Jun-na Bi

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
https://portal.mardi4nfdi.de/entity/Q6184744	2024-01-29	Paper
Behavioral mean-risk portfolio selection in continuous time via quantile	2023-07-11	Paper
On the dividends of the risk model with Markovian barrier	2022-05-18	Paper
Equilibrium reinsurance-investment strategy with a common shock under two kinds of premium principles	2022-02-21	Paper
Equilibrium reinsurance-investment strategies with partial information and common shock dependence	2022-01-24	Paper
Alpha-robust mean-variance investment strategy for DC pension plan with uncertainty about jump-diffusion risk	2021-07-27	Paper
https://portal.mardi4nfdi.de/entity/Q5142781	2021-01-14	Paper
Optimal mean-variance investment/reinsurance with common shock in a regime-switching market	2019-09-19	Paper
Optimal investment-reinsurance problems with common shock dependent risks under two kinds of premium principles	2019-06-07	Paper
Optimal investment-reinsurance strategies with state dependent risk aversion and VaR constraints in correlated markets	2019-03-28	Paper
Behavioral mean-variance portfolio selection	2018-07-25	Paper
On optimal proportional reinsurance and investment in a hidden Markov financial market	2017-04-21	Paper
Optimal investment with transaction costs and dividends for an insurer	2017-01-12	Paper
Optimal mean-variance investment and reinsurance problems for the risk model with common shock dependence	2016-12-13	Paper
Optimal mean-variance reinsurance and investment in a jump-diffusion financial market with common shock dependence	2016-10-20	Paper
A first-order limit law for functionals of two independent fractional Brownian motions in the critical case	2016-10-11	Paper
Dynamic mean-variance and optimal reinsurance problems under the no-bankruptcy constraint for an insurer	2014-05-08	Paper
Optimal mean-variance problem with constrained controls in a jump-diffusion financial market for an insurer	2013-06-14	Paper
https://portal.mardi4nfdi.de/entity/Q2887459	2012-06-01	Paper
The Markov-modulated mean-variance problem for an insurer	2012-01-27	Paper
Hedging unit-linked life insurance contracts in a financial market driven by shot-noise processes	2011-11-26	Paper
Optimal multi-asset investment with no-shorting constraint under mean-variance criterion for an insurer	2011-11-17	Paper
Optimal Investment for an Insurer with Multiple Risky Assets Under Mean-Variance Criterion	2008-11-10	Paper

Research outcomes over time

Doctoral students

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