Concepedia
Statistics
Publications
7
Citations
244
H-Index
Active since
2005
Affiliations
Nankai University(Current)
University of Hong Kong
Junyi Guo is an author at Nankai University specializing in finance, business, and financial risk management.
Top concepts
FinanceBusinessAsset PricingFinancial Risk ManagementEconomicsInsuranceManagementEngineeringRisk ManagementFinancial Economics
Publications per year
2005–2017
On Ultimate Ruin in a Delayed-Claims Risk Model
Kam Chuen Yuen, Junyi Guo, Kai Wang Ng · Journal of Applied Probability · 2005 · 82 citations · Full text
Engineering, Financial Risk Management, Stochastic Analysis +16
Optimal dividend and equity issuance problem with proportional and fixed transaction costs
Xiaofan Peng, Mi Chen, Junyi Guo · Insurance Mathematics and Economics · 2012 · 38 citations
Payout Policy, Cost Allocation, Financial Economics +9
Optimal excess-of-loss reinsurance and dividend payments with both transaction costs and taxes
Lihua Bai, Junyi Guo, Huayue Zhang · Quantitative Finance · 2009 · 36 citations
Optimal combining quota-share and excess of loss reinsurance to maximize the expected utility
Zhibin Liang, Junyi Guo · Journal of Applied Mathematics and Computing · 2010 · 32 citations
Economics, Portfolio Optimization, Financial Risk Management +12
On a risk model with debit interest and dividend payments
Kam-Chuen Yuen, Ming Zhou, Junyi Guo · Statistics & Probability Letters · 2008 · 23 citations
Economics, Financial Economics, Asset Pricing +6
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