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~person:"Chi, Yichun"
~subject:"Betriebliche Liquidität"
~subject:"Theorie"
~type_genre:"Article in journal"
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Search: subject:"Reinsurance"
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Betriebliche Liquidität
Theorie
Reinsurance
10
Rückversicherung
10
Theory
10
Risikomanagement
5
Risk management
5
Risikomaß
4
Risikomodell
4
Risk measure
4
Risk model
4
Conditional value at risk
3
Portfolio selection
3
Portfolio-Management
3
Risiko
3
Risk
3
Layer reinsurance
2
two-layer reinsurance
2
Bowley solution
1
Cost of capital
1
Counterparty risk
1
Decreasing absolute prudence
1
Decreasing absolute risk aversion
1
Demand for reinsurance
1
Derivat
1
Derivative
1
Downside risk
1
EU-Versicherungsrecht
1
European insurance law
1
External financing
1
General premium principle
1
General reinsurance premium principles
1
General risk dependence
1
Hedging
1
Insurance
1
Insurer's value
1
Kapitalkosten
1
Lagrangian multiplier method
1
Mossin's Theorem
1
Mossin's theorem
1
Multivariate Analyse
1
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Undetermined
6
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Article
10
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Article in journal
Aufsatz in Zeitschrift
10
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English
10
Author
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Chi, Yichun
Liang, Zhibin
10
Tan, Ken Seng
10
Boonen, Tim J.
9
Cai, Jun
9
Yang, Hailiang
9
Zeng, Yan
8
Balbás de la Corte, Alejandro
7
Cheung, Ka Chun
7
Guan, Guohui
7
Li, Danping
7
Zhou, Ming
7
Balbás, Beatriz
6
Liang, Zongxia
6
Yuen, Kam Chuen
6
Zhuang, Sheng Chao
6
Gu, Ailing
5
Heras, Antonio
5
Li, Zhongfei
5
Liu, Fangda
5
Meng, Hui
5
Taksar, Michael I.
5
Weng, Chengguo
5
Yao, Dingjun
5
Zhang, Yiying
5
Zhuo, Jin
5
Balbás, Raquel
4
Bäuerle, Nicole
4
Froot, Kenneth
4
Gosio, Cristina
4
Graumann, Mathias
4
Hu, Duni
4
Lari, Ester C.
4
Lo, Ambrose
4
Ravera, Marina
4
Shen, Yang
4
Siu, Tak Kuen
4
Viens, Frederi G.
4
Wang, Hailong
4
Wang, Rongming
4
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Insurance / Mathematics & economics
7
Astin bulletin : the journal of the International Actuarial Association
1
North American actuarial journal
1
Scandinavian actuarial journal
1
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ECONIS (ZBW)
10
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1
An insurer's optimal strategy towards a new independent business
Chi, Yichun
;
Huang, Yuxia
;
Tan, Ken Seng
- In:
Scandinavian actuarial journal
2024
(
2024
)
1
,
pp. 89-107
Persistent link: https://www.econbiz.de/10014519973
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 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:
4
A Bowley solution with limited ceded risk for a monopolistic reinsurer
Chi, Yichun
;
Tan, Ken Seng
;
Zhuang, Sheng Chao
- In:
Insurance / Mathematics & economics
91
(
2020
),
pp. 188-201
Persistent link: https://www.econbiz.de/10012242009
Saved in:
5
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:
6
Optimal
reinsurance
with limited ceder risk : a stochastic dominance approach
Chi, Yichun
;
Lin, Sheldon
- In:
Astin bulletin : the journal of the International …
44
(
2014
)
1
,
pp. 103-126
Persistent link: https://www.econbiz.de/10010240677
Saved in:
7
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:
8
Optimal
reinsurance
design : a mean-variance approach
Chi, Yichun
;
Zhou, Ming
- In:
North American actuarial journal
21
(
2017
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011857968
Saved in:
9
Optimal
reinsurance
with general premium principles
Chi, Yichun
;
Tan, Ken Seng
- In:
Insurance / Mathematics & economics
52
(
2013
)
2
,
pp. 180-189
Persistent link: https://www.econbiz.de/10009736117
Saved in:
10
Optimal
reinsurance
under variance related premium principles
Chi, Yichun
- In:
Insurance / Mathematics & economics
51
(
2012
)
2
,
pp. 310-321
Persistent link: https://www.econbiz.de/10009669625
Saved in:
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