Yichun Chi
Central University of Finance and Economics
H-index: 18
Asia-China
Top articles of Yichun Chi
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Variance insurance contracts | Insurance: Mathematics and Economics | Yichun Chi Xun Yu Zhou Sheng Chao Zhuang | 2024/3/1 |
An insurer's optimal strategy towards a new independent business | Scandinavian Actuarial Journal | Yichun Chi Yuxia Huang Ken Seng Tan | 2024/1/2 |
Optimal risk management with reinsurance and its counterparty risk hedging | Insurance: Mathematics and Economics | Yichun Chi Tao Hu Yuxia Huang | 2023/11/1 |
Optimal insurance design under Nash bargaining | Yichun Chi Tao Hu Zhengtang Zhao Jiakun Zheng | 2022/10/3 | |
Distributionally robust goal-reaching optimization in the presence of background risk | North American Actuarial Journal | Yichun Chi Zuo Quan Xu Sheng Chao Zhuang | 2022/8/26 |
Revisiting optimal insurance design under smooth ambiguity aversion | Available at SSRN 4167175 | Yichun Chi Richard Peter Wei Wei | 2022/7/19 |
S-shaped narrow framing, skewness and the demand for insurance | Insurance: Mathematics and Economics | Yichun Chi Jiakun Zheng Shengchao Zhuang | 2022/7/1 |
Regret-based optimal insurance design | Insurance: Mathematics and Economics | Yichun Chi Sheng Chao Zhuang | 2022/1/1 |
Enhancing an insurer's expected value by reinsurance and external financing | Insurance: Mathematics and Economics | Yichun Chi Fangda Liu | 2021/11/1 |
A Bowley solution with limited ceded risk for a monopolistic reinsurer | Insurance: Mathematics and Economics | Yichun Chi Ken Seng Tan Sheng Chao Zhuang | 2020/2/10 |
Responses to discussions on ‘Optimal reinsurance designs based on risk measures: a review’ | Jun Cai Yichun Chi | 2020/1/2 | |
Optimal insurance with background risk: An analysis of general dependence structures | Finance and Stochastics | Yichun Chi Wei Wei | 2020/10/1 |
Optimal reinsurance designs based on risk measures: A review | Jun Cai Yichun Chi | 2020/1/2 | |
Variance contracts | arXiv preprint arXiv:2008.07103 | Yichun Chi Xun Yu Zhou Sheng Chao Zhuang | 2020/8/17 |
Risk sharing with multiple indemnity environments | Alexandru V Asimit Tim J Boonen Yichun Chi Wing Fung Chong | 2020/6/1 | |
A hybrid model of optimal reinsurance: a discussion of ‘Optimal reinsurance designs based on risk measures: a review’by Jun Cai and Yichun Chi | Jun Cai Yichun Chi | 2020 | |
Optimal insurance with belief heterogeneity and incentive compatibility | Insurance: Mathematics and Economics | Yichun Chi Sheng Chao Zhuang | 2020/3/19 |
Co-Authors
