The following pages link to Jun-na Bi (Q523746):
Displaying 22 items.
- (Q325906) (redirect page) (← links)
- A first-order limit law for functionals of two independent fractional Brownian motions in the critical case (Q325908) (← links)
- Optimal mean-variance reinsurance and investment in a jump-diffusion financial market with common shock dependence (Q328530) (← links)
- On optimal proportional reinsurance and investment in a hidden Markov financial market (Q523747) (← links)
- Optimal multi-asset investment with no-shorting constraint under mean-variance criterion for an insurer (Q646755) (← links)
- The Markov-modulated mean-variance problem for an insurer (Q655877) (← links)
- Behavioral mean-variance portfolio selection (Q724154) (← links)
- Optimal investment-reinsurance strategies with state dependent risk aversion and VaR constraints in correlated markets (Q1735027) (← links)
- Optimal mean-variance problem with constrained controls in a jump-diffusion financial market for an insurer (Q1955571) (← links)
- Equilibrium reinsurance-investment strategies with partial information and common shock dependence (Q2070705) (← links)
- Optimal mean-variance investment/reinsurance with common shock in a regime-switching market (Q2274152) (← links)
- Dynamic mean-variance and optimal reinsurance problems under the no-bankruptcy constraint for an insurer (Q2449384) (← links)
- Optimal mean-variance investment and reinsurance problems for the risk model with common shock dependence (Q2520452) (← links)
- (Q2887459) (← links)
- Optimal investment with transaction costs and dividends for an insurer (Q2954353) (← links)
- Hedging unit-linked life insurance contracts in a financial market driven by shot-noise processes (Q3103170) (← links)
- Optimal Investment for an Insurer with Multiple Risky Assets Under Mean-Variance Criterion (Q3535267) (← links)
- Alpha-robust mean-variance investment strategy for DC pension plan with uncertainty about jump-diffusion risk (Q5002419) (← links)
- Equilibrium reinsurance-investment strategy with a common shock under two kinds of premium principles (Q5034781) (← links)
- On the dividends of the risk model with Markovian barrier (Q5077370) (← links)
- (Q5142781) (← links)
- Optimal investment-reinsurance problems with common shock dependent risks under two kinds of premium principles (Q5380970) (← links)
