BSc in Math, BSc in Economics (SWUFE); MSc in Math (UCalgary); PhD in ActSc (UWaterloo); ASA
Assistant Professor (Actuarial Science)Contact
Department of FinanceRoom 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.
Insurance Risk Models
- Publications & Working Papers
- Zijia Wang, Mohamed Amine Lkabous and David Landriault (2023), “A refracted Lévy process with delayed dividend pullbacks,” Scandinavian Actuarial Journal, in press.
- 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.