Shangzhen Luo Assistant Professor of Mathematics Office: 332 Wright Hall Phone: 319-273-6435 Email: luos@uni.edu, luos@math.uni.edu

Schedule of 2008 Fall:

	M	T	W	R	F
8:00-9:15		Prep-FM		Prep-FM
					10-12 office
11:00-12:15		Prob. Stat.		Prob. Stat.
			12-3 office

Teaching:

Spring 2008: 080, 146 (P), 158

Fall 2007: 146 (FM), 072 (2, 9)

Spring 2007: 080, 146(P), 158

Fall 2006: 146, 072 (10, 11)

Spring 2006: 80, 146

Fall 2005: 072 (9, 10)

Research:

Stochastic analysis, financial math, hidden Markov and filtering theory, actuarial science

Selected Papers

• Luo, S. Ruin Minimization for Insurers with Borrowing Constraints, North American Actuarial Journal, Vol 12 (2): 143-- 174 (2008)
• Luo, S., Taksar, M. and Tsoi, A.H., On Reinsurance and Investment for Large Insurance Portfolios, Insurance: Mathematics & Economics, Vol 42 (1): 434 -- 444 (2008)
• Luo, S., Multi-Period Asset Allocation under Markovianly Driven Noises, Stochastic Analysis and Applications, Vol 25 (5): 1057 --1078 (2007)
• Luo, S. and Tsoi, A.H., Filtering of Hidden Weak Markov Models I - Discrete Range Observation, International Series in Operations Research and Management Science, (R. Elliot and R. Mamon eds.), Springer, Vol 104: 101--119 (2007)

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