学 术 报 告
报告题目: Optimal dividend problems under a probability criterion
报告人:郭先平 (中山大学)
报告时间:2021年3月5号上午10点-11点
报告地点:数统院307报告室
红世一足666814
2021.3.4
报告摘要:This talk concerns with a discrete time optimal dividend payout problem. Different from the expected discounted dividends in the existing literature, our emphasis is the probability that total discounted dividends of the insurance company do not reach a given dividend goal before ruin. We will show conditions for the existence and computation of an optimal dividend policy, identify the property of the value function and characterize the structure of optimal dividend policies, and demonstrate our main results an example.
报告人简介:郭先平,男,博士,博士生导师,国家杰出青年科学基金获得者, 1996年于中南大学获博士学位,2002于中山大学晋升为教授,2003年入选教育部优秀青年教师资助计划,2004年入选教育部新世纪优秀人才支持计划,2010年被评为珠江学者特聘教授。担(曾)任国际(SCI)杂志 Advances in Applied Probability,Journal of Applied Probability,Science China Mathematics,Journal of Dynamics and Games,及国内期刊《中国科学:数学》、《应用数学学报》、《应用概率统计》、等杂志编委。研究兴趣为马氏决策过程、随机博弈等。