Junna Bi

11 papers Journal 11
YearRankTypeTitle / Venue / Authors
2022 J jnl
Equilibrium reinsurance-investment strategy with a common shock under two kinds of premium principles.
RAIRO Oper. Res.
Junna Bi, Danping Li, Nan Zhang
2021 J jnl
Alpha-robust mean-variance investment strategy for DC pension plan with uncertainty about jump-diffusion risk.
RAIRO Oper. Res.
Danping Li, Junna Bi, Mengcong Hu
2021 J jnl
Equilibrium reinsurance-investment strategies with partial information and common shock dependence.
Ann. Oper. Res.
Junna Bi, Jun Cai, Yan Zeng
2019 J jnl
Optimal investment-reinsurance problems with common shock dependent risks under two kinds of premium principles.
RAIRO Oper. Res.
Junna Bi, Kailing Chen
2019 J jnl
Optimal mean-variance investment/reinsurance with common shock in a regime-switching market.
Math. Methods Oper. Res.
Junna Bi, Zhibin Liang, Kam Chuen Yuen
2018 J jnl
Behavioral mean-variance portfolio selection.
Eur. J. Oper. Res.
Junna Bi, Hanqing Jin, Qingbin Meng
2016 J jnl
Optimal investment with transaction costs and dividends for an insurer.
RAIRO Oper. Res.
Junna Bi, Qingbin Meng
2016 J jnl
Optimal mean-variance reinsurance and investment in a jump-diffusion financial market with common shock dependence.
Math. Methods Oper. Res.
Zhibin Liang, Junna Bi, Kam Chuen Yuen, Caibin Zhang
2014 J jnl
Dynamic mean-variance and optimal reinsurance problems under the no-bankruptcy constraint for an insurer.
Ann. Oper. Res.
Junna Bi, Qingbin Meng, Yongji Zhang
2013 J jnl
Optimal Mean-Variance Problem with Constrained Controls in a Jump-Diffusion Financial Market for an Insurer.
J. Optim. Theory Appl.
Junna Bi, Junyi Guo
2011 J jnl
Optimal multi-asset investment with no-shorting constraint under mean-variance criterion for an insurer.
J. Syst. Sci. Complex.
Junna Bi, Junyi Guo, Lihua Bai