Yichun Chi

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Optimal insurance design under asymmetric Nash bargaining	2025-01-17	Paper
Variance insurance contracts	2024-03-21	Paper
An insurer's optimal strategy towards a new independent business	2024-02-26	Paper
Optimal risk management with reinsurance and its counterparty risk hedging	2024-02-13	Paper
Optimal reinsurance designs based on risk measures: a review	2023-03-07	Paper
Responses to discussions on ‘Optimal reinsurance designs based on risk measures: a review’	2023-03-07	Paper
Distributionally Robust Goal-Reaching Optimization in the Presence of Background Risk	2022-10-06	Paper
S-shaped narrow framing, skewness and the demand for insurance	2022-07-15	Paper
Regret-based optimal insurance design	2022-03-10	Paper
Enhancing an insurer's expected value by reinsurance and external financing	2021-11-19	Paper
Risk sharing with multiple indemnity environments	2021-11-05	Paper
OPTIMAL INCENTIVE-COMPATIBLE INSURANCE WITH BACKGROUND RISK	2021-09-24	Paper
Optimal insurance with background risk: an analysis of general dependence structures	2020-11-11	Paper
Optimal insurance with belief heterogeneity and incentive compatibility	2020-08-03	Paper
A Bowley solution with limited ceded risk for a monopolistic reinsurer	2020-03-20	Paper
Optimal Reinsurance Design: A Mean-Variance Approach	2019-05-28	Paper
Optimal Reinsurance Under the Risk-Adjusted Value of an Insurer’s Liability and an Economic Reinsurance Premium Principle	2019-05-28	Paper
ON THE OPTIMALITY OF A STRAIGHT DEDUCTIBLE UNDER BELIEF HETEROGENEITY	2019-03-27	Paper
Insurance choice under third degree stochastic dominance	2018-11-19	Paper
OPTIMUM INSURANCE CONTRACTS WITH BACKGROUND RISK AND HIGHER-ORDER RISK ATTITUDES	2018-10-19	Paper
Optimal reinsurance arrangements in the presence of two reinsurers	2018-07-11	Paper
THE DESIGN OF AN OPTIMAL RETROSPECTIVE RATING PLAN	2018-06-04	Paper
Optimal insurance design in the presence of exclusion clauses	2017-09-19	Paper
Optimal non-life reinsurance under Solvency II regime	2015-12-14	Paper
Multivariate reinsurance designs for minimizing an insurer's capital requirement	2015-02-03	Paper
OPTIMAL REINSURANCE WITH LIMITED CEDED RISK: A STOCHASTIC DOMINANCE APPROACH	2014-04-16	Paper
Optimal reinsurance subject to Vajda condition	2014-04-15	Paper
Optimal reinsurance under variance related premium principles	2014-04-14	Paper
Optimal reinsurance with general premium principles	2014-04-03	Paper
Reinsurance arrangements minimizing the risk-adjusted value of an insurer's liability	2013-12-12	Paper
Are flexible premium variable annuities under-priced?	2013-12-12	Paper
Optimal reinsurance under VaR and CVaR risk measures a simplified approach	2012-06-11	Paper
An insurance risk model with stochastic volatility	2012-02-10	Paper
Analysis of the expected discounted penalty function for a general jump-diffusion risk model and applications in finance	2012-02-10	Paper
On the threshold dividend strategy for a generalized jump-diffusion risk model	2011-08-01	Paper
Decomposition of a Schur-constant model and its applications	2009-06-10	Paper

Research outcomes over time

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