畢俊娜，女，華東師範大學統計學院教師。
基本介紹
- 中文名：畢俊娜
- 職業：教師
- 專業方向：隨機最優控制理論及其在保險精算和金融中的套用
- 任職院校：華東師範大學統計學院
- 性別：女
研究方向,學術成果,
研究方向
隨機最優控制理論及其在保險精算和金融中的套用
學術成果
主持項目
國家自然科學基金面上項目，相依風險模型中均值-方差最優投資-再保險問題的均衡策略，2019/1-2022/12。
2019優秀青年教師科研支撐項目，相依風險模型中時間不一致的隨機最優控制問題,2019/1-2019/12。
國家自然科學基金青年項目，行為金融和保險精算中的均值-方差最優控制問題,2014/1-2016/12，已結題。
教育部博士學科點專項科研基金(新教師類)，保險精算和行為金融中的風險控制問題研究，2014/1-2016/12，已結題。
上海市自然科學基金青年項目，隨機最優控制理論在保險精算和行為金融中的套用，2013/10-2016/9，已結題。
華東師範大學科研創新基金青年項目，風險理論中的均值-方差隨機最優控制問題研究，2013/1-2015/12，已結題。
華東師範大學SSCI海外發文項目，破產限制下保險人的均值-方差最優投資及最優再保險問題，2015/3-2017/9，已結題。
參與項目
國家自然科學基金面上項目，保險風險控制理論以及養老金問題的研究，2016/1-2019/12
國家自然科學基金面上項目，相依風險模型中均值-方差最優投資-再保險問題的均衡策略，2019/1-2022/12。
科研論文
[1]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.
[2]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.
[3]Junna Bi, Zhibin Liang, Kam C. 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.
[4]Qingbin Meng, Junna Bi. On the Dividends of the Risk Model with Markovian Barrier. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS. 2019.
[5]畢俊娜，李旻瀚，基於新巴塞爾協定監管下保險人的均值-方差最優投資-再保險問題。數學學報。2020， 63（2）。
[6]Junna Bi, Hangqing Jin, Qingbin Meng. Behavioral Mean-Variance Portfolio Selection. EUROPEAN JOURNAL OF OPERATIONALl RESEARCH. 2018, 271, 644-663. SSCI,SCI-E.
[7]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.
[8]Junna Bi, Zhibin Liang, Fangjun Xu. Optimal Mean-Variance Investment and Reinsurance Problems for the Risk Model with Common Shock Dependent Risks. INSURANCE MATHEMATICS & ECONOMICS. (2016) 70: 245-258. SSCI,SCI-E.
[9]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.
[10]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) 29(3): 941-957. SCI-E.
[11]Junna Bi, Qingbin Meng. Optimal Investment with Transaction Costs and Dividends for an Insurer. RAIRO - Operations Research(2016). 50 (4-5): 845-855. SSCI,SCI-E.
[12]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.
[13]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.
[14]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.
[15]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.
[16]Wei Wang, Junna Bi. Markov-modulated mean-variance problem for an insurer. Acta Mathematica Scientia 31B (3): 1051-1061, 2011
[17]畢俊娜，郭軍義.均值-方差準則下的投資連結壽險契約對沖問題. 數學物理學報(A)31A(5)：1141-1149, 2011.
[18]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.
[19]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.
