报告人:周杰明（湖南师范大学）

时  间:2018年 11月13日 20:00--21:00

地  点:理科楼 LD402

摘  要: In this topic, we apply the martingale approach to investigate the optimal investment and risk control problems for insurers under incomplete markets. Closed-form solutions to the problems of mean-variance criterion and expected exponential utility maximization are obtained. Moreover, numerical simulations are presented to illustrate the results with the basic parameters.

报告人简介:周杰明，副教授，湖南师范大学数学与统计学院，统计与金融数学系副系主任，湖南师范大学“世承人才计划”青年学者。主持1项国家自然科学基金青年项目，参与6项国家自然科学基金项目。一直从事保险风险理论中的破产问题和随机控制问题研究，先后在Insurance: Mathematics and Economics, Journal of Computational and Applied Mathematics，Mathematical Methods of Operations Research，Statistics & Probability Letters，Acta Mathematica Scientia等国内外期刊发表 SCI、SSCI 收录论文 10多篇。担任过European Journal of Operation Research，Insurance: Mathematics and Economics，Journal of Economic and Dynamic Control，Science China Mathematics等期刊的匿名审稿专家。

学院联系人:张志民，刘朝林

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