std::complex - conversion from 'int' to non-scalar type

I would like to know how I should define the class my_int so that the cast from int to std::complex< my_int > is done by the compiler instead of manually by me. The following program does not compile if 4 is not casted to "my_int"

// Example program
#include <iostream>
#include <string>
#include <complex>

struct my_int
{
    my_int() : _i(0) {}
    my_int(const my_int& mi) : _i(mi._i) {}

    my_int(int i) : _i(i) {}
    operator int(){return _i;}

    int _i;
};

std::ostream& operator<<(std::ostream& os, const my_int& mi)
{
    os << mi._i;
    return os;
}

int main()
{
  std::complex<my_int> ci = 4; // Casting 4 to my_int works

  std::cout << ci;
}

I know that if you initialize ci with std::complex ci(4) it works, but I want it to work with copy initialization;