Ming QIU
Research Assistant II BSc (Hons) (University of Sydney); MA (UC Berkeley) Office : Rm 202, Run Run Shaw Building Email : mingq@hku.hk   Phone : (852) 3917-8155 Fax : (852) 2858-9041

Optimal control in actuarial science, Numerical methods in stochastic systems.

1. Qiu, M., Jin, Z. and Li, S. (2022). Optimal dividend strategies with reinsurance under contagious systemic risk. SIAM Journal on Control and Optimization, 60(3), 1269-1293.

2. Jin, Z., Qiu, M., Tran, K. and Yin, G. (2022). A survey of numerical solutions for stochastic control problems: Some recent progress. Numerical Algebra, Control and Optimization, 12(2), 213-253.

3. Wang, N., Jin, Z., Siu, T. and Qiu, M. (2021). Household consumption-investment-insurance decisions with uncertain income and market ambiguity, Scandinavian Actuarial Journal, 2021(10), 832-865.