Yichun Chi

Central University of Finance and Economics (CUFE)

39 South College Road

Haidian District

Beijing, Beijing 100081

China

SCHOLARLY PAPERS

3

DOWNLOADS

111

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Risk Sharing with Multiple Indemnity Environments

European Journal of Operational Research, forthcoming
Number of pages: 41 Posted: 25 Jun 2020 Last Revised: 08 Mar 2021
Cass Business School, City, University of London, University of Amsterdam, Central University of Finance and Economics (CUFE) and Heriot-Watt University - Department of Actuarial Mathematics and Statistics
Downloads 67 (478,080)

Abstract:

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Risk management, Optimal insurance, Multiple risk environments, Value-at-Risk, Tail Value-at-Risk, Heterogeneous beliefs, Environment-specific layer indemnities

2.

Variance Contracts

Number of pages: 42 Posted: 27 Aug 2020
Yichun Chi, Xun Yu Zhou and Sheng Chao Zhuang
Central University of Finance and Economics (CUFE), Columbia University - Department of Industrial Engineering and Operations Research (IEOR) and University of Nebraska Lincoln
Downloads 24 (703,523)
Citation 1

Abstract:

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insurance design; expected value principle; variance; incentive compatibility; comparative statics

3.

Revisiting Optimal Insurance Design Under Smooth Ambiguity Aversion

Number of pages: 44 Posted: 25 Jul 2022
Yichun Chi, Richard Peter and Wei Wei
Central University of Finance and Economics (CUFE), University of Iowa and University of Wisconsin - Milwaukee
Downloads 20 (735,866)

Abstract:

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insurance design, risk sharing, ambiguity, deductible, no-sabotage condition, comparative statics