Junna Bi

According to our database, Junna Bi authored at least 11 papers between 2011 and 2022.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2022

Equilibrium reinsurance-investment strategy with a common shock under two kinds of premium principles.

Junna Bi, Danping Li, Nan Zhang

RAIRO Oper. Res., 2022

2021

Alpha-robust mean-variance investment strategy for DC pension plan with uncertainty about jump-diffusion risk.

Danping Li, Junna Bi, Mengcong Hu

RAIRO Oper. Res., 2021

Equilibrium reinsurance-investment strategies with partial information and common shock dependence.

Junna Bi, Jun Cai, Yan Zeng

Ann. Oper. Res., 2021

2019

Optimal investment-reinsurance problems with common shock dependent risks under two kinds of premium principles.

Junna Bi, Kailing Chen

RAIRO Oper. Res., 2019

Optimal mean-variance investment/reinsurance with common shock in a regime-switching market.

Junna Bi, Zhibin Liang, Kam Chuen Yuen

Math. Methods Oper. Res., 2019

2018

Behavioral mean-variance portfolio selection.

Junna Bi, Hanqing Jin, Qingbin Meng

Eur. J. Oper. Res., 2018

2016

Optimal investment with transaction costs and dividends for an insurer.

Junna Bi, Qingbin Meng

RAIRO Oper. Res., 2016

Optimal mean-variance reinsurance and investment in a jump-diffusion financial market with common shock dependence.

Zhibin Liang, Junna Bi, Kam Chuen Yuen, Caibin Zhang

Math. Methods Oper. Res., 2016

2014

Dynamic mean-variance and optimal reinsurance problems under the no-bankruptcy constraint for an insurer.

Junna Bi, Qingbin Meng, Yongji Zhang

Ann. Oper. Res., 2014

2013

Optimal Mean-Variance Problem with Constrained Controls in a Jump-Diffusion Financial Market for an Insurer.

Junna Bi, Junyi Guo

J. Optim. Theory Appl., 2013

2011

Optimal multi-asset investment with no-shorting constraint under mean-variance criterion for an insurer.

Junna Bi, Junyi Guo, Lihua Bai

J. Syst. Sci. Complex., 2011