Junna Bi

Management Science and Operations Research · 2016–2019

A researcher in the Science corpus: 2 papers; trusts 7 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Junna Bi trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Zhibin Liang
  2. Yongwu Li
  3. Kam Chuen Yuen
  4. Zhongfei Li
  5. Yan Zeng
  6. Hanspeter Schmidli
  7. Ka Fai Cedric Yiu
  8. Hailiang Yang
  9. Tomas Björk

Papers from Junna Bi's perspective

Ordered by how strongly the researchers Junna Bi trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Optimal time-consistent investment and reinsurance policies for mean-variance insurers
  2. Optimal time-consistent investment and reinsurance strategies for mean–variance insurers with state dependent risk aversion
  3. On minimizing the ruin probability by investment and reinsurance
  4. Optimal dynamic reinsurance with dependent risks: variance premium principle
  5. Optimal portfolios under a value-at-risk constraint
  6. Portfolio Selection
  7. Optimal investment for insurer with jump-diffusion risk process
  8. Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process
  9. Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework
  10. Optimal time-consistent investment and reinsurance strategies for insurers under Heston’s SV model

Their papers