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Junna Bi
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Journal Articles
- 2022
- [j11]Junna Bi, Danping Li, Nan Zhang:
Equilibrium reinsurance-investment strategy with a common shock under two kinds of premium principles. RAIRO Oper. Res. 56(1): 1-22 (2022) - 2021
- [j10]Junna Bi, Jun Cai, Yan Zeng:
Equilibrium reinsurance-investment strategies with partial information and common shock dependence. Ann. Oper. Res. 307(1): 1-24 (2021) - [j9]Danping Li, Junna Bi, Mengcong Hu:
Alpha-robust mean-variance investment strategy for DC pension plan with uncertainty about jump-diffusion risk. RAIRO Oper. Res. 55(Supplement): S2983-S2997 (2021) - 2019
- [j8]Junna Bi, Zhibin Liang, Kam Chuen Yuen:
Optimal mean-variance investment/reinsurance with common shock in a regime-switching market. Math. Methods Oper. Res. 90(1): 109-135 (2019) - [j7]Junna Bi, Kailing Chen:
Optimal investment-reinsurance problems with common shock dependent risks under two kinds of premium principles. RAIRO Oper. Res. 53(1): 179-206 (2019) - 2018
- [j6]Junna Bi, Hanqing Jin, Qingbin Meng:
Behavioral mean-variance portfolio selection. Eur. J. Oper. Res. 271(2): 644-663 (2018) - 2016
- [j5]Zhibin Liang, Junna Bi, Kam Chuen Yuen, Caibin Zhang:
Optimal mean-variance reinsurance and investment in a jump-diffusion financial market with common shock dependence. Math. Methods Oper. Res. 84(1): 155-181 (2016) - [j4]Junna Bi, Qingbin Meng:
Optimal investment with transaction costs and dividends for an insurer. RAIRO Oper. Res. 50(4-5): 845-855 (2016) - 2014
- [j3]Junna Bi, Qingbin Meng, Yongji Zhang:
Dynamic mean-variance and optimal reinsurance problems under the no-bankruptcy constraint for an insurer. Ann. Oper. Res. 212(1): 43-59 (2014) - 2013
- [j2]Junna Bi, Junyi Guo:
Optimal Mean-Variance Problem with Constrained Controls in a Jump-Diffusion Financial Market for an Insurer. J. Optim. Theory Appl. 157(1): 252-275 (2013) - 2011
- [j1]Junna Bi, Junyi Guo, Lihua Bai:
Optimal multi-asset investment with no-shorting constraint under mean-variance criterion for an insurer. J. Syst. Sci. Complex. 24(2): 291-307 (2011)
Coauthor Index
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