池义春-中国精算研究院

首页 > 师资队伍 > 科研团队 > 科研人员 > 研究员教授 > 池义春

池义春

中央财经大学龙马特聘教授，博士生导师。2009年博士毕业于北京大学，在加拿大多伦多大学做过一年的博士后研究，为加拿大滑铁卢大学访问教授，2015年在中央财经大学破格晋升为研究员。现主要从事精算学和风险管理理论研究，先后主持四项国家自然科学基金项目和两项教育部人文社科重点研究基地重大课题，在国际著名的精算学杂志ASTIN Bulletin、Insurance: Mathematics and Economics、North American Actuarial Journal、Scandinavian Actuarial Journal，经济学期刊Economic Theory、Journal of Economic Behavior and Organization，金融数学杂志 Finance and Stochastics 和运筹学杂志 European Journal of Operational Research 等发表学术论文近四十篇，荣获2012年北美非寿险精算协会的Charles A. Hachemeister 奖，2018年入选中央财经大学首届青年龙马学者项目。目前担任中国现场统计研究会风险管理与精算分会副理事长、中国工业与应用数学学会金融数学与工程和精算保险专业委员会副主任、中国保险学会智库专家库专家等。

主要研究方向: 精算学和风险管理

教育背景
主要研究方向
公开发表的论文
科研项目及获奖情况
主要专著和教材

2007年9月-2008年12月多伦多大学精算学联合培养博士生

2004年9月-2009年7月北京大学应用数学博士

2000年9月-2004年7月中国人民大学数学与应用数学学士

Y. Chi, Y. Huang, S.C. Zhuang (2026). The demand for insurance with ambiguous recovery rate. Insurance: Mathematics and Economics 127, 103209.

T. Boonen, Y. Chi(2026). Asymmetric Nash insurance bargaining between risk averse parties. ASTIN Bulletin 56(1), 243-269.

Y. Chi, R. Peter, W. Wei (2025). On the optimality of straight deductibles under smooth ambiguity aversion. Journal of Economic Behavior and Organization 234, 107001.

Y. Chi, T. Hu, Z. Zhao, J. Zheng (2024). Optimal insurance design under asymmetric Nash bargaining. Insurance: Mathematics and Economics 119, 194-209.

Y. Chi, X.Y. Zhou, S.C. Zhuang (2024). Variance insurance contracts. Insurance: Mathematics and Economics 115, 62-82.

Y. Chi, Y. Huang, K.S. Tan (2024). An insurer’s optimal strategy towards a new independentbusiness. Scandinavian Actuarial Journal 1, 89-107.

Y. Chi, T. Hu, Y.Huang (2023). Optimal risk management with reinsurance and its counterpartyrisk hedging. Insurance: Mathematics and Economics 113, 274-292.

Y. Chi, Z.Q. Xu, S.C. Zhuang (2022). Distributionally robust goal-reaching optimization in the presence of background risk. North American Actuarial Journal 26(3), 351-382.

Y. Chi, J. Zheng, S.C. Zhuang (2022). S-shaped narrow framing, skewness and the demand for insurance. Insurance: Mathematics and Economics 105, 279-292.

Y. Chi, S.C. Zhuang (2022). Regret-based optimal insurance design. Insurance: Mathematics and Economics 102, 22-41.

Y. Chi, F.D. Liu (2021). Enhancing an insurer's expected value by reinsurance and external financing. Insurance: Mathematics and Economics 101(B), 466-484.

A.V. Asimit, T.J. Boonen, Y. Chi, W.F. Chong (2021). Risk sharing with multiple indemnity environments. European Journal of Operational Research 295，587-603.

Y. Chi, K.S. Tan (2021). Optimal incentive-compatible insurance with background risk. ASTIN Bulletin 51(2), 661-688.

J. Cai, Y. Chi (2020). Optimal reinsurance designs based on risk measures: A review. Statistical Theory and Related Fields 4(1), 1-13.

