个人简介
毕俊娜，华东师范大学统计学院，教授，博士生导师。2011年6月毕业于南开大学获理学博士学位。2011年7月起任职于华东师范大学。曾访问英国牛津大学，加拿大滑铁卢大学，香港大学等。研究方向包括随机优化理论，保险精算，数理金融，风险管理等。在Insurance Mathematics and Economics、European Journal of Operational Research, Annals of Operations Research等期刊杂志发表SCI/SSCI论文20多篇，出版学术专著1本，主持国家自然科学基金面上项目两项、青年项目一项，省部级项目多项。曾获上海市自然科学奖三等奖等奖项。
工作经历
2021/12-至今，华东师范大学，统计学院，教授，博导
2014/07–2021/12， 华东师范大学，统计学院，副教授
2011/07–2014/07， 华东师范大学，金融与统计学院，讲师
2016/10 -2017/10, 滑铁卢大学，统计与精算系，访问学者
教育经历
2005/09-2011/06， 南开大学，数学学院，概率论与数理统计，博士，导师：郭军义教授
2001/09-2005/06， 华中科技大学，数学系，信息与计算科学，学士
2010/01-2011/01，牛津大学，数学系，国家公派联合培养
荣誉及奖励
2017年上海市教学成果奖一等奖《具有初步大数据处理能力的金融工程人才培养》
2018年华东师范大学教学成果奖一等奖《具有初步大数据处理能力的金融工程人才培养》
2019年上海市科学技术奖，自然科学三等奖《保险精算中最优投资再保险策略及产品定价问题的研究》
2022年华东师范大学教学成果一等奖《以数据素养为核心的本科统计学类课程体系构建与实践》
近期论文
查看导师新发文章
（温馨提示：请注意重名现象，建议点开原文通过作者单位确认）
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.
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.
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.
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。
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.
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。
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.
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.
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.
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.
Junna Bi, Hanqing Jin, Qingbin Meng. Behavioral Mean-Variance Portfolio Selection. EUROPEAN JOURNAL OF OPERATIONAL RESEARCH. 2018 , 271(2), 644-663. SSCI,SCI-E.
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.
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.
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.
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.
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.
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.
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.
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.
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.
Wei Wang, Junna Bi. Markov-modulated mean-variance problem for an insurer. Acta Mathematica Scientia 31B (3): 1051-1061, 2011 MAY.
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.
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.
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
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