Shangzhen LuoView profile
Professor
Shangzhen Luo is a Professor in the Department of Mathematics at the University of Northern Iowa, affiliated with the College of Humanities, Arts and Sciences. Their research focuses on stochastic analysis, financial mathematics, and filtering theory, with applications in insurance, reinsurance, and risk management. Research Interests include stochastic control, differential games, and probabilistic modeling in financial and insurance contexts. Key themes in their work involve optimizing reinsurance strategies, analyzing time-inconsistent preferences in retirement planning, and studying risk processes under stochastic volatility. Publication Trends reveal a strong emphasis on stochastic differential equations , reinsurance optimization , and Markov-driven dynamics . Their work bridges theoretical stochastic analysis with practical applications in insurance, investment, and decision-making under uncertainty. Key Contributions span topics like barrier strategies for insurance surplus, Pareto-optimal reinsurance policies, and robust control under ambiguity. They have developed models for jump-diffusion risk processes, Brownian risk minimization, and multi-dimensional filtering systems.



