Edit Profile (opens in new tab) Chi, Yichun Compute Distance To: Compute Author ID: chi.yichun Published as: Chi, Yichun Documents Indexed: 34 Publications since 2008 Co-Authors: 20 Co-Authors with 27 Joint Publications 449 Co-Co-Authors all top 5 Co-Authors 5 single-authored 6 Tan, Ken Seng 5 Lin, X. Sheldon 5 Zhuang, Shengchao 2 Asimit, Alexandru V. 2 Cai, Jun 2 Liu, Fangda 2 Wei, Wei 2 Weng, Chengguo 1 Boonen, Tim J. 1 Chen, Xinxiang 1 Chong, Wing Fung 1 Hu, Junlei 1 Jaimungal, Sebastian 1 Meng, Hui 1 Qi, Yongcheng 1 Xu, Zuoquan 1 Yang, Jingping 1 Zheng, Jiakun 1 Zhou, Ming 1 Zhu, Yunzhou all top 5 Serials 16 Insurance Mathematics & Economics 8 ASTIN Bulletin 3 North American Actuarial Journal 2 International Journal of Heat and Mass Transfer 2 Statistical Theory and Related Fields 1 European Journal of Operational Research 1 Finance and Stochastics 1 Scandinavian Actuarial Journal all top 5 Fields 29 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 8 Statistics (62-XX) 5 Probability theory and stochastic processes (60-XX) 2 Classical thermodynamics, heat transfer (80-XX) 1 Integral equations (45-XX) 1 Numerical analysis (65-XX) 1 Optics, electromagnetic theory (78-XX) 1 Operations research, mathematical programming (90-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 27 Publications have been cited 346 times in 183 Documents Cited by ▼ Year ▼ Optimal reinsurance under VaR and CVaR risk measures a simplified approach. Zbl 1239.91078Chi, Yichun; Tan, Ken Seng 68 2011 Optimal reinsurance with general premium principles. Zbl 1284.91216Chi, Yichun; Tan, Ken Seng 46 2013 Reinsurance arrangements minimizing the risk-adjusted value of an insurer’s liability. Zbl 1277.91077Chi, Yichun 30 2012 Optimal reinsurance arrangements in the presence of two reinsurers. Zbl 1401.91113Chi, Yichun; Meng, Hui 23 2014 Optimal reinsurance subject to Vajda condition. Zbl 1284.91217Chi, Yichun; Weng, Chengguo 22 2013 Optimal reinsurance under variance related premium principles. Zbl 1284.91215Chi, Yichun 21 2012 On the threshold dividend strategy for a generalized jump-diffusion risk model. Zbl 1218.91072Chi, Yichun; Lin, X. Sheldon 16 2011 Decomposition of a Schur-constant model and its applications. Zbl 1181.62092Chi, Yichun; Yang, Jingping; Qi, Yongcheng 12 2009 Optimal insurance with background risk: an analysis of general dependence structures. Zbl 1448.91259Chi, Yichun; Wei, Wei 11 2020 Analysis of the expected discounted penalty function for a general jump-diffusion risk model and applications in finance. Zbl 1231.91162Chi, Yichun 11 2010 Optimal reinsurance with limited ceded risk: a stochastic dominance approach. Zbl 1290.91082Chi, Yichun; Lin, X. Sheldon 11 2014 On the optimality of a straight deductible under belief heterogeneity. Zbl 1419.91353Chi, Yichun 10 2019 Optimal insurance with belief heterogeneity and incentive compatibility. Zbl 1445.91052Chi, Yichun; Zhuang, Sheng Chao 10 2020 Multivariate reinsurance designs for minimizing an insurer’s capital requirement. Zbl 1306.91090Zhu, Yunzhou; Chi, Yichun; Weng, Chengguo 7 2014 Are flexible premium variable annuities under-priced? Zbl 1277.91078Chi, Yichun; Lin, X. Sheldon 7 2012 Optimal reinsurance design: a mean-variance approach. Zbl 1414.91175Chi, Yichun; Zhou, Ming 6 2017 Optimal reinsurance under the risk-adjusted value of an insurer’s liability and an economic reinsurance premium principle. Zbl 1414.91174Chi, Yichun; Lin, X. Sheldon; Tan, Ken Seng 6 2017 Optimal insurance design in the presence of exclusion clauses. Zbl 1396.91296Chi, Yichun; Liu, Fangda 6 2017 Optimal incentive-compatible insurance with background risk. Zbl 1478.91163Chi, Yichun; Tan, Ken Seng 5 2021 Optimum insurance contracts with background risk and higher-order risk attitudes. Zbl 1416.91165Chi, Yichun; Wei, Wei 5 2018 Optimal non-life reinsurance under Solvency II regime. Zbl 1348.91127Asimit, Alexandru V.; Chi, Yichun; Hu, Junlei 5 2015 Risk sharing with multiple indemnity environments. Zbl 1487.91103Asimit, Alexandru