学术活动
Optimal Dividend and Financing Policy on Insurance Company
2009-10-28
来源:科技处 点击次数:主讲人 :梁宗霞 教授(清华大学数学系)
时 间:10月29日(周四)下午16:00-17:00
主 办:数学科学学院
地 点 :数学科学学院 412 教室
备 注: Abstract:In this talk we present two new kinds of optimal stochastic control problems on Insurance company. We design optimal dividend and financing policy to solve the control problems by stochastic analysis,PDE and variational methods.