معرفی
Dr. Shihao Zhu is a postdoctoral researcher at the Institute of Insurance Science (IVW) at Ulm University since February 2024. He completed his Ph.D. in Mathematics at Bielefeld University, Germany (January 2021 - June 2024), supervised by Prof. Dr. Giorgio Ferrari at the Center for Mathematical Economics (IMW). His academic affiliation at Ulm University involves collaboration with Prof. Dr. An Chen.
- Education: Ph.D. in Mathematics, Bielefeld University (2021-2024)
- Current Role: Postdoc Researcher at Ulm University's Institute of Insurance Science (IVW)
His research focuses on stochastic control models, insurance mathematics, and financial optimization under uncertainty. Key areas include dividend policies, reinsurance strategies, retirement planning, and health-wealth complementarities. The work often involves Markov-modulated environments and ambiguity modeling.
Recent publications demonstrate expertise in solving free-boundary problems, stochastic dynamic programming, and actuarial risk modeling. Topics span optimal consumption, life insurance timing, and irreversible healthcare investment frameworks, reflecting interdisciplinary applications of mathematics in finance and insurance.
