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~person:"Chi, Yichun"
~subject:"Portfolio-Management"
~subject:"Risikomodell"
~subject:"Theorie"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"Reinsurance"
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Portfolio-Management
Risikomodell
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Reinsurance
10
Rückversicherung
10
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10
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5
Risk management
5
Risikomaß
4
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4
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4
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3
Portfolio selection
3
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3
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3
Layer reinsurance
2
two-layer reinsurance
2
Bowley solution
1
Cost of capital
1
Counterparty risk
1
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1
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1
Demand for reinsurance
1
Derivat
1
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Downside risk
1
EU-Versicherungsrecht
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European insurance law
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Insurance
1
Insurer's value
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Lagrangian multiplier method
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Aufsatz in Zeitschrift
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10
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Chi, Yichun
Liang, Zhibin
13
Zeng, Yan
12
Yang, Hailiang
11
Cai, Jun
10
Tan, Ken Seng
10
Boonen, Tim J.
9
Cheung, Ka Chun
8
Guan, Guohui
8
Li, Danping
8
Yuen, Kam Chuen
8
Zhuo, Jin
8
Balbás de la Corte, Alejandro
7
Li, Zhongfei
7
Shen, Yang
7
Young, Virginia R.
7
Zhou, Ming
7
Balbás, Beatriz
6
Gu, Ailing
6
Liang, Zongxia
6
Weng, Chengguo
6
Zhuang, Sheng Chao
6
Bi, Junna
5
Bäuerle, Nicole
5
Froot, Kenneth
5
Heras, Antonio
5
Liu, Fangda
5
Meng, Hui
5
Taksar, Michael I.
5
Viens, Frederi G.
5
Yam, Sheung Chi Phillip
5
Yao, Dingjun
5
Zhang, Yiying
5
Zhao, Hui
5
Balbás, Raquel
4
Gosio, Cristina
4
Graumann, Mathias
4
Hu, Duni
4
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4
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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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