Funding provider(s): UKRI and Faculty of Science and Engineering
Subject area(s): Stochastic Optimal Controls, Point Processes, insurance strategies, regime switchings, and Risk Uncertainty
Project start date(s):
Supervisors: Guo Liu and Chenggui Yuan
Aligned programme of study: PhD in Mathematics
Mode of study: Full-time
Project description:
In this project, different optimal control problems will be considered under a contagious financial and insurance market with regime switching and risk uncertainty.
In the first chapter, an optimal portfolio choice and life consumption problem will be studied under a fragile financial market with regime switching and risk uncertainty, where the transition matrix is no longer constant but depends on historical paths of financial assets in that market.
In the second chapter, an optimal re-insurance problem will be investigated under a contagious insurance market with regime switching. A stochastic differential game will be constructed to find the optimal reinsurance policy by considering the interaction between the insurer and the reinsurer.
More chapters will be considered if the first two chapters run smoothly.
Candidates must hold a UK Bachelor degree with a minimum of Upper Second Class honours or overseas Bachelor degree deemed equivalent to UK Bachelor (by UK ECCTIS) and achieved a grade equivalent to UK Upper Second Class honours – see country specific qualifications
;Or a master’s degree with a minimum overall grade at ‘Merit’ (or Non-UK equivalent as defined by Swansea University).
Due to funding restrictions, this scholarship is open to applicants eligible to pay tuition fees at the UK rate only, as defined by UKCISA regulations.
Please note that you may need to provide evidence of your English Language proficiency.
If you have any questions regarding your academic or fee eligibility based on the above, please email pgrscholarships@swansea.ac.uk with the web-link to the scholarship(s) you are interested in.
To help us track our recruitment effort, please indicate in your email – cover/motivation letter where (jobs-near-me.eu) you saw this job posting.
Job title: Clinical Resource Nurse RN Critical Obstetrics Nights Company UCHealth Job description DescriptionLocation: UCHealth…
Contract: 32 to 38 hours per week, 1-year contract under Dutch law Type: early to…
Job title: Research Engineer Algorithm Development (m/f/d) Company IMS Nanofabrication Job description IMS Nanofabrication GmbH…
About the Project We are seeking talented, motivated students with a passion for research in…
Title: Medical Coder II – Outpatient Location: FL-Jupiter Job Type: Perm Category: Medical Coder Pay…
NOW HIRING REMOTE PATIENT COORDINATORS Hiring for Full-time weekend-dedicated Patient Coordinators 26+ hours per weekSaturday…
This website uses cookies.