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We have 4 Probability PhD Projects, Programmes & Scholarships PhD Projects, Programmes & Scholarships in China
Probability PhD Projects, Programmes & Scholarships PhD Projects, Programmes & Scholarships in China
We have 4 Probability PhD Projects, Programmes & Scholarships PhD Projects, Programmes & Scholarships in China
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Reinforcement learning with application in optimal dividend problems with Parisian implementation delay
The success of the classical stochastic control theory in solving various optimal dividend problems heavily relies on the (theoretical) model assumptions which have brought significant restrictions to the application of the results to the industry practice. Read more
Optimal dividend and capital injection with practice constraints and risk management restrictions
The optimal dividend problem is a hot research topic in the field of actuarial and financial mathematics. How to design a dividend strategy that is consistent with the company’s current risk management objective and suitable for the practical operating constraints is an important problem in practice. Read more
Interplay of Heavy-tailedness and Tail dependence in extreme systemic risks: from static to dynamic evaluation
Although the integration of global markets leads to increasing economic efficiency and growth, extreme risk or crisis can spread from one market to another in a very short period of time. Read more
Extreme Value Analysis of Certain Risk Models
Based on the extreme value analysis theory, this project will build some widely recognized risk models, discuss the relevant financial risk measurement indices, and analyze the calculation and properties of these indices. Read more
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