报告人： Prof. Harry Zheng，英国帝国理工学院教授 
报告时间：2017.9.22 下午3：00-4:00 
报告地点：苏州大学本部览秀楼105学术报告厅 

报告摘要 Abstract: 
We consider the optimal dividend payment strategy for an insurance company, having two collaborating business lines, where their surplus processes are modelled by diffusion processes and the dividends paid by different business lines are weighted differently. We find the optimal dividend strategy when money is transferred between two business lines without transaction costs. We show the optimal value function is a continuous viscosity solution to the corresponding HJB equation when money is transferred with transaction costs. We also prove a verification theorem. Finally, we find the optimal solution to the problem with transaction costs in the symmetric case. (Joint work with Jiawen Gu and Mogens Steffensen) 

报告人简介：Professor Zheng从事随机控制、金融数学领域研究，在Mathematics of Operations Research, SIAM Journal on Control and Optimization, Finance and Stochastics, SIAM Journal on Financial Mathematics, Journal of Economic Dynamics and Control, Quantitative Finance等top期刊（SCI或SSCI）发表数十篇论文。