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Optimal Reinsurance Analysis from a Crop Insurer's Perspective

Porth, Lysa; Ken Seng Tan; Weng, Chengguo - 2014

Purpose - The primary objective of this paper is to analyze the optimal reinsurance contract structure from the crop insurer’s perspective. Design/Methodology/Approach - A very powerful and flexible empirical-based reinsurance model is used to analyze the optimal form of the reinsurance...

Persistent link: https://www.econbiz.de/10014146213

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

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

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

Variance insurance contracts

Chi, Yichun; Zhou, Xun Yu; Zhuang, Sheng Chao - In: Insurance : mathematics and economics 115 (2024), pp. 62-82

Persistent link: https://www.econbiz.de/10015066729

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

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

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

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/10009517624

Optimal reinsurance with general premium principles

Chi, Yichun; Ken Seng Tan - In: Insurance / Mathematics & economics 52 (2013) 2, pp. 180-189

Persistent link: https://www.econbiz.de/10009736117

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