The following pages link to Yichun Chi (Q659181):
Displayed 35 items.
- An insurance risk model with stochastic volatility (Q659182) (← links)
- Analysis of the expected discounted penalty function for a general jump-diffusion risk model and applications in finance (Q659239) (← links)
- Optimal insurance with belief heterogeneity and incentive compatibility (Q784399) (← links)
- Optimal non-life reinsurance under Solvency II regime (Q896767) (← links)
- Decomposition of a Schur-constant model and its applications (Q1023101) (← links)
- Insurance choice under third degree stochastic dominance (Q1622530) (← links)
- S-shaped narrow framing, skewness and the demand for insurance (Q2155855) (← links)
- Optimal insurance with background risk: an analysis of general dependence structures (Q2211343) (← links)
- Risk sharing with multiple indemnity environments (Q2239902) (← links)
- On the threshold dividend strategy for a generalized jump-diffusion risk model (Q2276238) (← links)
- A Bowley solution with limited ceded risk for a monopolistic reinsurer (Q2306102) (← links)
- Optimal insurance design in the presence of exclusion clauses (Q2404557) (← links)
- Optimal reinsurance with general premium principles (Q2442514) (← links)
- Optimal reinsurance under variance related premium principles (Q2445344) (← links)
- Optimal reinsurance subject to Vajda condition (Q2446000) (← links)
- Multivariate reinsurance designs for minimizing an insurer's capital requirement (Q2514614) (← links)
- Enhancing an insurer's expected value by reinsurance and external financing (Q2665870) (← links)
- Regret-based optimal insurance design (Q2670106) (← links)
- Reinsurance Arrangements Minimizing the Risk-Adjusted Value of an Insurer's Liability (Q2866024) (← links)
- (Q2866025) (← links)
- Optimal Reinsurance under VaR and CVaR Risk Measures: a Simplified Approach (Q2890523) (← links)
- THE DESIGN OF AN OPTIMAL RETROSPECTIVE RATING PLAN (Q4563764) (← links)
- Optimal reinsurance arrangements in the presence of two reinsurers (Q4576862) (← links)
- ON THE OPTIMALITY OF A STRAIGHT DEDUCTIBLE UNDER BELIEF HETEROGENEITY (Q4629480) (← links)
- OPTIMUM INSURANCE CONTRACTS WITH BACKGROUND RISK AND HIGHER-ORDER RISK ATTITUDES (Q4691246) (← links)
- Distributionally Robust Goal-Reaching Optimization in the Presence of Background Risk (Q5043475) (← links)
- OPTIMAL INCENTIVE-COMPATIBLE INSURANCE WITH BACKGROUND RISK (Q5152553) (← links)
- Optimal Reinsurance Design: A Mean-Variance Approach (Q5379204) (← links)
- Optimal Reinsurance Under the Risk-Adjusted Value of an Insurer’s Liability and an Economic Reinsurance Premium Principle (Q5379235) (← links)
- OPTIMAL REINSURANCE WITH LIMITED CEDED RISK: A STOCHASTIC DOMINANCE APPROACH (Q5410252) (← links)
- Optimal reinsurance designs based on risk measures: a review (Q5880018) (← links)
- Responses to discussions on ‘Optimal reinsurance designs based on risk measures: a review’ (Q5880023) (← links)
- An insurer's optimal strategy towards a new independent business (Q6121112) (← links)
- Optimal risk management with reinsurance and its counterparty risk hedging (Q6152697) (← links)
- Variance insurance contracts (Q6199667) (← links)