Yichun Chi

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Ken Seng TanNanyang Technological UniversityVerified email at ntu.edu.sg
Shengchao ZhuangUniversity of Nebraska LincolnVerified email at unl.edu
X. Sheldon LinUniversity of TorontoVerified email at utstat.utoronto.ca
Wei WeiAssociate Professor of Actuarial Science, University of Wisconsin-MilwaukeeVerified email at uwm.edu
Jun CaiProfessor of Actuarial Science, University of Waterloo, CanadaVerified email at uwaterloo.ca
Chengguo WengUniversity of WaterlooVerified email at uwaterloo.ca
Vali AsimitProfessor in Actuarial Analytics, Bayes Business School, City, University of LondonVerified email at city.ac.uk
Fangda LiuGeorgia State UniversityVerified email at gsu.edu
Wing Fung ChongHeriot-Watt UniversityVerified email at hw.ac.uk
Tim J. BoonenUniversity of Hong KongVerified email at hku.hk
Junlei HuDepartment of Mathematical Sciences, University of Essex, Essex, UKVerified email at essex.ac.uk
Yongcheng QiUnivesity of Minnesota DuluthVerified email at d.umn.edu
Sebastian JaimungalUniversity of TorontoVerified email at utoronto.ca
Hui MengCentral University of Finance and Economics

Yichun Chi

Central University of Finance and Economics

Verified email at cufe.edu.cn - Homepage

Optimal reinsurance Variable annuity Ruin theory


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Optimal reinsurance under VaR and CVaR risk measures: a simplified approach Y Chi, KS Tan Astin Bulletin 41 (2), 487-509, 2011	194	2011
Optimal reinsurance with general premium principles Y Chi, KS Tan Insurance: Mathematics and Economics 52 (2), 180-189, 2013	127	2013
Optimal reinsurance under variance related premium principles Y Chi Insurance: Mathematics and Economics 51 (2), 310-321, 2012	64	2012
Reinsurance Arrangements Minimizing the Risk-Adjusted Value of an Insurer's Liability Y Chi ASTIN Bulletin 42 (2), 529-557, 2012	54	2012
Optimal reinsurance arrangements in the presence of two reinsurers Y Chi, H Meng Scandinavian Actuarial Journal 2014 (5), 424-438, 2014	53	2014
Optimal reinsurance designs based on risk measures: A review J Cai, Y Chi Statistical Theory and Related Fields 4 (1), 1-13, 2020	52	2020
Optimal reinsurance subject to Vajda condition Y Chi, C Weng Insurance: Mathematics and Economics 53 (1), 179-189, 2013	46	2013
On the Optimality of a straight deductible under belief heterogeneity Y Chi ASTIN Bulletin 49 (1), 242-263, 2019	39	2019
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	36	2011
Optimal insurance with background risk: An analysis of general dependence structures Y Chi, W Wei Finance and Stochastics 24 (4), 903-937, 2020	33	2020
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	32	2010
Risk sharing with multiple indemnity environments AV Asimit, TJ Boonen, Y Chi, WF Chong	30	2020
Multivariate reinsurance designs for minimizing an insurer’s capital requirement Y Zhu, Y Chi, C Weng Insurance: Mathematics and Economics 59, 144-155, 2014	27	2014
Optimal insurance with belief heterogeneity and incentive compatibility Y Chi, SC Zhuang Insurance: Mathematics and Economics 92, 104-114, 2020	25	2020
Optimal reinsurance with limited ceded risk: a stochastic dominance approach Y Chi, XS Lin ASTIN Bulletin 44 (1), 103-126, 2014	25	2014
Optimal Non-life Reinsurance under Solvency II Regime AV Asimit, Y Chi, J Hu Insurance：Mathematics and Economics 65, 227–237, 2015	24	2015
Are Flexible Premium Variable Annuities Under-Priced? Y Chi, XS Lin ASTIN Bulletin 42 (2), 559-574, 2012	23	2012
Decomposition of a Schur-constant model and its applications Y Chi, J Yang, Y Qi Insurance: Mathematics and Economics 44 (3), 398-408, 2009	23	2009
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	21	2020
Optimal reinsurance under the risk-adjusted value of an insurer’s liability and an economic reinsurance premium principle Y Chi, XS Lin, KS Tan North American Actuarial Journal 21 (3), 417-432, 2017	21	2017

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