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)

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)

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)

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)

Optimal investment with transaction costs and dividends for an insurer. - Junna Bi; Qingbin Meng (RAIRO Oper. Res., 2016)

Behavioral mean-variance portfolio selection. - Junna Bi; Hanqing Jin; Qingbin Meng (Eur. J. Oper. Res., 2018)

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)

Optimal investment-reinsurance problems with common shock dependent risks under two kinds of premium principles. - Junna Bi; Kailing Chen (RAIRO Oper. Res., 2019)

Equilibrium reinsurance-investment strategies with partial information and common shock dependence. - Junna Bi; Jun Cai; Yan Zeng (Ann. Oper. Res., 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 strategy with a common shock under two kinds of premium principles. - Junna Bi; Danping Li; Nan Zhang (RAIRO Oper. Res., 2022)