Arxiv
| Presentation Name： | Optimality problems in non-life and life insurance: a short review and some recent progress |
|---|---|
| Presenter： | 郭军义 教授 |
| Date： | 2018-03-22 |
| Location： | 光华东主楼1801 |
| Abstract： | In this talk, a brief review will be given for the optimal control of reinsurance, investment and dividend for risk models with various objectives. Some recent results on optimal reinsurance and optimal dividends will be presented, while those for optimal life insurance purchase will also be given. |
| Annual Speech Directory： | No.45 |
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