Job Information
- Organisation/Company
- Swansea University
- Department
- Central
- Research Field
- Mathematics » Other
- Researcher Profile
- First Stage Researcher (R1)
- Country
- United Kingdom
- Application Deadline
- Type of Contract
- Other
- Job Status
- Full-time
- Hours Per Week
- 35
- Offer Starting Date
- Is the job funded through the EU Research Framework Programme?
- Not funded by an EU programme
- Is the Job related to staff position within a Research Infrastructure?
- No
Offer Description
Mathematics: Fully Funded UKRI and Swansea PhD Scholarship: Optimal Problems Under Contagious Markets with Regime Switching and Risk Uncertainty
In this project, different optimal control problems will be considered under a contagious financial and insurance market with regime switching and risk uncertainty.
In the first chapter, an optimal portfolio choice and life consumption problem will be studied under a fragile financial market with regime switching and risk uncertainty, where the transition matrix is no longer constant but depends on historical paths of financial assets in that market.
In the second chapter, an optimal reinsurance problem will be investigated under a contagious insurance market with regime switching. A stochastic differential game will be constructed to find the optimal reinsurance policy by considering the interaction between the insurer and the reinsurer.
More chapters will be considered if the first two chapters run smoothly.
Requirements
- Research Field
- Mathematics » Other
- Education Level
- Bachelor Degree or equivalent
Candidates must hold an undergraduate degree at 2.1 level or master’s degree with a minimum overall grade at ‘Merit’ (or Non-UK equivalent as defined by Swansea University). Please note that you may need to provide evidence of your English Language proficiency.
Due to funding restrictions, this scholarship is open to applicants eligible to pay tuition fees at the UK rate only, as defined by UKCISA regulations.
Additional Information
This scholarship covers the full cost of tuition fees and an annual stipend at £19,237.
Additional research expenses will also be available.
Candidates must hold an undergraduate degree at 2.1 level or master’s degree with a minimum overall grade at ‘Merit’ (or Non-UK equivalent as defined by Swansea University) (see country specific qualifications). Please note that you may need to provide evidence of your English Language proficiency.
Due to funding restrictions, this scholarship is open to applicants eligible to pay tuition fees at the UK rate only, as defined by UKCISA regulations.
Please see our website for more information.
- Website for additional job details
Work Location(s)
- Number of offers available
- 1
- Company/Institute
- Swansea University
- Country
- United Kingdom
- City
- Swansea
- Postal Code
- SA2 8PP
- Geofield
Where to apply
- Website
Contact
- City
- Swansea
- Website
- Street
- Singleton Park
- Postal Code
- SA28PP
- guo.liu@swansea.ac.uk