Personal profile
Personal profile
Ningning Feng is a PhD student in Mathematical Sciences. Her current research interests mainly focus on stochastic optimal control problems in the field of finance and insurance.
Experience
MTH312 Stochastic Modelling in Insurance and Finance, Teaching Assiatant, 2023-2024 Semester 1.
Research interests
Stochastic optimal control problems；Applications of stochastic processes；Reinforcement learning
Education/Academic qualification
Master, Financial Mathematics, Xi'an Jiaotong-Liverpool University
2021 → 2023
Person Types
- Students
Research output
- 2 Article
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Dividend and capital injection control with transaction costs and optimal exiting strategies
Feng, N. & Xu, R., 1 Aug 2025, (In preparation) In: Preprint.Research output: Contribution to journal › Article › peer-review
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Optimal dividend and capital injection control with liquidation under two-sided jump-diffusion processes
Feng, N., Liu, Y. & Xu, R., 1 Jun 2025, (Submitted) In: Preprint.Research output: Contribution to journal › Article › peer-review