BMath (University of Waterloo); MMath (University of Waterloo); PhD (University of Waterloo)
Department of FinanceRoom 1056, 10/F
Cheng Yu Tung Building
12 Chak Cheung Street
Shatin, N.T., Hong Kong
+852 3943 7756
Actuarial Mathematics for Life Contingent Risks
Loss and Survival Model
- Publications & Working Papers
- Zhu X and Zhou KQ (2022), “Smooth projection of mortality improvement rates: A Bayesian two-dimensional spline approach,” European Actuarial Journal.
- Chen L, Li D, Wang Y, and Zhu X (2022), “The Optimal Cyclical Design for a Target Benefit Pension Plan. Journal of Pension,” Economics and Finance.
- Zhu X, Hardy MR and Saunders D (2021), “Fair Transition from Defined Benefit to Target Benefit,” ASTIN Bulletin, 51(3), 873-904.
- Zhu X, Hardy MR and Saunders D (2021), “Structure of intergenerational risk-sharing plans: optimality and fairness,” Scandinavian Actuarial Journal, (7), 543-571.
- Li JSH, Zhou KQ, Zhu X, Chan WS and Chan FWH (2019), “A Bayesian Approach to Developing a Stochastic Mortality Model for China,” Journal of the Royal Statistical Society Series A, 182: 1523-1560.
- Zhu X, Hardy MR and Saunders D (2018), “Valuation of an Early Exercise Defined Benefit Underpin Hybrid Pension,” Scandinavian Actuarial Journal, (9), 823-844.
- Zhu X, Hardy MR and Saunders D (2018), “Dynamic Hedging Strategies for Cash Balance Pension Plans,” ASTIN Bulletin, 48(3), 1245-1275.
- Hardy MR, Saunders D and Zhu X (2014), “Market-Consistent Valuation and Funding of Cash Balance Pensions,” North American Actuarial Journal, 18(2), 294-314.