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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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Homepage:http://www.cias-cufe.org/english/FACULTY/Yichun-Chi.html
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  1. 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.
  2. Chi, Yichun & Tan, Ken Seng, 2013. "Optimal reinsurance with general premium principles," Insurance: Mathematics and Economics, Elsevier, vol. 52(2), pages 180-189.
  3. Chi, Yichun & Weng, Chengguo, 2013. "Optimal reinsurance subject to Vajda condition," Insurance: Mathematics and Economics, Elsevier, vol. 53(1), pages 179-189.
  4. Chi, Yichun, 2012. "Optimal reinsurance under variance related premium principles," Insurance: Mathematics and Economics, Elsevier, vol. 51(2), pages 310-321.
  5. 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.
  6. 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.
  7. 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.
  8. 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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