Speaker:  Huaxiong HUANG,  Professorof York University

Deputy Director of FieldsInstitute for Research in Mathematical Sciences

Date: 2019/09/28, Friday, 10:00-11:00

Venue: 览秀楼205

   Abstract:

As population ages in many countries, one of the main challenges faced by individuals is how to manage various financial and mortality risks. In this talk, we present some of our work based on lifecycle models. In particular, we will discuss optimal consumption under mortality uncertainty, optimal product allocation involving financial products such as deferred annuity, and modelling and computational issues.

About Prof Huang:

Dr. Huang was trained as an appliedmathematician. He received his PhD in Mathematics in 1992 from the Universityof British Colombia, obtaining his postdoctoral training at Johns Hopkins andSimon Fraser Universities. While at the Fields Institute he remains a professorat York University, where he has been teaching in the Mathematics Department since1999. He maintains an active professional life within the mathematics field,editing several journals related to his interests in Mathematical Modelling andScientific Computing, Financial and Industrial Mathematics, Biomathematics, andFluid Mechanics.