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 Room 1052, 10/FCheng Yu Tung Building
12 Chak Cheung Street
Shatin, N.T., Hong Kong
+852 3943 8566
zijiawang@cuhk.edu.hk
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
- Shu Li and Zijia Wang (2024), “Last Passage Times for Generalized Drawdown Processes with Applications,” Scandinavian Actuarial Journal, 1–26.
- 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.