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~isPartOf:"Insurance / Mathematics & economics"
~person:"Cheung, Ka Chun"
~person:"Chi, Yichun"
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Risikomanagement
7
Risk management
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Rückversicherung
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Cheung, Ka Chun
Chi, Yichun
Cossette, Hélène
7
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6
Dhaene, Jan
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Feng, Runhuan
5
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5
Laeven, Roger J. A.
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Ling, Chengxiu
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Chen Zhou
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Insurance / Mathematics & economics
European journal of operational research : EJOR
2
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ECONIS (ZBW)
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1
Optimal risk management with reinsurance and its counterparty risk hedging
Chi, Yichun
;
Hu, Tao
;
Huang, Yuxia
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 274-292
Persistent link: https://www.econbiz.de/10014466216
Saved in:
2
Enhancing an insurer's expected value by reinsurance and external financing
Chi, Yichun
;
Liu, Fangda
- In:
Insurance / Mathematics & economics
101
(
2021
)
2
,
pp. 466-484
Persistent link: https://www.econbiz.de/10012793937
Saved in:
3
Risk-adjusted Bowley reinsurance under distorted probabilities
Cheung, Ka Chun
;
Yam, Sheung Chi Phillip
;
Zhang, Yiying
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 64-72
Persistent link: https://www.econbiz.de/10012058684
Saved in:
4
Optimal non-life reinsurance under Solvency II regime
Asimit, Alexandru V.
;
Chi, Yichun
;
Hu, Junlei
- In:
Insurance / Mathematics & economics
65
(
2015
),
pp. 227-237
Persistent link: https://www.econbiz.de/10011428664
Saved in:
5
Reducing risk by merging counter-monotonic risks
Cheung, Ka Chun
;
Dhaene, Jan
;
Lo, Ambrose
;
Tang, Qihe
- In:
Insurance / Mathematics & economics
54
(
2014
),
pp. 58-65
Persistent link: https://www.econbiz.de/10010259677
Saved in:
6
Multivariate reinsurance designs for minimizing an insurer's capital requirement
Zhu, Yunzhou
;
Chi, Yichun
;
Weng, Chengguo
- In:
Insurance / Mathematics & economics
59
(
2014
),
pp. 144-155
Persistent link: https://www.econbiz.de/10010469146
Saved in:
7
Optimal reinsurance in the presence of counterparty default risk
Asimit, Alexandru V.
;
Badescu, Alexandru M.
;
Cheung, Ka Chun
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 690-697
Persistent link: https://www.econbiz.de/10010227904
Saved in:
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