Edit Profile (opens in new tab) Chi, Yichun Co-Author Distance Author ID: chi.yichun Published as: Chi, Yichun Documents Indexed: 34 Publications since 2009 Co-Authors: 22 Co-Authors with 29 Joint Publications 521 Co-Co-Authors all top 5 Co-Authors 5 single-authored 7 Tan, Ken Seng 5 Lin, X. Sheldon 5 Zhuang, Shengchao 2 Asimit, Alexandru V. 2 Cai, Jun 2 Huang, Yuxia 2 Liu, Fangda 2 Wei, Wei 2 Weng, Chengguo 1 Boonen, Tim J. 1 Chen, Xinxiang 1 Chong, Wing Fung 1 Hu, Junlei 1 Hu, Tao 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 17 Insurance Mathematics & Economics 8 ASTIN Bulletin 3 North American Actuarial Journal 2 Scandinavian Actuarial Journal 2 Statistical Theory and Related Fields 1 European Journal of Operational Research 1 Finance and Stochastics Fields 31 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 8 Statistics (62-XX) 5 Probability theory and stochastic processes (60-XX) 1 Integral equations (45-XX) 1 Operations research, mathematical programming (90-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 31 Publications have been cited 432 times in 215 Documents Cited by ▼ Year ▼ Optimal reinsurance under VaR and CVaR risk measures a simplified approach. Zbl 1239.91078 Chi, Yichun; Tan, Ken Seng 78 2011 Optimal reinsurance with general premium principles. Zbl 1284.91216 Chi, Yichun; Tan, Ken Seng 53 2013 Reinsurance arrangements minimizing the risk-adjusted value of an insurer’s liability. Zbl 1277.91077 Chi, Yichun 33 2012 Optimal reinsurance arrangements in the presence of two reinsurers. Zbl 1401.91113 Chi, Yichun; Meng, Hui 26 2014 Optimal reinsurance under variance related premium principles. Zbl 1284.91215 Chi, Yichun 26 2012 Optimal reinsurance subject to Vajda condition. Zbl 1284.91217 Chi, Yichun; Weng, Chengguo 23 2013 On the optimality of a straight deductible under belief heterogeneity. Zbl 1419.91353 Chi, Yichun 18 2019 On the threshold dividend strategy for a generalized jump-diffusion risk model. Zbl 1218.91072 Chi, Yichun; Lin, X. Sheldon 18 2011 Optimal insurance with belief heterogeneity and incentive compatibility. Zbl 1445.91052 Chi, Yichun; Zhuang, Sheng Chao 15 2020 Optimal insurance with background risk: an analysis of general dependence structures. Zbl 1448.91259 Chi, Yichun; Wei, Wei 15 2020 Optimal reinsurance designs based on risk measures: a review. Zbl 07660215 Cai, Jun; Chi, Yichun 14 2020 Optimal reinsurance with limited ceded risk: a stochastic dominance approach. Zbl 1290.91082 Chi, Yichun; Lin, X. Sheldon 13 2014 Decomposition of a Schur-constant model and its applications. Zbl 1181.62092 Chi, Yichun; Yang, Jingping; Qi, Yongcheng 13 2009 Analysis of the expected discounted penalty function for a general jump-diffusion risk model and applications in finance. Zbl 1231.91162 Chi, Yichun 11 2010 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 9 2017 Optimum insurance contracts with background risk and higher-order risk attitudes. Zbl 1416.91165 Chi, Yichun; Wei, Wei 8 2018 Optimal reinsurance design: a mean-variance approach. Zbl 1414.91175 Chi, Yichun; Zhou, Ming 7 2017 Multivariate reinsurance designs for minimizing an insurer’s capital requirement. Zbl 1306.91090 Zhu, Yunzhou; Chi, Yichun; Weng, Chengguo 7 2014 Optimal incentive-compatible insurance with background risk. Zbl 1478.91163 Chi, Yichun; Tan, Ken Seng 7 2021 Are flexible premium variable annuities under-priced? Zbl 1277.91078 Chi, Yichun; Lin, X. Sheldon 7 2012 Optimal insurance design in the presence of exclusion clauses. Zbl 1396.91296 Chi, Yichun; Liu, Fangda 6 2017 Risk sharing with multiple indemnity environments. Zbl 1487.91103 Asimit, Alexandru V.; Boonen, Tim J.; Chi, Yichun; Chong, Wing Fung 6 2021 Optimal non-life reinsurance under Solvency II regime. Zbl 1348.91127 Asimit, Alexandru V.; Chi, Yichun; Hu, Junlei 5 2015 A Bowley solution with limited ceded risk for a monopolistic reinsurer. Zbl 1435.91143 Chi, Yichun; Tan, Ken Seng; Zhuang, Sheng Chao 4 2020 The design