Wang, Zijia（王紫佳）

Biography

Professor Zijia Wang joined the Chinese University of Hong Kong (CUHK) Business School in 2022 as an Assistant Professor. Her research interests primarily focus on the quantitative analysis of insurance risk processes with applications to risk management. She is also a Fellow of the Society of Actuaries (FSA).

Teaching Areas

Actuarial Science

Research Interests

Insurance Risk Processes
Stochastic Modelling in Insurance
Quantitative Risk Management
Optimal Prediction
Retirement Products

• Publications & Working Papers
  • X. Zhu, K.Q. Zhou, Z. Wang (2025), “Mortality Modeling via Vitality: Model Constructions and Actuarial Applications”, Insurance: Mathematics and Economics, Forthcoming.
  • Z. Wang, J. Cao, S. Li (2025), “The Last Passage Time Before Ruin: Theory and Applications in Liquidation Risk Management”, Insurance: Mathematics and Economics, Forthcoming.
  • S. Li and Z. Wang (2024), “Last Passage Times for Generalized Drawdown Processes with Applications,” Scandinavian Actuarial Journal, 2025(1), 25-50.
  • M.A. Lkabous and Z. Wang (2023), “On the area in the red of Lévy risk processes and related quantities,” Insurance: Mathematics and Economics, 111, 257-278.
  • Z. Wang, M.A. Lkabous and D. Landriault (2023), “A refracted Lévy process with delayed dividend pullbacks,” Scandinavian Actuarial Journal, 2023(9), 885-906.
  • D. Landriault, B. Li, M.A. Lkabous and Z. Wang (2023), “Bridging the first and last passage times for Lévy models,” Stochastic Processes and their Applications, 157 (March 2023), 308-334.
  • Z. Wang, D. Landriault and S. Li (2021), “An insurance risk process with a generalized income process: A solvency analysis,” Insurance: Mathematics and Economics, 98, 133-146.