学术报告

Insurance Risk Control and Optimization: A Short Review and Some Recent Rrogress

阅读次数:106

题目:Insurance Risk Control and Optimization: A Short Review and Some Recent Rrogress
报告人:郭军义 教授 (南开大学数学科学学院)
时间:2018年11月23日下午14:00 
地点:致远楼103室
【摘要】In this talk, a brief review will be given for the insurance risk theory. Some recent results on optimal control of reinsurance, investment and dividend  with various objectives will be presented. Different approaches to solve the optimality problems will be discussed and optimal strategies are analyzed. Specifically, some mean-variance optimal control problems are to be discussed in some detail.

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