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  • Research Fields
  • Enrollment and Training
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Junna Bi

  • About

    • Department: School of Statistics
    • Gender: female
    • Post: Professor
    • Graduate School: Nankai University
    • Degree: Ph.D
    • Academic Credentials:
    • Tel: 021-62233223
    • Email: jnbi@sfs.ecnu.edu.cn
    • Office: A1312b
    • Address: 3663 North Zhongshan Rd. Shanghai 200062, P.R.China
    • PostCode: 200241
    • Fax:

    WorkExperience

    2021-12 to present，East China Normal University, School of Statistics, Professor

    2014-07 to 2021-12，East China Normal University, School of Statistics, Associate Professor

    2011-07 to 2014-07，East China Normal University, School of Finance and Statistics, Lecturer 


    Education

    2001-09 to 2005-06, Huazhong University of Science and Technology, School of Mathematics, B.S.

    2005-09 to 2011-06, Nankai University，Department of Statistics, Ph.D.

    2010-01 to 2011-01, University of Oxford, Visiting student.


    Resume

    Dr. Junna Bi is currently Professor in the School of Statistics at East China Normal University. She got her Ph.D. in probability and statistics from Nankai University in 2011. She is interested in stochastic optimal control theory, actuarial science, mathematical finance, optimal investment, optimal reinsurance, risk management, etc. 


    Other Appointments

    Research Fields

    stochastic optimal control theories and their applications in actuarial science and finance

    Enrollment and Training

    Course

    Higher Algebra; Linear Algebra;  Probability Theory and Mathematical Statistics; Stochastic Processes; Mathematical Modeling; Financial Modeling; Theory of Interest. 

    Scientific

    [1] NSFC, Research on the time-inconsistent optimal investment-reinsurance problems in risk theory,

     2024-01 to 2027-12. PI.

    [2] NSFC, Equilibrium investment-reinsurance strategies with dependent risks under mean-variance criterion, 2019-01 to 2022-12. PI.

    [3] NSFC, Mean-Variance Optimal Control Problems in Behavioral Finance and Actuarial Insurance,   

     2014-01 to 2016-12. PI.



    Academic Achievements

    Refereed Journal Publications：


    1. Junna Bi, Danping Li. Behavioral Mean-Risk Portfolio Selection in Continuous Time via Quantile。COMMUNICATIONS IN STATISTICS-THEORY AND METHODS，JUL 2023, 52(14), 4904-4933.

    2. Junna Bi, Danping Li, Nan Zhang. Equilibrium reinsurance-investment strategy with a common shock under two kinds of premium principles.  RAIRO - Operations Research. 2022, 56 (1), 1-22.

    3. Junna Bi, Jun Cai, Yan Zeng. Equilibrium reinsurance-investment strategies with  partial information and  common shock dependence. Annals of Operations Research.2021，307, 1-24。 SCI-E,SSCI.         

    4. 毕俊娜，胡济恩。概率扭曲下保险公司的均值-半方差最优投资及再保险问题。应用数学学报，2021,44 （6）：869-894。

    5. Danping Li, Junna Bi, Mengcong Hu. Alpha-robust mean-variance investment strategy for DC pension plan with uncertainty about jump-diffusion risk.  RAIRO - Operations Research.2021，55，S2983-S2997. SCI-E,SSCI.

    6. 毕俊娜，李旻瀚，基于新巴塞尔协议监管下保险人的均值-方差最优投资-再保险问题。数学学报。2020 JAN， 63（1）,61-76。

    7. Qingbin Meng, Junna Bi. On the Dividends of the Risk Model with Markovian Barrier. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS.  2020 MAR, 49(5): 1272-1280. SCI-E,SSCI.

    8. Junna Bi, Jun Cai. Optimal investment–reinsurance strategies with state dependent risk aversion and VaR constraints in correlated markets. INSURANCE MATHEMATICS & ECONOMICS.2019, 85, 1-14. SSCI,SCI-E.

    9. Junna Bi, Kailing Chen. Optimal investment-reinsurance problems with common shock dependent risks under two kinds of premium principles. RAIRO - Operations Research. 2019, 53(1), 179-206. SSCI,SCI-E.

    10. Junna Bi, Zhibin Liang, Kam Chuen Yuen. Optimal mean–variance investment/reinsurance with common shock in a regime-switching market . Mathematical Methods of Operations Research. 2019, 90(1), 109-135. SSCI,SCI-E.

    11. Junna Bi, Hanqing Jin, Qingbin Meng. Behavioral Mean-Variance Portfolio Selection. EUROPEAN JOURNAL OF OPERATIONAL RESEARCH. 2018 , 271(2), 644-663. SSCI,SCI-E.

    12. Qingbin Meng, Xin Zhang, Junna Bi. On optimal proportional reinsurance and investment in a Hidden Markov Financial Market. ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES. 2017, 33 (1): 53–62，SCI-E.

    13. Junna Bi, Zhibin Liang, Fangjun Xu. Optimal Mean-Variance Investment and Reinsurance Problems for the Risk Model with Common Shock Dependence. INSURANCE MATHEMATICS & ECONOMICS. (2016) 70: 245-258. SSCI,SCI-E.

    14. Zhibin Liang, Junna Bi, Kam Chuen Yuen, Caibin Zhang. Optimal mean-variance reinsurance and investment in a jump-diffusion financial market with common shock dependence. Mathematical Methods of Operations Research.(2016) 84:155–181. SSCI,SCI-E.

    15. Junna Bi, Fangjun Xu. A first-order limit law for functionals of two independent fractional Brownian motions in the critical case. Journal of Theoretical Probability(2016 SEP) 29(3): 941-957. SCI-E.

    16. Junna Bi, Qingbin Meng. Optimal Investment with Transaction Costs and Dividends for an Insurer. RAIRO - Operations Research(2016 OCT-DEC). 50 (4-5): 845-855. SSCI,SCI-E.

    17. Junna Bi, Qingbin Meng, Yongji Zhang. Dynamic mean-variance and optimal reinsurance problems under the no-bankruptcy constraint for an insurer. Annals of Operations Research(2014) 212:43-59.

    18. Junna Bi, Junyi Guo. Optimal Mean-Variance Problem with Constrained Controls in a Jump-Diffusion Financial Market for an Insurer. Journal of Optimization Theory and Applications 157:252–275, 2013.

    19. Junna Bi, Yifei Zhong, Xunyu Zhou. Mean–semivariance portfolio selection under probability distortion. Stochastics: An International Journal of Probability and Stochastic Processes 85(4): 604-619, 2013.

    20. Junna Bi, Junyi Guo, Lihua Bai. Optimal multi-asset investment with no-shorting constraint under mean-variance criterion for an insurer. Journal of Systems Science and Complexity 24: 291-307, 2011.

    21. Wei Wang, Junna Bi. Markov-modulated mean-variance problem for an insurer. Acta Mathematica Scientia 31B (3): 1051-1061, 2011 MAY.

    22. 毕俊娜，郭军义.均值-方差准则下的投资连结寿险合同对冲问题. 数学物理学报(A) 31A(5)：1141-1149, 2011.

    23. Junna Bi, Junyi Guo. Hedging unit-linked life insurance contracts in a financial market driven by shot-noise processes. Applied Stochastic Models in Business and Industry 26(5): 609-623, 2010.

    24. Junna Bi, Junyi Guo. Optimal investment for an insurer with multiple risky assets under mean-variance criterion. Proceedings in Computational Statistics COMP2008: 205-216, 2008.


    Honor

    The Scientific Award of Shanghai, 3rd Prize, 2019.