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isPartOf:"Journal of financial and quantitative analysis : JFQA"
subject:"Portfolio selection"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Chi, Yichun"
~subject:"Messung"
~subject:"Risk management"
~subject:"Zinsstruktur"
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Chi, Yichun
Lucas, André
17
Vries, Casper G. de
14
Liang, Zongxia
12
Zeng, Yan
10
Li, Zhongfei
9
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5
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5
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5
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5
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Journal of financial and quantitative analysis : JFQA
Discussion paper / Tinbergen Institute
Insurance / Mathematics & economics
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1
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1
Scandinavian actuarial journal
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1
Optimal risk management with reinsurance and its counterparty risk hedging
Chi, Yichun
;
Hu, Tao
;
Huang, Yuxia
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 274-292
Persistent link: https://www.econbiz.de/10014466216
Saved in:
2
Enhancing an insurer's expected value by reinsurance and external financing
Chi, Yichun
;
Liu, Fangda
- In:
Insurance / Mathematics & economics
101
(
2021
)
2
,
pp. 466-484
Persistent link: https://www.econbiz.de/10012793937
Saved in:
3
Optimal non-life reinsurance under Solvency II regime
Asimit, Alexandru V.
;
Chi, Yichun
;
Hu, Junlei
- In:
Insurance / Mathematics & economics
65
(
2015
),
pp. 227-237
Persistent link: https://www.econbiz.de/10011428664
Saved in:
4
Multivariate reinsurance designs for minimizing an insurer's capital requirement
Zhu, Yunzhou
;
Chi, Yichun
;
Weng, Chengguo
- In:
Insurance / Mathematics & economics
59
(
2014
),
pp. 144-155
Persistent link: https://www.econbiz.de/10010469146
Saved in:
5
On the threshold dividend strategy for a generalized jump : diffusion risk model
Chi, Yichun
;
Lin, X. Sheldon
- In:
Insurance / Mathematics & economics
48
(
2011
)
3
,
pp. 326-337
Persistent link: https://www.econbiz.de/10008989302
Saved in:
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