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Yichun Chi

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First Name:Yichun
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Last Name:Chi
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RePEc Short-ID:pch1003
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  1. Chen, Xinxiang & Chi, Yichun & Tan, Ken Seng, 2016. "The Design Of An Optimal Retrospective Rating Plan," ASTIN Bulletin: The Journal of the International Actuarial Association, Cambridge University Press, vol. 46(01), pages 141-163, January.
  2. 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.
  3. Chi, Yichun & Lin, X. Sheldon, 2014. "Optimal Reinsurance With Limited Ceded Risk: A Stochastic Dominance Approach," ASTIN Bulletin: The Journal of the International Actuarial Association, Cambridge University Press, vol. 44(01), pages 103-126, January.
  4. 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.
  5. Chi, Yichun & Tan, Ken Seng, 2013. "Optimal reinsurance with general premium principles," Insurance: Mathematics and Economics, Elsevier, vol. 52(2), pages 180-189.
  6. Chi, Yichun & Weng, Chengguo, 2013. "Optimal reinsurance subject to Vajda condition," Insurance: Mathematics and Economics, Elsevier, vol. 53(1), pages 179-189.
  7. Chi, Yichun & Lin, X. Sheldon, 2012. "Are Flexible Premium Variable Annuities Under-Priced?," ASTIN Bulletin: The Journal of the International Actuarial Association, Cambridge University Press, vol. 42(02), pages 559-574, November.
  8. Chi, Yichun, 2012. "Optimal reinsurance under variance related premium principles," Insurance: Mathematics and Economics, Elsevier, vol. 51(2), pages 310-321.
  9. Chi, Yichun, 2012. "Reinsurance Arrangements Minimizing the Risk-Adjusted Value of an Insurer's Liability," ASTIN Bulletin: The Journal of the International Actuarial Association, Cambridge University Press, vol. 42(02), pages 529-557, November.
  10. 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.
  11. Chi, Yichun & Tan, Ken Seng, 2011. "Optimal Reinsurance under VaR and CVaR Risk Measures: a Simplified Approach," ASTIN Bulletin: The Journal of the International Actuarial Association, Cambridge University Press, vol. 41(02), pages 487-509, November.
  12. 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.
  13. 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.
  14. 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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