Concepedia
Statistics
Publications
10
Citations
397
H-Index
Active since
2012
Affiliations
East China Normal University(Current)
Nanjing Normal University
Renmin University of China
University of Waterloo
University of Hong Kong
Junna Bi is an author at East China Normal University specializing in business, financial economics, and risk theory.
Publications per year
2012–2021
Optimal Mean-Variance Problem with Constrained Controls in a Jump-Diffusion Financial Market for an Insurer
Junna Bi, Junyi Guo · Journal of Optimization Theory and Applications · 2012 · 64 citations
Business, Finance, Insurance +16
Optimal investment–reinsurance strategies with state dependent risk aversion and VaR constraints in correlated markets
Junna Bi, Jun Cai · Insurance Mathematics and Economics · 2018 · 61 citations · Full text
Business, Finance, Risk Management +16
Dynamic mean-variance and optimal reinsurance problems under the no-bankruptcy constraint for an insurer
Junna Bi, Qingbin Meng, Yongji Zhang · Annals of Operations Research · 2013 · 55 citations
Business, Insurance, Risk Management +15
Optimal mean–variance reinsurance and investment in a jump-diffusion financial market with common shock dependence
Zhibin Liang, Junna Bi, Kam Chuen Yuen et al. · Mathematical Methods of Operations Research · 2016 · 53 citations
Optimal mean–variance investment and reinsurance problems for the risk model with common shock dependence
Junna Bi, Zhibin Liang, Fangjun Xu · Insurance Mathematics and Economics · 2016 · 47 citations
Business, Finance, Risk Management +13
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