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Optimal reinsurance subject to Vajda condition
Chi, Yichun; Weng, Chengguo - In: Insurance / Mathematics & economics 53 (2013) 1, pp. 179-189
Persistent link: https://www.econbiz.de/10010148978
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Asymptotic aspects of the Gerber–Shiu function in the renewal risk model using Wiener–Hopf factorization and convolution equivalence
Chi, Yichun; Jaimungal, Sebastian; Lin, X. Sheldon - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 19-32
Persistent link: https://www.econbiz.de/10008378698
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Is the Home Equity Conversion Mortgage in the United States sustainable? Evidence from pricing mortgage insurance premiums and non-recourse provisions using the conditional Esscher...
Chi, Yichun - In: Insurance / Mathematics & economics 46 (2010) 2, pp. 371-385
Persistent link: https://www.econbiz.de/10008391772
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Decomposition of a Schur-constant model and its applications
Chi, Yichun; Yang, Jingping; Qi, Yongcheng - In: Insurance / Mathematics & economics 44 (2009) 3, pp. 398-408
Persistent link: https://www.econbiz.de/10008244972
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Optimal reinsurance under variance related premium principles
Chi, Yichun - In: Insurance / Mathematics & economics 51 (2012) 2, pp. 310-322
Persistent link: https://www.econbiz.de/10010011613
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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/10010098495
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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. 326-338
Persistent link: https://www.econbiz.de/10008884580
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Decomposition of a Schur-constant model and its applications
Chi, Yichun; Yang, Jingping; Qi, Yongcheng - In: Insurance / Mathematics & economics 44 (2009) 3, pp. 398-409
Persistent link: https://www.econbiz.de/10008892110
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Reinsurance Arrangements Minimizing the Risk-Adjusted Value of an Insurer's Liability
CHI, Yichun - In: Astin bulletin : the journal of the International … 42 (2012) 2, pp. 529-557
Persistent link: https://www.econbiz.de/10010062587
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An application of the -power approximation in multiple life insurance
Yi, Zhang; Weng, Chengguo - In: Insurance / Mathematics & economics 38 (2006) 1, pp. 98-112
Persistent link: https://www.econbiz.de/10006872191