池义春 |
2009年北京大学博士毕业后，加入中国精算研究院科研团队，历任助理研究员、副研究员和研究员；主要从事精算学和风险管理领域的研究工作，主持过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，金融数学杂志Finance and Stochastics，运筹学杂志European Journal of Operational Research等期刊上发表了三十多篇学术论文；2012年荣获北美非寿险精算协会Charles A. Hachemeister奖，2018年入选中央财经大学首届青年龙马学者项目，2023年被评为中央财经大学龙马特聘教授；积极参加社会服务，目前是中国现场统计研究会风险管理与精算分会常务理事、中国保险学会智库专家库专家，还曾担任保险学院、中国精算研究院副院长等行政职务。 |
- 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
风险理论、最优再保险设计、变额年金定价等
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.
2024.1---2027.12 国家自然科学基金面上项目(No. 12371479).
2023.1---2025.12教育部人文社科重点研究基地重大课题（No. 22JJD790090）
2020.1---2023.12 国家自然科学基金面上项目(No. 11971505).
2016.11---2020.8教育部人文社科重点研究基地重大课题（No. 16JJD790061）.
2015.1---2018.12 国家自然科学基金面上项目(No. 11471345).
2012 CHARLES A. HACHEMEISTER PRIZE (shared with Ken Seng Tan), 北美非寿险精算协会(Casualty Actuarial Society).
2011.1---2013.12 国家自然科学基金青年项目(No. 11001283).
