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Author ID: chi.yichun Recent zbMATH articles by "Chi, Yichun"
Published as: Chi, Yichun
Documents Indexed: 30 Publications since 2008
Co-Authors: 16 Co-Authors with 21 Joint Publications
352 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

26 Publications have been cited 283 times in 159 Documents Cited by Year
Optimal reinsurance under VaR and CVaR risk measures a simplified approach. Zbl 1239.91078
Chi, Yichun; Tan, Ken Seng
61
2011
Optimal reinsurance with general premium principles. Zbl 1284.91216
Chi, Yichun; Tan, Ken Seng
37
2013
Reinsurance arrangements minimizing the risk-adjusted value of an insurer’s liability. Zbl 1277.91077
Chi, Yichun
26
2012
Optimal reinsurance arrangements in the presence of two reinsurers. Zbl 1401.91113
Chi, Yichun; Meng, Hui
22
2014
Optimal reinsurance subject to Vajda condition. Zbl 1284.91217
Chi, Yichun; Weng, Chengguo
18
2013
Optimal reinsurance under variance related premium principles. Zbl 1284.91215
Chi, Yichun
17
2012
On the threshold dividend strategy for a generalized jump-diffusion risk model. Zbl 1218.91072
Chi, Yichun; Lin, X. Sheldon
15
2011
Decomposition of a Schur-constant model and its applications. Zbl 1181.62092
Chi, Yichun; Yang, Jingping; Qi, Yongcheng
12
2009
Optimal reinsurance with limited ceded risk: a stochastic dominance approach. Zbl 1290.91082
Chi, Yichun; Lin, X. Sheldon
10
2014
Analysis of the expected discounted penalty function for a general jump-diffusion risk model and applications in finance. Zbl 1231.91162
Chi, Yichun
10
2010
Are flexible premium variable annuities under-priced? Zbl 1277.91078
Chi, Yichun; Lin, X. Sheldon
7
2012
On the optimality of a straight deductible under belief heterogeneity. Zbl 1419.91353
Chi, Yichun
6
2019
Multivariate reinsurance designs for minimizing an insurer’s capital requirement. Zbl 1306.91090
Zhu, Yunzhou; Chi, Yichun; Weng, Chengguo
5
2014
Optimal insurance with background risk: an analysis of general dependence structures. Zbl 1448.91259
Chi, Yichun; Wei, Wei
5
2020
Optimal reinsurance design: a mean-variance approach. Zbl 1414.91175
Chi, Yichun; Zhou, Ming
5
2017
Optimal non-life reinsurance under Solvency II regime. Zbl 1348.91127
Asimit, Alexandru V.; Chi, Yichun; Hu, Junlei
4
2015
Optimum insurance contracts with background risk and higher-order risk attitudes. Zbl 1416.91165
Chi, Yichun; Wei, Wei
4
2018
Optimal reinsurance under the risk-adjusted value of an insurer’s liability and an economic reinsurance premium principle. Zbl 1414.91174
Chi, Yichun; Lin, X. Sheldon; Tan, Ken Seng
4
2017
Optimal insurance with belief heterogeneity and incentive compatibility. Zbl 1445.91052
Chi, Yichun; Zhuang, Sheng Chao
3
2020
Inverse radiation problem of temperature field in three-dimensional rectangular enclosure containing inhomogeneous, anisotropically scattering media. Zbl 1148.80370
Liu, D.; Wang, F.; Yan, J. H.; Huang, Q. X.; Chi, Y.; Cen, K. F.
3
2008
Optimal insurance design in the presence of exclusion clauses. Zbl 1396.91296
Chi, Yichun; Liu, Fangda
3
2017
A Bowley solution with limited ceded risk for a monopolistic reinsurer. Zbl 1435.91143
Chi, Yichun; Tan, Ken Seng; Zhuang, Sheng Chao
2
2020
Inverse radiation analysis of simultaneous estimation of temperature field and radiative properties in a two-dimensional participating medium. Zbl 1197.80042
Liu, D.; Yan, J. H.; Wang, F.; Huang, Q. X.; Chi, Y.; Cen, K. F.
