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Yichun Chi

Personal Details

First Name:Yichun
Middle Name:
Last Name:Chi
Suffix:
RePEc Short-ID:pch1003
[This author has chosen not to make the email address public]
http://cias.cufe.edu.cn/szdw/kytd/kyry/yjy_js1/cyc.htm

Affiliation

China Institute for Actuarial Sciences
Central University of Finance and Economics (CUFE)

Beijing, China
http://www.cias.edu.cn/
RePEc:edi:iacufcn (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Yichun Chi & Jiakun Zheng & Shengchao Zhuang, 2022. "S-shaped narrow framing, skewness and the demand for insurance," Post-Print hal-04227435, HAL.
  2. Yichun Chi & Zuo Quan Xu & Sheng Chao Zhuang, 2021. "Distributionally robust goal-reaching optimization in the presence of background risk," Papers 2108.04464, arXiv.org, revised Dec 2021.
  3. Yichun Chi & Xun Yu Zhou & Sheng Chao Zhuang, 2020. "Variance Contracts," Papers 2008.07103, arXiv.org.

Articles

  1. Chi, Yichun & Zhou, Xun Yu & Zhuang, Sheng Chao, 2024. "Variance insurance contracts," Insurance: Mathematics and Economics, Elsevier, vol. 115(C), pages 62-82.
  2. Chi, Yichun & Hu, Tao & Huang, Yuxia, 2023. "Optimal risk management with reinsurance and its counterparty risk hedging," Insurance: Mathematics and Economics, Elsevier, vol. 113(C), pages 274-292.
  3. Chi, Yichun & Zhuang, Sheng Chao, 2022. "Regret-based optimal insurance design," Insurance: Mathematics and Economics, Elsevier, vol. 102(C), pages 22-41.
  4. Chi, Yichun & Zheng, Jiakun & Zhuang, Shengchao, 2022. "S-shaped narrow framing, skewness and the demand for insurance," Insurance: Mathematics and Economics, Elsevier, vol. 105(C), pages 279-292.
  5. Yichun Chi & Zuo Quan Xu & Sheng Chao Zhuang, 2022. "Distributionally Robust Goal-Reaching Optimization in the Presence of Background Risk," North American Actuarial Journal, Taylor & Francis Journals, vol. 26(3), pages 351-382, August.
  6. Chi, Yichun & Liu, Fangda, 2021. "Enhancing an insurer's expected value by reinsurance and external financing," Insurance: Mathematics and Economics, Elsevier, vol. 101(PB), pages 466-484.
  7. Chi, Yichun & Tan, Ken Seng, 2021. "Optimal Incentive-Compatible Insurance With Background Risk," ASTIN Bulletin, Cambridge University Press, vol. 51(2), pages 661-688, May.
  8. Asimit, Alexandru V. & Boonen, Tim J. & Chi, Yichun & Chong, Wing Fung, 2021. "Risk sharing with multiple indemnity environments," European Journal of Operational Research, Elsevier, vol. 295(2), pages 587-603.
  9. Jun Cai & Yichun Chi, 2020. "Responses to discussions on ‘Optimal reinsurance designs based on risk measures: a review’," Statistical Theory and Related Fields, Taylor & Francis Journals, vol. 4(1), pages 26-27, July.
  10. Chi, Yichun & Zhuang, Sheng Chao, 2020. "Optimal insurance with belief heterogeneity and incentive compatibility," Insurance: Mathematics and Economics, Elsevier, vol. 92(C), pages 104-114.
  11. Chi, Yichun & Tan, Ken Seng & Zhuang, Sheng Chao, 2020. "A Bowley solution with limited ceded risk for a monopolistic reinsurer," Insurance: Mathematics and Economics, Elsevier, vol. 91(C), pages 188-201.
  12. Yichun Chi & Wei Wei, 2020. "Optimal insurance with background risk: An analysis of general dependence structures," Finance and Stochastics, Springer, vol. 24(4), pages 903-937, October.
  13. Jun Cai & Yichun Chi, 2020. "Optimal reinsurance designs based on risk measures: a review," Statistical Theory and Related Fields, Taylor & Francis Journals, vol. 4(1), pages 1-13, July.
  14. Chi, Yichun, 2019. "On The Optimality Of A Straight Deductible Under Belief Heterogeneity," ASTIN Bulletin, Cambridge University Press, vol. 49(1), pages 243-262, January.
  15. Chi, Yichun, 2018. "Insurance choice under third degree stochastic dominance," Insurance: Mathematics and Economics, Elsevier, vol. 83(C), pages 198-205.
  16. Chi, Yichun & Wei, Wei, 2018. "Optimum Insurance Contracts With Background Risk And Higher-Order Risk Attitudes," ASTIN Bulletin, Cambridge University Press, vol. 48(3), pages 1025-1047, September.
