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Optimal reinsurance under the...
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Tan, Ken Seng
117
Chi, Yichun
48
Lin, X. Sheldon
45
Porth, Lysa
28
Weng, Chengguo
28
Zhu, Wenjun
27
Zhuang, Sheng Chao
20
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11
Fung, Tsz Chai
11
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10
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9
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8
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7
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7
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6
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5
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3
Cong, Jianfa
3
Fang, Mingyu
3
Gan, Guojun
3
Hu, Tao
3
Huang, Yuxia
3
Kolkiewicz, Adam
3
Li, Johnny Siu-Hang
3
Li, Johnny Siu-hang
3
Lin, Yijia
3
Puspita, Dila
3
Tseung, Spark C.
3
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3
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3
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3
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Insurance / Mathematics & economics
37
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
16
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10
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7
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5
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3
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3
European journal of operational research : EJOR
3
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ECONIS (ZBW)
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1
The design of an optimal retrospective rating plan
Chen, Xinxiang
;
Chi, Yichun
;
Tan, Ken Seng
- In:
Astin bulletin : the journal of the International …
46
(
2016
)
1
,
pp. 141-163
Persistent link: https://www.econbiz.de/10011485141
Saved in:
2
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:
3
Optimal incentive-compatible insurance with background risk
Chi, Yichun
;
Tan, Ken Seng
- In:
ASTIN bulletin : the journal of the International …
51
(
2021
)
2
,
pp. 661-688
Persistent link: https://www.econbiz.de/10012523260
Saved in:
4
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:
5
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:
6
An insurance risk model with stochastic volatility
Chi, Yichun
;
Jaimungal, Sebastian
;
Lin, X. Sheldon
- In:
Insurance / Mathematics & economics
46
(
2010
)
1
,
pp. 52-66
Persistent link: https://www.econbiz.de/10003953303
Saved in:
7
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:
8
Analysis of the expected discounted penalty function for a general jump-diffusion risk model and applications in finance
Chi, Yichun
- In:
Insurance / Mathematics & economics
46
(
2010
)
2
,
pp. 385-396
Persistent link: https://www.econbiz.de/10003966601
Saved in:
9
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:
10
Insurance choice under third degree stochastic dominance
Chi, Yichun
- In:
Insurance / Mathematics & economics
83
(
2018
),
pp. 198-205
Persistent link: https://www.econbiz.de/10011944141
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