Y. Chi, W. Wei (2020). Optimal insurance with background risk: An analysis of general dependence structures. Finance and Stochastics 24(4), 903-937.

Y. Chi, S.C. Zhuang (2020). Optimal insurance with belief heterogeneity and incentive compatibility. Insurance: Mathematics and Economics 92, 104-114.

Y. Chi, K.S. Tan, S.C. Zhuang (2020). A Bowley solution with limited ceded risk for a monopolistic reinsurer. Insurance: Mathematics and Economics 91, 188-201.

Y. Chi (2019). On the optimality of astraight deductible under belief heterogeneity. ASTIN Bulletin 49(1),243-262.

Y. Chi (2018). Insurance choice under thirddegree stochastic dominance. Insurance: Mathematics and Economics 83,198-205.

Y. Chi, W. Wei (2018). Optimum insurance contracts with background risk and higher-order risk attitudes. ASTIN Bulletin 48(3), 1025-1047.

Y. Chi, F.D. Liu (2017). Optimal insurance design in the presence of exclusion clauses. Insurance: Mathematics and Economics 76,185-195.

Y. Chi, X.S. Lin, K.S. Tan (2017). Optimal reinsurance under the risk-adjusted value of an insurer's liability and an economic reinsurance premium principle. North American Actuarial Journal 21(3), 417-432.

Y. Chi, M. Zhou (2017). Optimal reinsurance design: A mean-variance approach. North American Actuarial Journal 21(1), 1-14.

X. Chen, Y. Chi, K.S. Tan (2016). The design of an optimal retrospective rating plan. ASTIN Bulletin 46(1), 141-163.

V. Asimit, Y. Chi, J. Hu (2015). Optimal non-life reinsurance under Solvency II Regime. Insurance: Mathematics and Economics 65, 227-237.

Y. Zhu, Y. Chi, C. Weng(2014). Multivariate reinsurance designs for minimizing an insurer's capital requirement. Insurance: Mathematics and Economics 59, 144-155.

Y. Chi, H. Meng (2014). Optimal reinsurance arrangements in the presence of two reinsurers. Scandinavian Actuarial Journal 5, 424-438.

Y. Chi, X.S. Lin (2014). Optimal reinsurance with limited ceded risk: a stochastic dominance approach. ASTIN Bulletin 44(1), 103-126.

Y. Chi, C. Weng (2013). Optimal reinsurance subject to Vajda condition. Insurance: Mathematics and Economics 53(1), 179–189.

Y. Chi, K.S. Tan (2013). Optimal reinsurance with general premium principles. Insurance: Mathematics and Economics 52(2), 180-189.

Y. Chi(2012). Reinsurance arrangements minimizing the risk-adjusted value of an insurer's liability. ASTIN Bulletin 42(2), 529-557.

Y. Chi, X.S. Lin (2012). Are flexible premium variable annuities underpriced? ASTIN Bulletin 42(2), 559-574.

Y. Chi (2012). Optimal reinsurance under variance related premium principles. Insurance: Mathematics and Economics 51(2), 310-321.

Y. Chi, K.S. Tan (2011). Optimal reinsurance under VaR and CVaR risk measures: a simplified approach. ASTIN Bulletin, 41(2), 487-509.

Y. Chi, X.S. Lin (2011). On the threshold dividend strategy for a generalized jump-diffusion risk model. Insurance: Mathematics and Economics 48(3), 326-337.

Y. Chi (2010). Analysis of expected discounted penalty function for a general jump diffusion risk model and applications in finance. Insurance: Mathematics and Economics 46(2), 385-396.

Y. Chi, S. Jaimungal, X.S. Lin (2010). An insurance risk model with stochastic volatility. Insurance: Mathematics and Economics 46(1), 52-66.

Y. Chi, J. Yang, Y. Qi (2009). Decomposition of a Schur-constant model and its applications. Insurance: Mathematics and Economics 44(3), 398-408.

师资队伍

学术链接|Academic Links