Yichun Chi : Citation Profile


Central University of Finance and Economics (CUFE)

10

H index

10

i10 index

312

Citations

RESEARCH PRODUCTION:

34

Articles

3

Papers

RESEARCH ACTIVITY:

   15 years (2009 - 2024). See details.
   Cites by year: 20
   Journals where Yichun Chi has often published
   Relations with other researchers
   Recent citing documents: 38.    Total self citations: 17 (5.17 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch1003
   Updated: 2025-03-08    RAS profile: 2024-04-07    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Yichun Chi.

Is cited by:

Payandeh, Amir (4)

Loisel, Stéphane (4)

Siu, Tak Kuen (3)

YANG, Xuewei (2)

Nishide, Katsumasa (2)

Bo, Lijun (2)

Germano, Guido (2)

Eling, Martin (2)

Dhaene, Jan (2)

Castañer, Anna (2)

Rulliere, Didier (1)

Cites to:

Dana, Rose-Anne (14)

Huberman, Gur (13)

Scarsini, Marco (10)

Dhaene, Jan (9)

Gollier, Christian (8)

Dionne, Georges (8)

EECKHOUDT, LOUIS (8)

Centeno, Maria de Lourdes (7)

Kimball, Miles (7)

Huang, Rachel (6)

Leland, Hayne (5)

Main data


Where Yichun Chi has published?


Journals with more than one article published# docs
Insurance: Mathematics and Economics18
ASTIN Bulletin8
North American Actuarial Journal3
Statistical Theory and Related Fields2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org2

Recent works citing Yichun Chi (2025 and 2024)


YearTitle of citing document
2024Monotonic mean-deviation risk measures. (2023). Wang, Ruodu ; Han, Xia ; Wu, Qinyu. In: Papers. RePEc:arx:papers:2312.01034.

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2024Factor risk measures. (2024). Liu, Peng ; Assa, Hirbod. In: Papers. RePEc:arx:papers:2404.08475.

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2024A Revisit of the Optimal Excess-of-Loss Contract. (2024). Wang, Qiuqi ; Peng, Liang ; Fung, Tsz Chai ; Asimit, Vali ; Aboagye, Ernest. In: Papers. RePEc:arx:papers:2405.00188.

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2024A Two-layer Stochastic Game Approach to Reinsurance Contracting and Competition. (2024). Zou, Bin ; Xia, YI ; Liang, Zongxia. In: Papers. RePEc:arx:papers:2405.06235.

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2024Self-protection and insurance demand with convex premium principles. (2024). Zhang, Yiying ; Wang, Wei ; Li, Qiqi. In: Papers. RePEc:arx:papers:2411.19436.

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2024Performance-based variable premium scheme and reinsurance design. (2024). Shi, Ziyue ; Liu, Fangda ; Landriault, David. In: Papers. RePEc:arx:papers:2412.01704.

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2025Optimal Insurance under Endogenous Default and Background Risk. (2025). Zou, Bin ; Ren, Zhaojie ; Liang, Zongxia. In: Papers. RePEc:arx:papers:2501.05672.

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2025Dynamic reinsurance design with heterogeneous beliefs under the mean-variance framework. (2025). Wang, Hao ; Han, Xia ; Guo, Junyi. In: Papers. RePEc:arx:papers:2502.05474.

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2024.

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2024The role of loss aversion in shaping environmental relocation decisions. (2024). Zheng, Jiakun ; Li, Yanyin. In: Economics Bulletin. RePEc:ebl:ecbull:eb-23-00318.

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2024A sharing rule for multi-period interest-sensitive insurance contracts. (2024). Lee, Minha ; Ha, Hongjun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000366.

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2024Robust insurance design with distortion risk measures. (2024). Jiang, Wenjun ; Boonen, Tim J. In: European Journal of Operational Research. RePEc:eee:ejores:v:316:y:2024:i:2:p:694-706.

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2025Optimal reinsurance with multivariate risks and dependence uncertainty. (2025). Hu, Junlei ; Fadina, Tolulope ; Xia, YI ; Liu, Peng. In: European Journal of Operational Research. RePEc:eee:ejores:v:321:y:2025:i:1:p:231-242.

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2024Bowley solution under the reinsurers default risk. (2024). Zhang, Yiying ; Cheung, Ka Chun ; Chen, Yanhong. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:115:y:2024:i:c:p:36-61.

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2024Stackelberg equilibria with multiple policyholders. (2024). Zhu, Michael B ; Ghossoub, Mario. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:116:y:2024:i:c:p:189-201.

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2024Random distortion risk measures. (2024). Yang, Jingping ; Xia, Chenxi ; Jiang, Fan ; Zang, Xin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:116:y:2024:i:c:p:51-73.

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2024Optimal insurance with mean-deviation measures. (2024). Han, Xia ; Boonen, Tim J. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:118:y:2024:i:c:p:1-24.