of an optimal retrospective rating plan. Zbl 1390.91172 Chen, Xinxiang; Chi, Yichun; Tan, Ken Seng 2 2016 An insurance risk model with stochastic volatility. Zbl 1231.91163 Chi, Yichun; Jaimungal, Sebastian; Lin, X. Sheldon 2 2010 Regret-based optimal insurance design. Zbl 1484.91380 Chi, Yichun; Zhuang, Sheng Chao 2 2022 Insurance choice under third degree stochastic dominance. Zbl 1417.91264 Chi, Yichun 1 2018 Enhancing an insurer’s expected value by reinsurance and external financing. Zbl 1475.91292 Chi, Yichun; Liu, Fangda 1 2021 S-shaped narrow framing, skewness and the demand for insurance. Zbl 1492.91280 Chi, Yichun; Zheng, Jiakun; Zhuang, Shengchao 1 2022 Distributionally robust goal-reaching optimization in the presence of background risk. Zbl 1500.91113 Chi, Yichun; Xu, Zuo Quan; Zhuang, Sheng Chao 1 2022 Regret-based optimal insurance design. Zbl 1484.91380 Chi, Yichun; Zhuang, Sheng Chao 2 2022 S-shaped narrow framing, skewness and the demand for insurance. Zbl 1492.91280 Chi, Yichun; Zheng, Jiakun; Zhuang, Shengchao 1 2022 Distributionally robust goal-reaching optimization in the presence of background risk. Zbl 1500.91113 Chi, Yichun; Xu, Zuo Quan; Zhuang, Sheng Chao 1 2022 Optimal incentive-compatible insurance with background risk. Zbl 1478.91163 Chi, Yichun; Tan, Ken Seng 7 2021 Risk sharing with multiple indemnity environments. Zbl 1487.91103 Asimit, Alexandru V.; Boonen, Tim J.; Chi, Yichun; Chong, Wing Fung 6 2021 Enhancing an insurer’s expected value by reinsurance and external financing. Zbl 1475.91292 Chi, Yichun; Liu, Fangda 1 2021 Optimal insurance with belief heterogeneity and incentive compatibility. Zbl 1445.91052 Chi, Yichun; Zhuang, Sheng Chao 15 2020 Optimal insurance with background risk: an analysis of general dependence structures. Zbl 1448.91259 Chi, Yichun; Wei, Wei 15 2020 Optimal reinsurance designs based on risk measures: a review. Zbl 07660215 Cai, Jun; Chi, Yichun 14 2020 A Bowley solution with limited ceded risk for a monopolistic reinsurer. Zbl 1435.91143 Chi, Yichun; Tan, Ken Seng; Zhuang, Sheng Chao 4 2020 On the optimality of a straight deductible under belief heterogeneity. Zbl 1419.91353 Chi, Yichun 18 2019 Optimum insurance contracts with background risk and higher-order risk attitudes. Zbl 1416.91165 Chi, Yichun; Wei, Wei 8 2018 Insurance choice under third degree stochastic dominance. Zbl 1417.91264 Chi, Yichun 1 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 9 2017 Optimal reinsurance design: a mean-variance approach. Zbl 1414.91175 Chi, Yichun; Zhou, Ming 7 2017 Optimal insurance design in the presence of exclusion clauses. Zbl 1396.91296 Chi, Yichun; Liu, Fangda 6 2017 The design of an optimal retrospective rating plan. Zbl 1390.91172 Chen, Xinxiang; Chi, Yichun; Tan, Ken Seng 2 2016 Optimal non-life reinsurance under Solvency II regime. Zbl 1348.91127 Asimit, Alexandru V.; Chi, Yichun; Hu, Junlei 5 2015 Optimal reinsurance arrangements in the presence of two reinsurers. Zbl 1401.91113 Chi, Yichun; Meng, Hui 26 2014 Optimal reinsurance with limited ceded risk: a stochastic dominance approach. Zbl 1290.91082 Chi, Yichun; Lin, X. Sheldon 13 2014 Multivariate reinsurance designs for minimizing an insurer’s capital requirement. Zbl 1306.91090 Zhu, Yunzhou; Chi, Yichun; Weng, Chengguo 7 2014 Optimal reinsurance with general premium principles. Zbl 1284.91216 Chi, Yichun; Tan, Ken Seng 53 2013 Optimal reinsurance subject to Vajda condition. Zbl 1284.91217 Chi, Yichun; Weng, Chengguo 23 2013 Reinsurance arrangements minimizing the risk-adjusted value of an insurer’s liability. Zbl 1277.91077 Chi, Yichun 33 2012 Optimal reinsurance under variance related premium principles. Zbl 1284.91215 Chi, Yichun 26 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 78 2011 On the threshold dividend strategy for a generalized jump-diffusion risk model. Zbl 1218.91072 Chi, Yichun; Lin, X. Sheldon 18 2011 Analysis of the expected discounted penalty function for