V.; Boonen, Tim J.; Chi, Yichun; Chong, Wing Fung 3 2021 Inverse radiation problem of temperature field in three-dimensional rectangular enclosure containing inhomogeneous, anisotropically scattering media. Zbl 1148.80370Liu, D.; Wang, F.; Yan, J. H.; Huang, Q. X.; Chi, Y.; Cen, K. F. 3 2008 A Bowley solution with limited ceded risk for a monopolistic reinsurer. Zbl 1435.91143Chi, Yichun; Tan, Ken Seng; Zhuang, Sheng Chao 3 2020 Insurance choice under third degree stochastic dominance. Zbl 1417.91264Chi, Yichun 1 2018 An insurance risk model with stochastic volatility. Zbl 1231.91163Chi, Yichun; Jaimungal, Sebastian; Lin, X. Sheldon 1 2010 Inverse radiation analysis of simultaneous estimation of temperature field and radiative properties in a two-dimensional participating medium. Zbl 1197.80042Liu, D.; Yan, J. H.; Wang, F.; Huang, Q. X.; Chi, Y.; Cen, K. F. 1 2010 Optimal incentive-compatible insurance with background risk. Zbl 1478.91163Chi, Yichun; Tan, Ken Seng 5 2021 Risk sharing with multiple indemnity environments. Zbl 1487.91103Asimit, Alexandru V.; Boonen, Tim J.; Chi, Yichun; Chong, Wing Fung 3 2021 Optimal insurance with background risk: an analysis of general dependence structures. Zbl 1448.91259Chi, Yichun; Wei, Wei 11 2020 Optimal insurance with belief heterogeneity and incentive compatibility. Zbl 1445.91052Chi, Yichun; Zhuang, Sheng Chao 10 2020 A Bowley solution with limited ceded risk for a monopolistic reinsurer. Zbl 1435.91143Chi, Yichun; Tan, Ken Seng; Zhuang, Sheng Chao 3 2020 On the optimality of a straight deductible under belief heterogeneity. Zbl 1419.91353Chi, Yichun 10 2019 Optimum insurance contracts with background risk and higher-order risk attitudes. Zbl 1416.91165Chi, Yichun; Wei, Wei 5 2018 Insurance choice under third degree stochastic dominance. Zbl 1417.91264Chi, Yichun 1 2018 Optimal reinsurance design: a mean-variance approach. Zbl 1414.91175Chi, Yichun; Zhou, Ming 6 2017 Optimal reinsurance under the risk-adjusted value of an insurer’s liability and an economic reinsurance premium principle. Zbl 1414.91174Chi, Yichun; Lin, X. Sheldon; Tan, Ken Seng 6 2017 Optimal insurance design in the presence of exclusion clauses. Zbl 1396.91296Chi, Yichun; Liu, Fangda 6 2017 Optimal non-life reinsurance under Solvency II regime. Zbl 1348.91127Asimit, Alexandru V.; Chi, Yichun; Hu, Junlei 5 2015 Optimal reinsurance arrangements in the presence of two reinsurers. Zbl 1401.91113Chi, Yichun; Meng, Hui 23 2014 Optimal reinsurance with limited ceded risk: a stochastic dominance approach. Zbl 1290.91082Chi, Yichun; Lin, X. Sheldon 11 2014 Multivariate reinsurance designs for minimizing an insurer’s capital requirement. Zbl 1306.91090Zhu, Yunzhou; Chi, Yichun; Weng, Chengguo 7 2014 Optimal reinsurance with general premium principles. Zbl 1284.91216Chi, Yichun; Tan, Ken Seng 46 2013 Optimal reinsurance subject to Vajda condition. Zbl 1284.91217Chi, Yichun; Weng, Chengguo 22 2013 Reinsurance arrangements minimizing the risk-adjusted value of an insurer’s liability. Zbl 1277.91077Chi, Yichun 30 2012 Optimal reinsurance under variance related premium principles. Zbl 1284.91215Chi, Yichun 21 2012 Are flexible premium variable annuities under-priced? Zbl 1277.91078Chi, Yichun; Lin, X. Sheldon 7 2012 Optimal reinsurance under VaR and CVaR risk measures a simplified approach. Zbl 1239.91078Chi, Yichun; Tan, Ken Seng 68 2011 On the threshold dividend strategy for a generalized jump-diffusion risk model. Zbl 1218.91072Chi, Yichun; Lin, X. Sheldon 16 2011 Analysis of the expected discounted penalty function for a general jump-diffusion risk model and applications in finance. Zbl 1231.91162Chi, Yichun 11 2010 An insurance risk model with stochastic volatility. Zbl 1231.91163Chi, Yichun; Jaimungal, Sebastian; Lin, X. Sheldon 1 2010 Inverse radiation analysis of simultaneous estimation of temperature field and radiative properties in a two-dimensional participating medium. Zbl 1197.80042Liu, 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 