Wang, Zijia
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)
Contact
Department of Finance
Room 1052, 10/F
Cheng Yu Tung Building
12 Chak Cheung Street
Shatin, New Territories, Hong Kong
+852 3943 8566
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 an Associate of the Society of Actuaries.
Teaching Areas
Actuarial Science
Research Interests
Insurance Risk Modelling
Passage Times of Stochastic Processes
Drawdowns
Variable Annuities
Publications & Working Papers
- M. Yang, M.A. Lkabous, and Z. Wang, “On the range of a Lévy risk process with fair valuation of insurance contracts,” Insurance: Mathematics and Economics, Forthcoming.
- 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.
Financial Times Executive MBA Ranking 2025