a general jump-diffusion risk model and applications in finance. Zbl 1231.91162 Chi, Yichun 11 2010 An insurance risk model with stochastic volatility. Zbl 1231.91163 Chi, Yichun; Jaimungal, Sebastian; Lin, X. Sheldon 2 2010 Decomposition of a Schur-constant model and its applications. Zbl 1181.62092 Chi, Yichun; Yang, Jingping; Qi, Yongcheng 13 2009 all cited Publications top 5 cited Publications all top 5 Cited by 288 Authors 23 Chi, Yichun 21 Boonen, Tim J. 15 Tan, Ken Seng 12 Jiang, Wenjun 12 Zhuang, Shengchao 9 Weng, Chengguo 8 Asimit, Alexandru V. 8 Ghossoub, Mario 8 Lefèvre, Claude 7 Cheung, Ka Chun 7 Zhang, Yiying 6 Lo, Ambrose 6 Meng, Hui 6 Yin, Chuancun 5 Cai, Jun 5 Liu, Fangda 5 Loisel, Stéphane 5 Ren, Jiandong 5 Yang, Hailiang 5 Young, Virginia R. 4 Assa, Hirbod 4 Badescu, Alexandru M. 4 Fang, Ying 4 Hu, Yijun 4 Siu, Tak Kuen 4 Wang, Ruodu 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 Huang, Yuxia 3 Jin, Zhuo 3 Lemieux, Christiane 3 Li, Danping 3 Liang, Xiaoqing 3 Lin, X. Sheldon 3 Liu, Haiyan 3 Qian, Linyi 3 Ragulina, Olena 3 Wen, Yuzhen 3 Yam, Sheung Chi Phillip 3 Yuen, Kam Chuen 3 Zhou, Ming 2 Bäuerle, Nicole 2 Birghila, Corina 2 Brandtner, Mario 2 Chen, Lv 2 Chen, Tao 2 Cong, Jianfa 2 Dong, Yinghui 2 Feng, Runhuan 2 Golubin, A. Yu. 2 Gridin, V. N. 2 Heras, Antonio J. 2 Hong, Hanping 2 Hu, Kang 2 Huang, Yujuan 2 Kürsten, Wolfgang 2 Li, Jingchao 2 Liang, Zhibin 2 Liu, Hongli 2 Lu, Zhiyi 2 Mao, Tiantian 2 Picard, Philippe 2 Qu, Zhongfeng 2 Tan, Tao 2 Tang, Qihe 2 Tang, Zhaofeng 2 Wang, Guojing 2 Wei, Pengyu 2 Wen, Limin 2 Wu, Lijun 2 Xu, Zuoquan 2 Yang, Jingping 2 Yu, Wenguang 2 Zhang, Nan 2 Zhang, Zhimin 2 Zheng, Yanting 2 Zhou, Jieming 2 Zhu, Yunzhou 1 Amiri, Masoud 1 Arai, Takuji 1 Asano, Takao 1 Asimit, Vali 1 Azcue, Pablo 1 Bai, Yizhou 1 Bazaz, Ali Panahi 1 Bernard, Carole L. 1 Bo, Lijun 1 Bølviken, Erik 1 Cai, Jun 1 Cani, Arian ...and 188 more Authors all top 5 Cited in 42 Serials 67 Insurance Mathematics & Economics 22 Scandinavian Actuarial Journal 18 ASTIN Bulletin 11 Journal of Computational and Applied Mathematics 9 Communications in Statistics. Theory and Methods 8 European Journal of Operational Research 8 North American Actuarial Journal 6 Probability in the Engineering and Informational Sciences 5 Mathematical Problems in Engineering 5 Abstract and Applied Analysis 5 Journal of Industrial and Management Optimization 5 European Actuarial Journal 4 Methodology and Computing in Applied Probability 4 Statistical Theory and Related Fields 3 SIAM Journal on Financial Mathematics 3 Modern Stochastics. Theory and Applications 2 Journal of Applied Probability 2 Journal of Multivariate Analysis 2 Annals of Operations Research 2 Finance and Stochastics 2 Discrete Dynamics in Nature and Society 2 Dependence Modeling 1 Applied Mathematics and Computation 1 Mathematics and Computers in Simulation 1 Statistics & Probability Letters 1 Chinese Annals of Mathematics. Series B 1 Acta Mathematicae Applicatae Sinica. English Series 1 Chinese Journal of Applied Probability and Statistics 1 Automation and Remote Control 1 SIAM Journal on Scientific Computing 1 Filomat 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 Stochastics 1 Frontiers of Mathematics in China 1 Mathematics and Financial Economics 1 AIMS Mathematics all top 5 Cited in 16 Fields 192 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 55 Statistics (62-XX) 45 Probability theory and stochastic processes (60-XX) 13 Operations research, mathematical programming (90-XX) 13 Systems theory; control (93-XX) 11 Calculus of variations and optimal control; optimization (49-XX) 3 Numerical analysis (65-XX) 2 Partial differential equations (35-XX) 2 Integral transforms, operational calculus (44-XX) 1 Combinatorics (05-XX) 1 Real functions (26-XX) 1 Special functions (33-XX) 1 Approximations and expansions (41-XX) 1 Integral equations (45-XX) 1 Operator theory (47-XX) 1 Biology and other natural sciences (92-XX) Citations by Year