Yichun Chi

Central University of Finance and Economics (CUFE)

39 South College Road

Haidian District

Beijing, Beijing 100081

China

SCHOLARLY PAPERS

2

DOWNLOADS

79

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

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 University of Illinois at Urbana-Champaign - Department of Mathematics
Downloads 63 (412,873)

Abstract:

Loading...

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 16 (643,102)

Abstract:

Loading...

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