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.

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.

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.

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.