Sledovat
Yichun Chi
Název
Citace
Citace
Rok
Optimal reinsurance under VaR and CVaR risk measures: a simplified approach
Y Chi, KS Tan
Astin Bulletin 41 (2), 487-509, 2011
1902011
Optimal reinsurance with general premium principles
Y Chi, KS Tan
Insurance: Mathematics and Economics 52 (2), 180-189, 2013
1272013
Optimal reinsurance under variance related premium principles
Y Chi
Insurance: Mathematics and Economics 51 (2), 310-321, 2012
662012
Optimal reinsurance designs based on risk measures: A review
J Cai, Y Chi
Statistical Theory and Related Fields 4 (1), 1-13, 2020
582020
Reinsurance Arrangements Minimizing the Risk-Adjusted Value of an Insurer's Liability
Y Chi
ASTIN Bulletin 42 (2), 529-557, 2012
542012
Optimal reinsurance arrangements in the presence of two reinsurers
Y Chi, H Meng
Scandinavian Actuarial Journal 2014 (5), 424-438, 2014
522014
Optimal reinsurance subject to Vajda condition
Y Chi, C Weng
Insurance: Mathematics and Economics 53 (1), 179-189, 2013
462013
On the Optimality of a straight deductible under belief heterogeneity
Y Chi
ASTIN Bulletin 49 (1), 242-263, 2019
402019
On the threshold dividend strategy for a generalized jump–diffusion risk model
Y Chi, XS Lin
Insurance: Mathematics and Economics 48 (3), 326-337, 2011
362011
Optimal insurance with background risk: An analysis of general dependence structures
Y Chi, W Wei
Finance and Stochastics 24 (4), 903-937, 2020
342020
Analysis of the expected discounted penalty function for a general jump–diffusion risk model and applications in finance
Y Chi
Insurance: Mathematics and Economics 46 (2), 385-396, 2010
312010
Risk sharing with multiple indemnity environments
AV Asimit, TJ Boonen, Y Chi, WF Chong
292020
Optimal insurance with belief heterogeneity and incentive compatibility
Y Chi, SC Zhuang
Insurance: Mathematics and Economics 92, 104-114, 2020
262020
Multivariate reinsurance designs for minimizing an insurer’s capital requirement
Y Zhu, Y Chi, C Weng
Insurance: Mathematics and Economics 59, 144-155, 2014
262014
Optimal reinsurance with limited ceded risk: a stochastic dominance approach
Y Chi, XS Lin
ASTIN Bulletin 44 (1), 103-126, 2014
252014
Optimal Non-life Reinsurance under Solvency II Regime
AV Asimit, Y Chi, J Hu
Insurance：Mathematics and Economics 65, 227–237, 2015
242015
Are Flexible Premium Variable Annuities Under-Priced?
Y Chi, XS Lin
ASTIN Bulletin 42 (2), 559-574, 2012
242012
Decomposition of a Schur-constant model and its applications
Y Chi, J Yang, Y Qi
Insurance: Mathematics and Economics 44 (3), 398-408, 2009
242009
A Bowley solution with limited ceded risk for a monopolistic reinsurer
Y Chi, KS Tan, SC Zhuang
Insurance: Mathematics and Economics 91, 188-201, 2020
212020
Optimum Insurance Contracts with Background risk and Higher-order Risk attitudes
Y Chi, W Wei
ASTIN Bulletin: The Journal of the IAA 48 (3), 1025-1047, 2018
212018
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Články 1–20