1
2010
Insurance choice under third degree stochastic dominance. Zbl 1417.91264
Chi, Yichun
1
2018
Optimal incentive-compatible insurance with background risk. Zbl 1478.91163
Chi, Yichun; Tan, Ken Seng
1
2021
Risk sharing with multiple indemnity environments. Zbl 07421337
Asimit, Alexandru V.; Boonen, Tim J.; Chi, Yichun; Chong, Wing Fung
1
2021
Optimal incentive-compatible insurance with background risk. Zbl 1478.91163
Chi, Yichun; Tan, Ken Seng
1
2021
Risk sharing with multiple indemnity environments. Zbl 07421337
Asimit, Alexandru V.; Boonen, Tim J.; Chi, Yichun; Chong, Wing Fung
1
2021
Optimal insurance with background risk: an analysis of general dependence structures. Zbl 1448.91259
Chi, Yichun; Wei, Wei
5
2020
Optimal insurance with belief heterogeneity and incentive compatibility. Zbl 1445.91052
Chi, Yichun; Zhuang, Sheng Chao
3
2020
A Bowley solution with limited ceded risk for a monopolistic reinsurer. Zbl 1435.91143
Chi, Yichun; Tan, Ken Seng; Zhuang, Sheng Chao
2
2020
On the optimality of a straight deductible under belief heterogeneity. Zbl 1419.91353
Chi, Yichun
6
2019
Optimum insurance contracts with background risk and higher-order risk attitudes. Zbl 1416.91165
Chi, Yichun; Wei, Wei
4
2018
Insurance choice under third degree stochastic dominance. Zbl 1417.91264
Chi, Yichun
1
2018
Optimal reinsurance design: a mean-variance approach. Zbl 1414.91175
Chi, Yichun; Zhou, Ming
5
2017
Optimal reinsurance under the risk-adjusted value of an insurer’s liability and an economic reinsurance premium principle. Zbl 1414.91174
Chi, Yichun; Lin, X. Sheldon; Tan, Ken Seng
4
2017
Optimal insurance design in the presence of exclusion clauses. Zbl 1396.91296
Chi, Yichun; Liu, Fangda
3
2017
Optimal non-life reinsurance under Solvency II regime. Zbl 1348.91127
Asimit, Alexandru V.; Chi, Yichun; Hu, Junlei
4
2015
Optimal reinsurance arrangements in the presence of two reinsurers. Zbl 1401.91113
Chi, Yichun; Meng, Hui
22
2014
Optimal reinsurance with limited ceded risk: a stochastic dominance approach. Zbl 1290.91082
Chi, Yichun; Lin, X. Sheldon
10
2014
Multivariate reinsurance designs for minimizing an insurer’s capital requirement. Zbl 1306.91090
Zhu, Yunzhou; Chi, Yichun; Weng, Chengguo
5
2014
Optimal reinsurance with general premium principles. Zbl 1284.91216
Chi, Yichun; Tan, Ken Seng
37
2013
Optimal reinsurance subject to Vajda condition. Zbl 1284.91217
Chi, Yichun; Weng, Chengguo
18
2013
Reinsurance arrangements minimizing the risk-adjusted value of an insurer’s liability. Zbl 1277.91077
Chi, Yichun
26
2012
Optimal reinsurance under variance related premium principles. Zbl 1284.91215
Chi, Yichun
17
2012
Are flexible premium variable annuities under-priced? Zbl 1277.91078
Chi, Yichun; Lin, X. Sheldon
7
2012
Optimal reinsurance under VaR and CVaR risk measures a simplified approach. Zbl 1239.91078
Chi, Yichun; Tan, Ken Seng
61
2011
On the threshold dividend strategy for a generalized jump-diffusion risk model. Zbl 1218.91072
Chi, Yichun; Lin, X. Sheldon
15
2011
Analysis of the expected discounted penalty function for a general jump-diffusion risk model and applications in finance. Zbl 1231.91162
Chi, Yichun
10
2010
Inverse radiation analysis of simultaneous estimation of temperature field and radiative properties in a two-dimensional participating medium. Zbl 1197.80042
Liu, D.; Yan, J. H.; Wang, F.; Huang, Q. X.; Chi, Y.; Cen, K. F.
