王歌

王歌，2026年博士毕业于北京邮电大学。2024年11月至2025年11月，获国家留学基金委（CSC）资助赴澳大利亚麦考瑞大学联合培养。主要研究方向为金融数学、精算学与随机控制。

主要成果

[1] Qi Liu, Ge Wang, Qing Zhou. Optimal portfolio selection in mutual aid insurance under smooth ambiguity and habit formation. Communications in Statistics—Simulation and Computation, 2026. DOI: 10.1080/03610918.2026.2690153.

[2] Ge Wang, Qing Zhou. Non-zero-sum stochastic differential investment and reinsurance games with default risk and delay under the Heston local-stochastic volatility model. Communications in Statistics—Simulation and Computation, 2025. DOI: 10.1080/03610918.2025.2543857.

[3] Ge Wang, Yuxuan Lu, Qing Zhou. Stochastic differential investment and reinsurance game between an insurer and a reinsurer with delay and default risk under thinning dependence structure. Journal of Industrial and Management Optimization, 2025, 21(5): 3790-3836.

[4] Ge Wang, Yuxuan Lu, Qing Zhou, Weilin Xiao. Itô-Taylor expansion method of European spread option pricing for multivariate diffusions with jumps. Acta Mathematicae Applicatae Sinica, English Series, 2025, 41(3): 637-665.

[5] Ge Wang, Menglei Huang, Qing Zhou, Weixing Wu, Weilin Xiao. A Heston local-stochastic volatility model for optimal investment–reinsurance strategy with a defaultable bond in an ambiguous environment. Probability, Uncertainty and Quantitative Risk, 2023, 8(4): 499-522.

[6] Guangqiang Lan, Ge Wang. Strong convergence and asymptotic exponential stability of modified truncated EM method for neutral stochastic differential equations with time-dependent delay. Frontiers of Mathematics, 2023, 18(6): 1479-1504.

[7] 王歌，兰光强. 中立型变时滞随机微分方程数值解的强收敛性. 《北京化工大学学报（自然科学版）》, 2021, 48(6): 123-128.

金融数学、精算学与随机控制