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2024Are reference measures of law-invariant functionals unique?. (2024). Liebrich, Felix-Benedikt. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:118:y:2024:i:c:p:129-141.

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2024Agricultural commodities market reaction to COVID-19. (2024). Dragolea, Larisa Loredana ; Mudakkar, Syeda Rabab ; Iuga, Iulia Cristina. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000801.

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Works by Yichun Chi:


YearTitleTypeCited
2020Variance Contracts In: Papers.
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paper0
2021Distributionally robust goal-reaching optimization in the presence of background risk In: Papers.
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paper1
2022Distributionally Robust Goal-Reaching Optimization in the Presence of Background Risk.(2022) In: North American Actuarial Journal.
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This paper has nother version. Agregated cites: 1
article
2011Optimal Reinsurance under VaR and CVaR Risk Measures: a Simplified Approach In: ASTIN Bulletin.
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article50
2012Reinsurance Arrangements Minimizing the Risk-Adjusted Value of an Insurers Liability In: ASTIN Bulletin.
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article12
2012Are Flexible Premium Variable Annuities Under-Priced? In: ASTIN Bulletin.
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article8
2014OPTIMAL REINSURANCE WITH LIMITED CEDED RISK: A STOCHASTIC DOMINANCE APPROACH In: ASTIN Bulletin.
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article5
2016THE DESIGN OF AN OPTIMAL RETROSPECTIVE RATING PLAN In: ASTIN Bulletin.
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article1
2018OPTIMUM INSURANCE CONTRACTS WITH BACKGROUND RISK AND HIGHER-ORDER RISK ATTITUDES In: ASTIN Bulletin.
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article3
2019ON THE OPTIMALITY OF A STRAIGHT DEDUCTIBLE UNDER BELIEF HETEROGENEITY In: ASTIN Bulletin.
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article13
2021OPTIMAL INCENTIVE-COMPATIBLE INSURANCE WITH BACKGROUND RISK In: ASTIN Bulletin.
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article4
2021Risk sharing with multiple indemnity environments In: European Journal of Operational Research.
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article11
2021Enhancing an insurers expected value by reinsurance and external financing In: Insurance: Mathematics and Economics.
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article1
2022Regret-based optimal insurance design In: Insurance: Mathematics and Economics.
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article6
2022S-shaped narrow framing, skewness and the demand for insurance In: Insurance: Mathematics and Economics.
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article4
2022S-shaped narrow framing, skewness and the demand for insurance.(2022) In: Post-Print.
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This paper has nother version. Agregated cites: 4
paper
2023Optimal risk management with reinsurance and its counterparty risk hedging In: Insurance: Mathematics and Economics.
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article3
2024Variance insurance contracts In: Insurance: Mathematics and Economics.
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article0
2009Decomposition of a Schur-constant model and its applications In: Insurance: Mathematics and Economics.
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article12
2010An insurance risk model with stochastic volatility In: Insurance: Mathematics and Economics.
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article3
2010Analysis of the expected discounted penalty function for a general jump-diffusion risk model and applications in finance In: Insurance: Mathematics and Economics.
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article8
2011On the threshold dividend strategy for a generalized jump-diffusion risk model In: Insurance: Mathematics and Economics.
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article9
2012Optimal reinsurance under variance related premium principles In: Insurance: Mathematics and Economics.
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article15
2013Optimal reinsurance with general premium principles In: Insurance: Mathematics and Economics.
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article45
2013Optimal reinsurance subject to Vajda condition In: Insurance: Mathematics and Economics.
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article12
2014Multivariate reinsurance designs for minimizing an insurer’s capital requirement In: Insurance: Mathematics and Economics.
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article6
2015Optimal non-life reinsurance under Solvency II Regime In: Insurance: Mathematics and Economics.
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article7
2017Optimal insurance design in the presence of exclusion clauses In: Insurance: Mathematics and Economics.
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article3
2018Insurance choice under third degree stochastic dominance In: Insurance: Mathematics and Economics.
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article1
2020A Bowley solution with limited ceded risk for a monopolistic reinsurer In: Insurance: Mathematics and Economics.
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article4
2020Optimal insurance with belief heterogeneity and incentive compatibility In: Insurance: Mathematics and Economics.
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article7
2020Optimal insurance with background risk: An analysis of general dependence structures In: Finance and Stochastics.
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article8
In: .
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article2
2020Optimal reinsurance designs based on risk measures: a review In: Statistical Theory and Related Fields.
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article19
2020Responses to discussions on ‘Optimal reinsurance designs based on risk measures: a review’ In: Statistical Theory and Related Fields.
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article18
2017Optimal Reinsurance Design: A Mean-Variance Approach In: North American Actuarial Journal.
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article4
2017Optimal Reinsurance Under the Risk-Adjusted Value of an Insurer’s Liability and an Economic Reinsurance Premium Principle In: North American Actuarial Journal.
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article7

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team