Jingyi Cao

York University

4700 Keele Street

Toronto, M3J 1P3

Canada

SCHOLARLY PAPERS

9

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669

TOTAL CITATIONS
Rank 48,837

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Top 48,837

in Total Papers Citations

6

Scholarly Papers (9)

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1.

Stackelberg Differential Game for Insurance Under Model Ambiguity

Number of pages: 31 Posted: 29 Dec 2021
Jingyi Cao, Dongchen Li, V.R. Young and Bin Zou
York University, York University, University of Michigan at Ann Arbor - Department of Mathematics and University of Connecticut - Department of Mathematics
Downloads 124 (490,255)

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Stackelberg differential game, Insurance, Ambiguity, Mean-variance premium principle, Random time horizon

2.

Optimal Loss Reporting in Continuous Time with Full Insurance

Number of pages: 36 Posted: 22 May 2024 Last Revised: 06 Feb 2025
Jingyi Cao, Dongchen Li, V.R. Young and Bin Zou
York University, York University, University of Michigan at Ann Arbor - Department of Mathematics and University of Connecticut - Department of Mathematics
Downloads 93 (603,334)

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Barrier strategy, bonus-malus system, exponential utility, moral hazard

3.

Reinsurance Games with Two Reinsurers: Tree Versus Chain

European Journal of Operational Research, Forthcoming; https://doi.org/10.1016/j.ejor.2023.04.005
Number of pages: 37 Posted: 03 May 2023
Jingyi Cao, Dongchen Li, V.R. Young and Bin Zou
York University, York University, University of Michigan at Ann Arbor - Department of Mathematics and University of Connecticut - Department of Mathematics
Downloads 92 (607,389)

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Game theory, Stackelberg differential game, non-cooperative Nash game, Optimal reinsurance, Ambiguity

4.

Stackelberg Reinsurance Chain Under Model Ambiguity

Scandinavian Actuarial Journal, Forthcoming
Number of pages: 34 Posted: 25 Aug 2022 Last Revised: 15 Mar 2024
Jingyi Cao, Dongchen Li, V.R. Young and Bin Zou
York University, York University, University of Michigan at Ann Arbor - Department of Mathematics and University of Connecticut - Department of Mathematics
Downloads 86 (633,256)
Citation 3

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Knightian uncertainty, Ambiguity, mean-variance premium principle, Stackelberg differential game, Reinsurance

5.

Co-opetition in Reinsurance Markets: When Pareto Meets Stackelberg and Nash

Number of pages: 32 Posted: 11 Feb 2025
Jingyi Cao, Dongchen Li, V.R. Young and Bin Zou
York University, York University, University of Michigan at Ann Arbor - Department of Mathematics and University of Connecticut - Department of Mathematics
Downloads 82 (651,453)

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Co-opetition, Risk sharing, Pareto optimality, Stackelberg reinsurance game, Nash equilibrium

6.

Stackelberg Differential Game for Insurance under Model Ambiguity: General Divergence

Accepted for publication in Scandinavian Actuarial Journal
Number of pages: 37 Posted: 18 Nov 2022
Jingyi Cao, Dongchen Li, V.R. Young and Bin Zou
York University, York University, University of Michigan at Ann Arbor - Department of Mathematics and University of Connecticut - Department of Mathematics
Downloads 57 (792,432)

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Stackelberg differential game, Insurance, Ambiguity, Expected-value premium principle, Random time horizon

7.

Equilibrium Loss Reporting for a Risk-Averse Insured of Deductible Insurance

Number of pages: 24 Posted: 23 Aug 2023
Jingyi Cao, Dongchen Li, V.R. Young and Bin Zou
York University, York University, University of Michigan at Ann Arbor - Department of Mathematics and University of Connecticut - Department of Mathematics
Downloads 53 (821,299)

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moral hazard, underreporting losses, deductible insurance, bonus-malus system, Nash equilibrium

8.

Optimal Insurance to Maximize Exponential Utility When Premium is Computed by a Convex Functional

Forthcoming in SIAM Journal on Financial Mathematics
Number of pages: 12 Posted: 13 Feb 2024
Jingyi Cao, Dongchen Li, V.R. Young and Bin Zou
York University, York University, University of Michigan at Ann Arbor - Department of Mathematics and University of Connecticut - Department of Mathematics
Downloads 48 (860,270)
Citation 2

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Optimal insurance, numerical algorithm, convex premium functional

9.

Continuous-Time Optimal Reporting with Full Insurance under the Mean-Variance Criterion

Insurance: Mathematics and Economics
Number of pages: 31 Posted: 20 Dec 2024
Jingyi Cao, Dongchen Li, V.R. Young and Bin Zou
York University, York University, University of Michigan at Ann Arbor - Department of Mathematics and University of Connecticut - Department of Mathematics
Downloads 34 (990,364)
Citation 1

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JEL classification: C61, G22 barrier strategies, insurance, loss reporting, mean-variance,