1
2010
Decomposition of a Schur-constant model and its applications. Zbl 1181.62092
Chi, Yichun; Yang, Jingping; Qi, Yongcheng
12
2009
Inverse radiation problem of temperature field in three-dimensional rectangular enclosure containing inhomogeneous, anisotropically scattering media. Zbl 1148.80370
Liu, D.; Wang, F.; Yan, J. H.; Huang, Q. X.; Chi, Y.; Cen, K. F.
3
2008
all top 5

Cited by 207 Authors

19 Chi, Yichun
14 Tan, Ken Seng
13 Boonen, Tim J.
9 Weng, Chengguo
9 Zhuang, Sheng Chao
8 Asimit, Alexandru V.
7 Lefèvre, Claude
6 Cai, Jun
6 Cheung, Ka Chun
5 Liu, Fangda
5 Lo, Ambrose
5 Meng, Hui
5 Yang, Hailiang
5 Yin, Chuancun
4 Assa, Hirbod
4 Badescu, Alexandru M.
4 Ghossoub, Mario
4 Loisel, Stéphane
4 Siu, Tak Kuen
4 Wang, Ruodu
3 Balbás, Alejandro
3 Balbás, Beatriz
3 Balbás, Raquel
3 Castañer, Anna
3 Chong, Wing Fung
3 Claramunt, M. Mercè
3 Cui, Wei
3 Fang, Ying
3 Hu, Junlei
3 Jiang, Wenjun
3 Jin, Zhuo
3 Lemieux, Christiane
3 Lin, X. Sheldon
3 Ragulina, Olena
3 Wen, Yuzhen
3 Yam, Sheung Chi Phillip
3 Young, Virginia R.
3 Zhang, Yiying
3 Zhou, Ming
2 Albrecher, Hansjörg
2 Bäuerle, Nicole
2 Brandtner, Mario
2 Cong, Jianfa
2 Dong, Yinghui
2 Feng, Runhuan
2 Glauner, Alexander
2 Heras, Antonio
2 Hong, Hanping
2 Kürsten, Wolfgang
2 Li, Danping
2 Liu, Haiyan
2 Lu, Zhiyi
2 Qian, Linyi
2 Qu, Zhongfeng
2 Ren, Jiandong
2 Tang, Zhaofeng
2 Wang, Guojing
2 Yang, Jingping
2 Yuen, Kam Chuen
2 Zhang, Nan
2 Zheng, Yanting
2 Zhu, Yunzhou
1 Arai, Takuji
1 Asano, Takao
1 Asimit, Vali
1 Bai, Yizhou
1 Bazaz, Ali Panahi
1 Bernard, Carole L.
1 Birghila, Corina
1 Bo, Lijun
1 Cani, Arian
1 Chen, Lv
1 Chen, Mi
1 Chen, Shumin
1 Chen, Xinxiang
1 Chen, Yanhong
1 Cheng, Guo
1 Cui, Chaoran
1 Cui, Zhenyu
1 de Moura, A. B.
1 Dhaene, Jan
1 Dong, Hua
1 D’Ortona, Nicolino Ettore
1 Fan, Qingquan
1 Fusai, Gianluca
1 Gan, Guojun
1 Gao, Xiujuan
1 Genest, Christian
1 Germano, Guido
1 Goffard, Pierre-Olivier
1 Golubin, A. Yu.
1 Gridin, V. N.
1 Haberman, Steven
1 Han, Ziqi
1 Hao, Yuan-Yuan
1 Hashorva, Enkelejd
1 Hejazi, Seyed Amir
1 Hu, Hanlei
1 Hu, Taizhong
1 Hu, Xiang
...and 107 more Authors

Citations by Year