Wang, Zijia(王紫佳)

BSc in Math, BSc in Economics (SWUFE); MSc in Math (UCalgary); PhD in ActSc (UWaterloo); ASA

Assistant Professor (Actuarial Science)


Department of Finance

Room 1052, 10/F
Cheng Yu Tung Building
12 Chak Cheung Street
Shatin, N.T., Hong Kong

+852 3943 8566


Prof. Zijia Wang joined The Chinese University of Hong Kong (CUHK) Business School in 2022 as an Assistant Professor of Finance. Her research interests mainly lie in the general area of risk theory and quantitative analysis of insurance risk processes with applications to risk management. She is also an Associate of the Society of Actuaries.

Teaching Areas

Actuarial Science

Research Interests

Insurance Risk Models
Stochastic Process
Risk Theory

  • Publications & Working Papers
    • Mohamed Amine Lkabous and Zijia Wang (2023), “On the area in the red of Lévy risk processes and related quantities,” Insurance: Mathematics and Economics, 111, 257-278.
    • Zijia Wang, Mohamed Amine Lkabous and David Landriault (2023), “A refracted Lévy process with delayed dividend pullbacks,” Scandinavian Actuarial Journal, 2023(9), 885-906
    • David Landriault, Bin Li, Mohamed Amine Lkabous and Zijia Wang (2023), “Bridging the first and last passage times for Lévy models,” Stochastic Processes and their Applications, 157 (March 2023), 308-334.
    • Zijia Wang, David Landriault and Shu Li (2021), “An insurance risk process with a generalized income process: A solvency analysis,” Insurance: Mathematics and Economics, 98, 133-146.