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Author ID: bi.junna Recent zbMATH articles by "Bi, Junna"
Published as: Bi, Junna; Bi, Jun-na
Documents Indexed: 22 Publications since 2008
Co-Authors: 18 Co-Authors with 21 Joint Publications
1,429 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

14 Publications have been cited 115 times in 90 Documents Cited by Year
Optimal mean-variance problem with constrained controls in a jump-diffusion financial market for an insurer. Zbl 1266.91093
Bi, Junna; Guo, Junyi
29
2013
Dynamic mean-variance and optimal reinsurance problems under the no-bankruptcy constraint for an insurer. Zbl 1291.91092
Bi, Junna; Meng, Qingbin; Zhang, Yongji
23
2014
Optimal mean-variance investment and reinsurance problems for the risk model with common shock dependence. Zbl 1371.91080
Bi, Junna; Liang, Zhibin; Xu, Fangjun
16
2016
Optimal mean-variance reinsurance and investment in a jump-diffusion financial market with common shock dependence. Zbl 1348.91165
Liang, Zhibin; Bi, Junna; Yuen, Kam Chuen; Zhang, Caibin
14
2016
Optimal investment-reinsurance strategies with state dependent risk aversion and VaR constraints in correlated markets. Zbl 1419.91349
Bi, Junna; Cai, Jun
11
2019
Behavioral mean-variance portfolio selection. Zbl 1403.91305
Bi, Junna; Jin, Hanqing; Meng, Qingbin
6
2018
Optimal multi-asset investment with no-shorting constraint under mean-variance criterion for an insurer. Zbl 1237.91123
Bi, Junna; Guo, Junyi; Bai, Lihua
5
2011
Optimal investment-reinsurance problems with common shock dependent risks under two kinds of premium principles. Zbl 1418.62373
Bi, Junna; Chen, Kailing
3
2019
Mean-semivariance portfolio selection under probability distortion. Zbl 1284.91512
Bi, J.; Zhong, Y.; Zhou, X. Y.
2
2013
A first-order limit law for functionals of two independent fractional Brownian motions in the critical case. Zbl 1348.60051
Bi, Junna; Xu, Fangjun
2
2016
Hedging unit-linked life insurance contracts in a financial market driven by shot-noise processes. Zbl 1226.91021
Bi, Junna; Guo, Junyi
1
2010
The Markov-modulated mean-variance problem for an insurer. Zbl 1240.91069
Wang, Wei; Bi, Junna
1
2011
Optimal investment for an insurer with multiple risky assets under mean-variance criterion. Zbl 1151.91483
Bi, Junna; Guo, Junyi
1
2008
Optimal mean-variance investment/reinsurance with common shock in a regime-switching market. Zbl 1429.62459
Bi, Junna; Liang, Zhibin; Yuen, Kam Chuen
1
2019
Optimal investment-reinsurance strategies with state dependent risk aversion and VaR constraints in correlated markets. Zbl 1419.91349
Bi, Junna; Cai, Jun
11
2019
Optimal investment-reinsurance problems with common shock dependent risks under two kinds of premium principles. Zbl 1418.62373
Bi, Junna; Chen, Kailing
3
2019
Optimal mean-variance investment/reinsurance with common shock in a regime-switching market. Zbl 1429.62459
Bi, Junna; Liang, Zhibin; Yuen, Kam Chuen
1
2019
Behavioral mean-variance portfolio selection. Zbl 1403.91305
Bi, Junna; Jin, Hanqing; Meng, Qingbin
6
2018
Optimal mean-variance investment and reinsurance problems for the risk model with common shock dependence. Zbl 1371.91080
Bi, Junna; Liang, Zhibin; Xu, Fangjun
16
2016
Optimal mean-variance reinsurance and investment in a jump-diffusion financial market with common shock dependence. Zbl 1348.91165
Liang, Zhibin; Bi, Junna; Yuen, Kam Chuen; Zhang, Caibin
14
2016
A first-order limit law for functionals of two independent fractional Brownian motions in the critical case. Zbl 1348.60051
Bi, Junna; Xu, Fangjun
2
2016
Dynamic mean-variance and optimal reinsurance problems under the no-bankruptcy constraint for an insurer. Zbl 1291.91092
Bi, Junna; Meng, Qingbin; Zhang, Yongji
23
2014
Optimal mean-variance problem with constrained controls in a jump-diffusion financial market for an insurer. Zbl 1266.91093
Bi, Junna; Guo, Junyi
29
2013
Mean-semivariance portfolio selection under probability distortion. Zbl 1284.91512
Bi, J.; Zhong, Y.; Zhou, X. Y.
2
2013
Optimal multi-asset investment with no-shorting constraint under mean-variance criterion for an insurer. Zbl 1237.91123
Bi, Junna; Guo, Junyi; Bai, Lihua
5
2011
The Markov-modulated mean-variance problem for an insurer. Zbl 1240.91069
Wang, Wei; Bi, Junna
1
2011
Hedging unit-linked life insurance contracts in a financial market driven by shot-noise processes. Zbl 1226.91021
Bi, Junna; Guo, Junyi
1
2010
Optimal investment for an insurer with multiple risky assets under mean-variance criterion. Zbl 1151.91483
Bi, Junna; Guo, Junyi
1
2008
all top 5

