Edit Profile (opens in new tab) Bi, Junna Compute Distance To: Compute Author ID: 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 all top 5 Co-Authors 0 single-authored 5 Guo, Junyi 5 Meng, Qingbin 3 Liang, Zhibin 2 Cai, Jun 2 Li, Danping 2 Xu, Fangjun 2 Yuen, Kam Chuen 1 Bai, Lihua 1 Chen, Kailing 1 Hu, Mengcong 1 Jin, Hanqing 1 Li, Minhan 1 Wang, Wei 1 Zeng, Yan 1 Zhang, Caibin 1 Zhang, Nan 1 Zhang, Xin 1 Zhang, Yongji all top 5 Serials 4 RAIRO. Operations Research 2 Insurance Mathematics & Economics 2 Annals of Operations Research 2 Mathematical Methods of Operations Research 1 Journal of Optimization Theory and Applications 1 Acta Mathematicae Applicatae Sinica. English Series 1 Journal of Theoretical Probability 1 Communications in Statistics. Theory and Methods 1 European Journal of Operational Research 1 Applied Stochastic Models in Business and Industry 1 Journal of Systems Science and Complexity 1 Acta Mathematica Scientia. Series A. (Chinese Edition) 1 Acta Mathematica Scientia. Series B. (English Edition) 1 Stochastics 1 Acta Mathematica Sinica. Chinese Series all top 5 Fields 21 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 9 Systems theory; control (93-XX) 7 Statistics (62-XX) 4 Probability theory and stochastic processes (60-XX) 2 Operations research, mathematical programming (90-XX) 1 Measure and integration (28-XX) Publications by Year all cited Publications top 5 cited Publications 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 1266.91093Bi, Junna; Guo, Junyi 29 2013 Dynamic mean-variance and optimal reinsurance problems under the no-bankruptcy constraint for an insurer. Zbl 1291.91092Bi, Junna; Meng, Qingbin; Zhang, Yongji 23 2014 Optimal mean-variance investment and reinsurance problems for the risk model with common shock dependence. Zbl 1371.91080Bi, Junna; Liang, Zhibin; Xu, Fangjun 16 2016 Optimal mean-variance reinsurance and investment in a jump-diffusion financial market with common shock dependence. Zbl 1348.91165Liang, 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 1419.91349Bi, Junna; Cai, Jun 11 2019 Behavioral mean-variance portfolio selection. Zbl 1403.91305Bi, Junna; Jin, Hanqing; Meng, Qingbin 6 2018 Optimal multi-asset investment with no-shorting constraint under mean-variance criterion for an insurer. Zbl 1237.91123Bi, Junna; Guo, Junyi; Bai, Lihua 5 2011 Optimal investment-reinsurance problems with common shock dependent risks under two kinds of premium principles. Zbl 1418.62373Bi, Junna; Chen, Kailing 3 2019 Mean-semivariance portfolio selection under probability distortion. Zbl 1284.91512Bi, 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 1348.60051Bi, Junna; Xu, Fangjun 2 2016 Hedging unit-linked life insurance contracts in a financial market driven by shot-noise processes. Zbl 1226.91021Bi, Junna; Guo, Junyi 1 2010 The Markov-modulated mean-variance problem for an insurer. Zbl 1240.91069Wang, Wei; Bi, Junna 1 2011 Optimal investment for an insurer with multiple risky assets under mean-variance criterion. Zbl 1151.91483Bi, Junna; Guo, Junyi 1 2008 Optimal mean-variance investment/reinsurance with common shock in a regime-switching market. Zbl 1429.62459Bi, Junna; Liang, Zhibin; Yuen, Kam Chuen 1 2019 Optimal investment-reinsurance strategies with state dependent risk aversion and VaR constraints in correlated markets. Zbl 1419.91349Bi, Junna; Cai, Jun 11 2019 Optimal investment-reinsurance problems with common shock dependent risks under two kinds of premium principles. Zbl 1418.62373Bi, Junna; Chen, Kailing 3 2019 Optimal mean-variance investment/reinsurance with common shock in a regime-switching market. Zbl 1429.62459Bi, Junna; Liang, Zhibin; Yuen, Kam Chuen 1 2019 Behavioral mean-variance portfolio selection. Zbl 1403.91305Bi, Junna; Jin, Hanqing; Meng, Qingbin 6 2018 Optimal mean-variance investment and reinsurance problems for the risk model with common shock dependence. Zbl 1371.91080Bi, Junna; Liang, Zhibin; Xu, Fangjun 16 2016 Optimal mean-variance reinsurance and investment in a jump-diffusion financial market with common shock dependence. Zbl 1348.91165Liang, 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 1348.60051Bi, Junna; Xu, Fangjun 2 2016 Dynamic mean-variance and optimal reinsurance problems under the no-bankruptcy constraint for an insurer. Zbl 1291.91092Bi, Junna; Meng, Qingbin; Zhang, Yongji 23 2014 Optimal mean-variance problem with constrained controls in a jump-diffusion financial market for an insurer. Zbl 1266.91093Bi, Junna; Guo, Junyi 29 2013 Mean-semivariance portfolio selection under probability distortion. Zbl 1284.91512Bi, J.; Zhong, Y.; Zhou, X. Y. 2 2013 Optimal multi-asset investment with no-shorting constraint under mean-variance criterion for an insurer. Zbl 1237.91123Bi, Junna; Guo, Junyi; Bai, Lihua 5 2011 The Markov-modulated mean-variance problem for an insurer. Zbl 1240.91069Wang, Wei; Bi, Junna 1 2011 Hedging unit-linked life insurance contracts in a financial market driven by shot-noise processes. Zbl 1226.91021Bi, Junna; Guo, Junyi 1 2010 Optimal investment for an insurer with multiple risky assets under mean-variance criterion. Zbl 1151.91483Bi, Junna; Guo, Junyi 1 2008 all cited Publications top 5 cited Publications 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 all top 5 Cited in 33 Serials 22 Insurance Mathematics & Economics 7 Journal of Computational and Applied Mathematics 6 Communications in Statistics. Theory and Methods 6 European Journal of Operational Research 6 Scandinavian Actuarial Journal 6 Journal of Industrial and Management Optimization 4 Mathematical Methods of Operations Research 2 SIAM Journal on Control and Optimization 2 Optimization 2 Annals of Operations Research 2 Stochastic Processes and their Applications 2 Discrete Dynamics in Nature and Society 2 The ANZIAM Journal 2 Journal of Systems Science and Complexity 1 Computers & Mathematics with Applications 1 Journal of Mathematical Analysis and Applications 1 Chaos, Solitons and Fractals 1 Applied Mathematics and Optimization 1 Optimal Control Applications & Methods 1 Systems & Control Letters 1 Statistics & Probability Letters 1 Stochastic Analysis and Applications 1 Journal of Economic Dynamics & Control 1 Automation and Remote Control 1 Mathematical Problems in Engineering 1 International Journal of Theoretical and Applied Finance 1 RAIRO. Operations Research 1 Acta Mathematica Scientia. Series B. (English Edition) 1 ASTIN Bulletin 1 Journal of Applied Mathematics and Computing 1 SIAM Journal on Financial Mathematics 1 Statistics & Risk Modeling 1 Journal of Function Spaces all top 5 Cited in 10 Fields 85 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 43 Systems theory; control (93-XX) 27 Probability theory and stochastic processes (60-XX) 15 Statistics (62-XX) 7 Operations research, mathematical programming (90-XX) 3 Mathematics education (97-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 1 Partial differential equations (35-XX) 1 Integral transforms, operational calculus (44-XX) 1 Numerical analysis (65-XX) Citations by Year