All Stories

  1. On the optimality of straight deductibles under smooth ambiguity aversion

    Article • Journal of Economic Behavior & Organization, June 2025, Elsevier

    Dr Yichun Chi

  2. Optimal insurance design under asymmetric Nash bargaining

    Article • Insurance Mathematics and Economics, November 2024, Elsevier

    Dr Yichun Chi

  3. Variance insurance contracts

    Article • Insurance Mathematics and Economics, March 2024, Elsevier

    Dr Yichun Chi

  4. Optimal risk management with reinsurance and its counterparty risk hedging

    Article • Insurance Mathematics and Economics, September 2023, Elsevier

    Dr Yichun Chi

  5. An insurer's optimal strategy towards a new independent business

    Article • Scandinavian Actuarial Journal, May 2023, Taylor & Francis

    Dr Yichun Chi

  6. S-shaped narrow framing, skewness and the demand for insurance

    Article • Insurance Mathematics and Economics, July 2022, Elsevier

    Dr Yichun Chi

  7. Revisiting Optimal Insurance Design Under Smooth Ambiguity Aversion

    Article • SSRN Electronic Journal, January 2022, Elsevier

    Dr Yichun Chi

  8. Regret-based optimal insurance design

    Article • Insurance Mathematics and Economics, January 2022, Elsevier

    Dr Yichun Chi

  9. Distributionally Robust Goal-Reaching Optimization in the Presence of Background Risk

    Article • North American Actuarial Journal, October 2021, Taylor & Francis

    Dr Yichun Chi

  10. Enhancing an insurer's expected value by reinsurance and external financing

    Article • Insurance Mathematics and Economics, September 2021, Elsevier

    Dr Yichun Chi

  11. Risk sharing with multiple indemnity environments

    Article • European Journal of Operational Research, April 2021, Elsevier

    Dr Yichun Chi

  12. OPTIMAL INCENTIVE-COMPATIBLE INSURANCE WITH BACKGROUND RISK

    Article • Astin Bulletin, March 2021, Cambridge University Press

    Dr Yichun Chi

  13. Optimal insurance with background risk: An analysis of general dependence structures

    Article • Finance and Stochastics, July 2020, Springer Science + Business Media

    Dr Yichun Chi

  14. Optimal insurance with belief heterogeneity and incentive compatibility

    Article • Insurance Mathematics and Economics, May 2020, Elsevier

    Dr Yichun Chi

  15. Optimal reinsurance designs based on risk measures: a review

    Article • Statistical Theory and Related Fields, April 2020, Taylor & Francis

    Dr Yichun Chi

  16. A Bowley solution with limited ceded risk for a monopolistic reinsurer

    Article • Insurance Mathematics and Economics, March 2020, Elsevier

    Dr Yichun Chi

  17. Risk Sharing with Multiple Indemnity Environments

    Article • SSRN Electronic Journal, January 2020, Elsevier

    Dr Yichun Chi

  18. Variance Contracts

    Article • SSRN Electronic Journal, January 2020, Elsevier

    Dr Yichun Chi

  19. ON THE OPTIMALITY OF A STRAIGHT DEDUCTIBLE UNDER BELIEF HETEROGENEITY

    Article • Astin Bulletin, November 2018, Cambridge University Press

    Dr Yichun Chi

  20. Insurance choice under third degree stochastic dominance

    Article • Insurance Mathematics and Economics, November 2018, Elsevier

    Dr Yichun Chi

  21. Optimal insurance design with background risk and higher-order risk attitudes

    Article • Astin Bulletin, April 2018, Cambridge University Press

    Dr Yichun Chi

  22. On the Optimality of Deductibles with Heterogeneous Beliefs

    Article • SSRN Electronic Journal, January 2017, Elsevier

    Dr Yichun Chi

  23. Insurance Choice Under Third Degree Stochastic Dominance

    Article • SSRN Electronic Journal, January 2016, Elsevier

    Dr Yichun Chi

  24. On the Optimality of Deductibles with Heterogeneous Beliefs

    Article • SSRN Electronic Journal, January 2016, Elsevier

    Dr Yichun Chi

  25. Optimal non-life reinsurance under Solvency II Regime

    Article • Insurance Mathematics and Economics, November 2015, Elsevier

    Dr Yichun Chi

  26. The Design of an Optimal Retrospective Rating Plan

    Article • Astin Bulletin, October 2015, Cambridge University Press

    Dr Yichun Chi

  27. The Design of an Optimal Retrospective Rating Plan

    Article • SSRN Electronic Journal, January 2015, Elsevier

    Dr Yichun Chi

  28. Optimal Non-Life Reinsurance under Solvency II Regime

    Article • SSRN Electronic Journal, January 2015, Elsevier

    Dr Yichun Chi

  29. Optimal Insurance with Background Risk and Incentive Compatibility

    Article • SSRN Electronic Journal, January 2015, Elsevier

    Dr Yichun Chi

  30. Multivariate reinsurance designs for minimizing an insurer’s capital requirement

    Article • Insurance Mathematics and Economics, November 2014, Elsevier

    Dr Yichun Chi

  31. OPTIMAL REINSURANCE WITH LIMITED CEDED RISK: A STOCHASTIC DOMINANCE APPROACH

    Article • Astin Bulletin, November 2013, Cambridge University Press

    Dr Yichun Chi

  32. Optimal reinsurance subject to Vajda condition

    Article • Insurance Mathematics and Economics, July 2013, Elsevier

    Dr Yichun Chi

  33. Optimal reinsurance arrangements in the presence of two reinsurers

    Article • Scandinavian Actuarial Journal, March 2013, Taylor & Francis

    Dr Yichun Chi

  34. Optimal reinsurance with general premium principles

    Article • Insurance Mathematics and Economics, March 2013, Elsevier

    Dr Yichun Chi

  35. Optimal reinsurance under variance related premium principles

    Article • Insurance Mathematics and Economics, September 2012, Elsevier

    Dr Yichun Chi

  36. Reinsurance Arrangements Minimizing the Risk-Adjusted Value of an Insurer's Liability

    Article • SSRN Electronic Journal, January 2012, Elsevier

    Dr Yichun Chi

  37. Optimal Reinsurance Arrangements in the Presence of Two Reinsurers

    Article • SSRN Electronic Journal, January 2012, Elsevier

    Dr Yichun Chi

  38. On the threshold dividend strategy for a generalized jump–diffusion risk model

    Article • Insurance Mathematics and Economics, May 2011, Elsevier

    Dr Yichun Chi

  39. Optimal Reinsurance under Variance Related Premium Principles

    Article • SSRN Electronic Journal, January 2011, Elsevier

    Dr Yichun Chi

  40. Optimal Reinsurance with General Premium Principles

    Article • SSRN Electronic Journal, January 2011, Elsevier

    Dr Yichun Chi

  41. Are Flexible Premium Variable Annuities Under-Priced?

    Article • SSRN Electronic Journal, January 2011, Elsevier

    Dr Yichun Chi

  42. Analysis of the expected discounted penalty function for a general jump–diffusion risk model and applications in finance

    Article • Insurance Mathematics and Economics, April 2010, Elsevier

    Dr Yichun Chi

  43. An insurance risk model with stochastic volatility

    Article • Insurance Mathematics and Economics, February 2010, Elsevier

    Dr Yichun Chi

  44. Decomposition of a Schur-constant model and its applications

    Article • Insurance Mathematics and Economics, June 2009, Elsevier

    Dr Yichun Chi