1181.62092Chi, Yichun; Yang, Jingping; Qi, Yongcheng 12 2009 Inverse radiation problem of temperature field in three-dimensional rectangular enclosure containing inhomogeneous, anisotropically scattering media. Zbl 1148.80370Liu, D.; Wang, F.; Yan, J. H.; Huang, Q. X.; Chi, Y.; Cen, K. F. 3 2008 all cited Publications top 5 cited Publications all top 5 Cited by 235 Authors 21 Chi, Yichun 18 Boonen, Tim J. 14 Tan, Ken Seng 12 Zhuang, Shengchao 9 Jiang, Wenjun 9 Weng, Chengguo 8 Asimit, Alexandru V. 7 Cai, Jun 7 Lefèvre, Claude 6 Cheung, Ka Chun 6 Meng, Hui 5 Ghossoub, Mario 5 Liu, Fangda 5 Lo, Ambrose 5 Loisel, Stéphane 5 Yang, Hailiang 5 Yin, Chuancun 4 Assa, Hirbod 4 Badescu, Alexandru M. 4 Fang, Ying 4 Hu, Yijun 4 Ren, Jiandong 4 Siu, Tak Kuen 4 Wang, Ruodu 4 Zhang, Yiying 3 Albrecher, Hansjörg 3 Balbás, Alejandro 3 Balbás, Beatriz 3 Balbás, Raquel 3 Castañer, Anna 3 Chen, Yanhong 3 Chong, Wing Fung 3 Claramunt, M. Mercè 3 Cui, Wei 3 Dhaene, Jan 3 Glauner, Alexander 3 Hu, Junlei 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 Zhou, Ming 2 Bäuerle, Nicole 2 Brandtner, Mario 2 Cong, Jianfa 2 Dong, Yinghui 2 Feng, Runhuan 2 Golubin, A. Yu. 2 Gridin, V. N. 2 Heras, Antonio 2 Hong, Hanping 2 Huang, Yujuan 2 Kürsten, Wolfgang 2 Li, Danping 2 Liu, Haiyan 2 Liu, Hongli 2 Lu, Zhiyi 2 Qian, Linyi 2 Qu, Zhongfeng 2 Tan, Tao 2 Tang, Zhaofeng 2 Wang, Guojing 2 Wei, Pengyu 2 Wu, Lijun 2 Xu, Zuoquan 2 Yang, Jingping 2 Yu, Wenguang 2 Yuen, Kam Chuen 2 Zhang, Nan 2 Zheng, Yanting 2 Zhu, Yunzhou 1 Amiri, Masoud 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 Bølviken, Erik 1 Cani, Arian 1 Chen, Lv 1 Chen, Mi 1 Chen, Shumin 1 Chen, Xinxiang 1 Cheng, Guo 1 Cui, Chaoran 1 Cui, Zhenyu 1 de Moura, A. Bugalho 1 Dong, Hua 1 D’Ortona, Nicolino Ettore 1 Dutang, Christophe 1 Fan, Qingquan 1 Fusai, Gianluca 1 Gan, Guojun 1 Gao, Xiujuan ...and 135 more Authors all top 5 Cited in 38 Serials 63 Insurance Mathematics & Economics 20 Scandinavian Actuarial Journal 17 ASTIN Bulletin 10 Journal of Computational and Applied Mathematics 8 North American Actuarial Journal 6 Communications in Statistics. Theory and Methods 5 European Journal of Operational Research 5 Abstract and Applied Analysis 4 Methodology and Computing in Applied Probability 3 Mathematical Problems in Engineering 3 Journal of Industrial and Management Optimization 3 European Actuarial Journal 3 Modern Stochastics. Theory and Applications 3 Statistical Theory and Related Fields 2 Journal of Applied Probability 2 Journal of Multivariate Analysis 2 Annals of Operations Research 2 Discrete Dynamics in Nature and Society 2 Probability in the Engineering and Informational Sciences 2 SIAM Journal on Financial Mathematics 1 Applied Mathematics and Computation 1 Statistics & Probability Letters 1 Chinese Annals of Mathematics. Series B 1 Acta Mathematicae Applicatae Sinica. English Series 1 Automation and Remote Control 1 SIAM Journal on Scientific Computing 1 Filomat 1 Finance and Stochastics 1 Mathematical Methods of Operations Research 1 Brazilian Journal of Probability and Statistics 1 Journal of Systems Science and Complexity 1 Journal of Applied Mathematics 1 Acta Mathematica Scientia. Series B. (English Edition) 1 Journal of Applied Mathematics and Computing 1 Advances in Difference Equations 1 Frontiers of Mathematics in China 1 Dependence Modeling 1 AIMS Mathematics all top 5 Cited in 15 Fields 165 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 49 Statistics (62-XX) 42 Probability theory and stochastic processes (60-XX) 11 Operations research, mathematical programming (90-XX) 10 Systems theory; control (93-XX) 8 Calculus of variations and optimal control; optimization (49-XX) 3 Numerical analysis (65-XX) 2 Integral transforms, operational calculus (44-XX) 1 Special functions (33-XX) 1 Partial differential equations (35-XX) 1 Approximations and expansions (41-XX) 1 Integral equations (45-XX) 1 Operator theory (47-XX) 1 Computer science (68-XX) 1 Biology and other natural sciences (92-XX) Citations by Year