Junna Bi

Publication Activity (10 Years)

Years Active: 2011-2022
Publications (10 Years): 8

Top Topics

Optimal Portfolio

Partial Information

Investment Strategies

Top Venues

RAIRO Oper. Res.

Ann. Oper. Res.

Math. Methods Oper. Res.

J. Optim. Theory Appl.

Publications

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) (2022)
Junna Bi, Jun Cai, Yan Zeng
Equilibrium reinsurance-investment strategies with partial information and common shock dependence. Ann. Oper. Res. 307 (1) (2021)
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) (2021)
Junna Bi, Kailing Chen
Optimal investment-reinsurance problems with common shock dependent risks under two kinds of premium principles. RAIRO Oper. Res. 53 (1) (2019)
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) (2019)
Junna Bi, Hanqing Jin, Qingbin Meng
Behavioral mean-variance portfolio selection. Eur. J. Oper. Res. 271 (2) (2018)
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) (2016)
Junna Bi, Qingbin Meng
Optimal investment with transaction costs and dividends for an insurer. RAIRO Oper. Res. 50 (4-5) (2016)
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) (2014)
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) (2013)
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) (2011)