurers expected value by reinsurance and external financing In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 1 |
| 2022 | Regret-based optimal insurance design In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 5 |
| 2022 | S-shaped narrow framing, skewness and the demand for insurance In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 2 |
| 2022 | S-shaped narrow framing, skewness and the demand for insurance.(2022) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2023 | Optimal risk management with reinsurance and its counterparty risk hedging In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 2 |
| 2024 | Variance insurance contracts In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 0 |
| 2009 | Decomposition of a Schur-constant model and its applications In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 12 |
| 2010 | An insurance risk model with stochastic volatility In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 3 |
| 2010 | Analysis 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] | article | 8 |
| 2011 | On the threshold dividend strategy for a generalized jump-diffusion risk model In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 9 |
| 2012 | Optimal reinsurance under variance related premium principles In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 14 |
| 2013 | Optimal reinsurance with general premium principles In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 43 |
| 2013 | Optimal reinsurance subject to Vajda condition In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 12 |
| 2014 | Multivariate reinsurance designs for minimizing an insurer’s capital requirement In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 5 |
| 2015 | Optimal non-life reinsurance under Solvency II Regime In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 7 |
| 2017 | Optimal insurance design in the presence of exclusion clauses In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 3 |
| 2018 | Insurance choice under third degree stochastic dominance In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 1 |
| 2020 | A Bowley solution with limited ceded risk for a monopolistic reinsurer In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 3 |
| 2020 | Optimal insurance with belief heterogeneity and incentive compatibility In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 6 |
| 2020 | Optimal insurance with background risk: An analysis of general dependence structures In: Finance and Stochastics. [Full Text][Citation analysis] | article | 6 |
| In: . [Full Text][Citation analysis] | article | 2 | |
| 2020 | Optimal reinsurance designs based on risk measures: a review In: Statistical Theory and Related Fields. [Full Text][Citation analysis] | article | 16 |
| 2020 | Responses to discussions on ‘Optimal reinsurance designs based on risk measures: a review’ In: Statistical Theory and Related Fields. [Full Text][Citation analysis] | article | 15 |
| 2017 | Optimal Reinsurance Design: A Mean-Variance Approach In: North American Actuarial Journal. [Full Text][Citation analysis] | article | 3 |
| 2017 | Optimal 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] | article | 7 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team