  17. Yichun Chi & Ming Zhou, 2017. "Optimal Reinsurance Design: A Mean-Variance Approach," North American Actuarial Journal, Taylor & Francis Journals, vol. 21(1), pages 1-14, January.
  18. Chi, Yichun & Liu, Fangda, 2017. "Optimal insurance design in the presence of exclusion clauses," Insurance: Mathematics and Economics, Elsevier, vol. 76(C), pages 185-195.
  19. Yichun Chi & X. Sheldon Lin & Ken Seng Tan, 2017. "Optimal Reinsurance Under the Risk-Adjusted Value of an Insurer’s Liability and an Economic Reinsurance Premium Principle," North American Actuarial Journal, Taylor & Francis Journals, vol. 21(3), pages 417-432, July.
  20. Chen, Xinxiang & Chi, Yichun & Tan, Ken Seng, 2016. "The Design Of An Optimal Retrospective Rating Plan," ASTIN Bulletin, Cambridge University Press, vol. 46(1), pages 141-163, January.
  21. Asimit, Alexandru V. & Chi, Yichun & Hu, Junlei, 2015. "Optimal non-life reinsurance under Solvency II Regime," Insurance: Mathematics and Economics, Elsevier, vol. 65(C), pages 227-237.
  22. Chi, Yichun & Lin, X. Sheldon, 2014. "Optimal Reinsurance With Limited Ceded Risk: A Stochastic Dominance Approach," ASTIN Bulletin, Cambridge University Press, vol. 44(1), pages 103-126, January.
  23. Yichun Chi & Hui Meng, 2014. "Optimal reinsurance arrangements in the presence of two reinsurers," Scandinavian Actuarial Journal, Taylor & Francis Journals, vol. 2014(5), pages 424-438.
  24. Zhu, Yunzhou & Chi, Yichun & Weng, Chengguo, 2014. "Multivariate reinsurance designs for minimizing an insurer’s capital requirement," Insurance: Mathematics and Economics, Elsevier, vol. 59(C), pages 144-155.
  25. Chi, Yichun & Tan, Ken Seng, 2013. "Optimal reinsurance with general premium principles," Insurance: Mathematics and Economics, Elsevier, vol. 52(2), pages 180-189.
  26. Chi, Yichun & Weng, Chengguo, 2013. "Optimal reinsurance subject to Vajda condition," Insurance: Mathematics and Economics, Elsevier, vol. 53(1), pages 179-189.
  27. Chi, Yichun, 2012. "Reinsurance Arrangements Minimizing the Risk-Adjusted Value of an Insurer's Liability," ASTIN Bulletin, Cambridge University Press, vol. 42(2), pages 529-557, November.
  28. Chi, Yichun, 2012. "Optimal reinsurance under variance related premium principles," Insurance: Mathematics and Economics, Elsevier, vol. 51(2), pages 310-321.
  29. Chi, Yichun & Lin, X. Sheldon, 2012. "Are Flexible Premium Variable Annuities Under-Priced?," ASTIN Bulletin, Cambridge University Press, vol. 42(2), pages 559-574, November.
  30. Chi, Yichun & Tan, Ken Seng, 2011. "Optimal Reinsurance under VaR and CVaR Risk Measures: a Simplified Approach," ASTIN Bulletin, Cambridge University Press, vol. 41(2), pages 487-509, November.
  31. Chi, Yichun & Lin, X. Sheldon, 2011. "On the threshold dividend strategy for a generalized jump-diffusion risk model," Insurance: Mathematics and Economics, Elsevier, vol. 48(3), pages 326-337, May.
  32. Chi, Yichun & Jaimungal, Sebastian & Lin, X. Sheldon, 2010. "An insurance risk model with stochastic volatility," Insurance: Mathematics and Economics, Elsevier, vol. 46(1), pages 52-66, February.
  33. Chi, Yichun, 2010. "Analysis of the expected discounted penalty function for a general jump-diffusion risk model and applications in finance," Insurance: Mathematics and Economics, Elsevier, vol. 46(2), pages 385-396, April.
  34. Chi, Yichun & Yang, Jingping & Qi, Yongcheng, 2009. "Decomposition of a Schur-constant model and its applications," Insurance: Mathematics and Economics, Elsevier, vol. 44(3), pages 398-408, June.

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-RMG: Risk Management (2) 2020-09-07 2021-08-23
  2. NEP-UPT: Utility Models and Prospect Theory (2) 2020-09-07 2023-11-13
  3. NEP-CTA: Contract Theory and Applications (1) 2020-09-07
  4. NEP-IAS: Insurance Economics (1) 2020-09-07
  5. NEP-ISF: Islamic Finance (1) 2021-08-23

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