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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

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

Insurance Choice Under Third Degree Stochastic Dominance

Chi, Yichun - 2018

In this paper, we investigate the insurance choice of a risk-averse and prudent insured by assuming that the insurance premium is calculated by a general mean–variance principle. This general class of premium principles encompasses many widely used premium principles such as expected value,...

Persistent link: https://www.econbiz.de/10012936115