Rchr
J-GLOBAL ID:201201079750964183   Update date: Oct. 13, 2021

Hiroaki Hata

ハタ ヒロアキ | Hiroaki Hata
Affiliation and department:
Job title: 教授
Homepage URL  (1): https://sites.google.com/view/hiroaki-hatas-page/hiroaki-hata?authuser=0
Research field  (2): Applied mathematics and statistics ,  Basic mathematics
Research keywords  (3): Hamilton-Jacobi-Bellman方程式(偏微分方程式) ,  Mathematical Finance ,  Stochastic control
Research theme for competitive and other funds  (3):
  • 2020 - 2023 確率最適制御における保険会社の期待効用最大化問題の新展開
  • 2015 - 2018 確率制御における最適消費・投資問題の新展開
  • 2011 - 2012 数理ファイナンスにおける確率制御・フィルタリングの方法の発展と応用 (分担)
Papers (23):
more...
Lectures and oral presentations  (38):
  • Expected power utility maximization with delay for insurers under 4/2 stochastic volatility model
    (2021)
  • Expected power utility maximization of insurers
    (2021)
  • Expected power utility maximization of insurers
    (Finance Workshop 2020)
  • Expected power utility maximization of insurers
    (2020)
  • Optimal investment-consumption-insurance with partial information
    (2020)
more...
Education (6):
  • - 2006 Osaka University
  • - 2006 Osaka University
  • - 2002 Osaka University
  • - 2002 Osaka University
  • - 2000 Osaka City University Department of Mathematics
Show all
Professional career (2):
  • 工学(修士) (大阪大学)
  • 博士(理学) (大阪大学)
Awards (1):
  • JAFEE Best Paper Award 2013 (2013年度JAFEE論文賞【理論部門】)
Association Membership(s) (2):
THE JAPAN SOCIETY FOR INDUSTRIAL AND APPLIED MATHEMATICS ,  The Mathematical Society of Japan
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