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Behavioral mean-variance portfolio selection
Bi, Junna; Jin, Hanqing; Meng, Qingbin - In: European journal of operational research : EJOR 271 (2018) 2, pp. 644-663
Persistent link: https://www.econbiz.de/10011890350
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Optimal investment with transaction costs and dividends for an insurer
Bi, Junna; Meng, Qingbin - In: RAIRO / Operations research 50 (2016) 4/5, pp. 845-855
Persistent link: https://www.econbiz.de/10011686545
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Optimal investment-reinsurance strategies with state dependent risk aversion and VaR constraints in correlated markets
Bi, Junna; Cai, Jun - In: Insurance / Mathematics & economics 85 (2019), pp. 1-14
Persistent link: https://www.econbiz.de/10011990589
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Optimal mean-variance investment and reinsurance problems for the risk model with common shock dependence
Bi, Junna; Liang, Zhibin; Xu, Fangjun - In: Insurance / Mathematics & economics 70 (2016), pp. 245-258
Persistent link: https://www.econbiz.de/10011597285
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Optimal mean-variance reinsurance and investment in a jump-diffusion financial market with common shock dependence
Liang, Zhibin; Bi, Junna; Yuen, Kam Chuen; Zhang, Caibin - In: Mathematical methods of operations research 84 (2016) 1, pp. 155-181
Persistent link: https://www.econbiz.de/10011673473
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Optimal investment-reinsurance problems with common shock dependent risks under two kinds of premium principles
Bi, Junna; Chen, Kailing - In: RAIRO / Operations research 53 (2019) 1, pp. 179-206
Persistent link: https://www.econbiz.de/10012113620
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Optimal mean-variance investment/reinsurance withcommon shock in a regime-switching market
Bi, Junna; Liang, Zhibin; Yuen, Kam Chuen - In: Mathematical methods of operations research 90 (2019) 1, pp. 109-135
Persistent link: https://www.econbiz.de/10012116630