时 间：2026-05-19 15:00-16:00
地 点：普陀校区理科大楼A1514室
报告人：张振中 东华大学教授
主持人：钱林义 华东师范大学教授
摘 要：
In this talk, we focus on the dividend optimization problem with both fixed and proportional transaction costs for a corporation modeled by an α-stable process. With Holder continuous parameters, a two-sided jump risk model is discussed. Under some assumptions, a unique solution for the associated quasi-variational inequality system has been given, and its optimality has been verified. In addition, a stochastic approximation algorithm is used to simulate the optimal dividend barriers. Finally, some numerical examples are provided to illustrate our results.
报告人简介：
张振中， 现东华大学数学与统计学院副院长、教授，博士生导师。中南大学概率与数理统计专业博士毕业， 获理学博士学位。入选上海市高层次人才计划。主要研究方向为混杂跳（扩散）过程的遍历性及其相关问题。在《Potential Analysis》《Insurance: Mathematics and Economics》等国际重要期刊发表论文30多篇。