教育部人文社科重点研究基地中央财经大学中国精算研究院学术活动

主题：Ambiguity, Model Uncertainty and Robust Control

主讲人: Lihong Zhang is a professor of Finance in the School of Economics and Management at Tsinghua University. She holds a Ph.D. in Probability and Mathematical Statistics from the Institute of AppliedMathematics, Academy of Mathematics and System Sciences, Chinese Academy of Science, and an M.S. in Probability and Mathematical Statistics and a B.S. in Probability and Mathematical Statistics from Nankai University. Before joining Tsinghua University, she conducted postdoctoral research in the School of Mathematical Science at Peking University. Lihong’s research interests are on issues related to financial economics, stochastic calculus and its applications, actuarial science, and risk management. Her research has appeared inMIS QuarterlyandInsurance: Mathematics and Economics.

摘要：

Inthistalk, I will give a literature review on the topic ofambiguity,model uncertainty and robust controland incorporatesome of my recent research results into related literature.First，Iwillclearly identify the “risk”and “ambiguity”in finance, and illustrate what the difference betweenthem, and how they link together, and secondI will focus on some papers which are the most cited in this field, and in the meantime I will give some of my research work on these issues.

时间：2017年3月27日下午2:30—4:00

地点：中央财经大学学术会堂南楼506中国精算研究院会议室

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