Cited by 125 Authors

12 Liang, Zhibin
9 Zeng, Yan
7 Li, Danping
7 Yuen, Kam Chuen
6 Zhang, Caibin
6 Zhao, Hui
5 Bi, Junna
5 Peng, Xingchun
5 Shen, Yang
4 Guo, Junyi
4 Han, Xia
4 Yang, Peng
3 Bai, Yanfei
3 Chen, Fenge
3 Chen, Ping
3 Gao, Rui
3 Qian, Linyi
3 Rong, Ximin
3 Sun, Zhongyang
3 Wang, Ning
3 Xiao, Helu
3 Yang, Xiangqun
3 Zhang, Yan
3 Zhao, Peibiao
3 Zhou, Jieming
3 Zhou, Zhongbao
2 Bäuerle, Nicole
2 Cai, Jun
2 Chen, Shumin
2 Chen, Zhiping
2 Dang, Duy Minh
2 Deng, Chao
2 Forsyth, Peter A.
2 Huang, Ya
2 Jin, Zhuo
2 Leimcke, Gregor
2 Li, Bin
2 Sun, Jingyun
2 Van Staden, Pieter M.
2 Wang, Wenyuan
2 Xu, Fangjun
2 Yam, Sheung Chi Phillip
2 Yang, Hailiang
2 Yao, Haixiang
2 Young, Virginia R.
2 Zhang, Nan
2 Zhong, Feimin
2 Zhu, Huiming
1 Chang, Hao
1 Chen, Lv
1 Chen, Shou
1 de Moura, A. B.
1 Eckert, Johanna
1 Fan, Shiqi
1 Fu, Ying Hui
1 Gatzert, Nadine
1 Golubin, A. Yu.
1 Gridin, V. N.
1 Gu, Ailing
1 Guan, Guohui
1 Harris, Richard D. F.
1 Hu, Duni
1 Hu, Yaxing
1 Hu, Yijun
1 Huang, Boray
1 Huang, Huei-Chuen
1 Kang, Zhilin
1 Keykhaei, Reza
1 Koch Medina, Pablo
1 Kou, Bingyu
1 Lai, Kinkeung
1 Landriault, David
1 Li, Dongchen
1 Li, Jiaao
1 Li, Sheng
1 Li, Shenghong
1 Li, Yin
1 Li, Zhongfei
1 Liang, Xiaoqing
1 Liu, Limin
1 Liu, Yanchu
1 Lu, Yi
1 Luo, Shangzhen
1 Mao, Xuerong
1 Mazibas, Murat
1 Mi, Hui
1 Ming, Zhiqin
1 Mitra, Sovan
1 Moreno-Bromberg, Santiago
1 Ng, Kien-Ming
1 Nualart, David
1 Pedersen, Jesper Lund
1 Peskir, Goran
1 Ravanelli, Claudia
1 Šikić, Mario
1 Siu, Tak Kuen
1 Song, Yazhi
1 Tao, Jian
1 Tian, Yingxu
1 Wang, Guojing
...and 25 more Authors

Citations by Year