Junkee Jeon (전준기, 田俊淇)

Contact Information

•   E-mail : junkeejeon@khu.ac.kr,  junkeejeon@gmail.com 

•   Tel : +82-31-201-5696

•   Office:  Room 419,  College of Electronics Information and Applied Science, Kyung Hee University (Global Campus)

 Recent News  

• [April 2024]
  Upcoming Workshop
  Recent Developments in Scientific Computing -Workshop in honor of Myungjoo Kang's 60th Birthday
  
  

• [May 2024]
  Upcoming Workshop
  Mini-Workshop on Mathematical Finance at SKKU
  
  

• [June 2024] 
  Upcoming Workshop
  2024 Workshop on Mathematical Finance at Jeju

Teaching

• [2024-1]  Calculus (2 Lectures),  Probability and Statistics  

Selected Publications ( the working paper list is here ;  the full list is here )
 

• Optimal Consumption and Investment with Welfare Constraints
  Junkee Jeon and Minsuk Kwak (2024)
  Finance and Stochastics
  
  

• Labor Supply Flexibility and Portfolio Selection with Early Retirement Option
  Junkee Jeon and Jehan Oh (2023)
  Applied Mathematics & Optimization
  
  

• Horizon Effect on Optimal Retirement Decision  
  Junkee Jeon, Minsuk Kwak, and Kyunghyun Park (2023)

Quantitative Finance

• Optimal Retirement Problem under Partial Information  
  Kexin Chen, Junkee Jeon, and Hoi Ying Wong  (2022)

Mathematics of Operations Research

• Optimal Finite Horizon Contract with Limited Commitment  
  Junkee Jeon, Hyeng Keun Koo, and Kyunghyun Park (2022)

Mathematics and Financial Economics

• Optimal Long-term Contracts with Disability Insurance under Limited Commitment   
  Kyoung Jin Choi, Junkee Jeon, Ho-Seok Lee, and Hsuan-Chih (Luke) Lin (2022)
  Insurance: Mathematics and Economics

• Intertemporal Preference with Loss Aversion: Consumption and Risk Attitude  
  Kyoung Jin Choi, Junkee Jeon, and Hyeng Keun Koo  (2022)

Journal of Economic Theory
 

• Optimal Retirement and Portfolio Selection with Consumption Ratcheting   

Junkee Jeon  and  Kyunghyun Park (2020)

Mathematics and Financial Economics

• Optimal surrender strategies and valuations of path-dependent guarantees in variable annuities       

Junkee Jeon and Minsuk Kwak (2018)
Insurance : Mathematics and Economics 

• Portfolio selection with consumption ratcheting
  Junkee Jeon, Hyeng Keun Koo, and Yong Hyun Shin (2018)
  Journal of Economic Dynamics and Control