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Zhehao Zhang

Assistant Professor, Stochastic modelling

Calculated based on number of publications stored in Pure and citations from Scopus
20182025

Research activity per year

Personal profile

Personal profile

Zhehao (PhD, CERA, AIA C.Act) currently serves as the program director of the BSc actuarial science program of XJTLU. Under his service, the program has awarded Jiangsu Brand Programme Development Projects: Phase II (2022.09-2025.08) and Phase III (2024.09-2027.08, 1,095,000RMB). His research expertise focuses on the actuarial modelling and empirical study. He is holding strategic cooperation agreements with a number of Chinese Insurtech companies. These contracts mainly focus on the new trends of insurance companies, including Insurteach and related data analysis. We are aiming to provides suitables measurements for Chinese insurers and explore the relationship and mechanism among other financial indicators. Any other kinds of cooperations are also welcome, and more PhD students are required under these contracts.

 

Research interests

Investment strategy, including market efficiency, mean reversion behaviour.

Probability and statistics, including risk process and distribution theory, fractional process in longevity modelling, stability of the financial system.

Insurtech, including measurement of Insurtech at the firm level, and impact of Insurtech on the performance of the firm.

Experience

Zhehao joined XJTLU at 2019 after he finished his PhD in university of Melbourne. Before that, He did his master degree in University of Kent, where he achieved most of IFoA exemptions with three ST subjects: ST6 Finance and Investment B, ST8 Pricing, and ST9 Enterprise Risk Management. The final exam he passed is SA7 Finance and Investment. Zhehao has also served as an actuarial staff in two general insurance companies.

Teaching

MTH439 Dissertation project

MTH433 Actuarial mathematics

MTH411 Dissertation

MTH312 Stochastic modelling in insurance and finance

MTH301 Final year project

MTH120 Theory of interest

MTH012 Introduction to insurance

MTH008 Calculus

Awards and honours

2020Jiangsu Province Innovation Entrepreneurship Doctor-Talent Program

2022China Insurance Cup, 5th rank, 3rd prize and RMB5000, “A quantitative analysis of InsurTech-powered industry development in China”

2024XJTLU Academic Excellence Awards, Teaching Innovation Award (SMP)

2024Jiangsu Micro Lecture and Micro Module Competition, 2nd prize, “Fund Performance and Yield Measurement”

 

As supervisors:

  1. 2021SURF, 3rd Student-Nominated (Most Welcome) Winner, “The analysis and forecast of the Chinese market efficiency”
  2. 2022SURF, 1st Student-Nominated (Most Welcome) Winner, “An investment strategy based on the arrival process of abnormal accounting ratios”
  3. 2022The 14th China Forum for Risk Management and Actuarial Science & International Conference on Actuarial Science and Insurance, 2nd prize, “High temperature insurance for low carbon transformation enterprise-ESG based evaluation system”
  4. 2022The 14th China Forum for Risk Management and Actuarial Science & International Conference on Actuarial Science and Insurance, 3rd prize, “Green bond protection insurance”
  5. 2023The 2nd Big Data Analysis Technology Skills Competition (Provincial), 1st prize for graduates, 1st and 2nd prizes for undergraduates
  6. 2023The 2nd Big Data Analysis Technology Skills Competition (Final), 2nd prize for graduates, 3rd prize for undergraduates
  7. 2023The 1st Jiangsu Postgraduate Fintech Innovation competition, 2nd prize, “The impact of Fintech on Jiangsu Rural Revitalization”
  8. 2024The 7th Xinbao Cup, 2nd prize, “Intellectual Property Insurance”
  9. 2024SURF, Student-Nominated (Most Welcome) Winner, “Reliablity of Financial System Modelling”
  10. 2024SURF, Student-Nominated (Most Welcome) Winner, “Quantative analysis on the core competitiveness of insurance companies-a digial perspective”
  11. 2024SURF, Student-Nominated (Most Welcome) Winner, “Longevity risk modelling and management”
  12. 2024The 3rd Big Data Analysis Technology Skills Competition (Provincial), 1st prize for graduates, 1st and 3rd prizes for undergraduates
  13. 2024Global Trading Challenge, Global Top 100, 36th out of 2024 teams
  14. 2024The 3rd Big Data Analysis Technology Skills Competition (Final), 1st prize for graduates, 1st prizes for undergraduate

 

 

Related documents

Education/Academic qualification

Chartered Enterprise Risk Actuary, CERA global association and Institute and Faculty of Actuaries

Chartered Actuary Associate, Institute and Faculty of Actuaries

PhD, The University of Melbourne

Master, University of Kent

Person Types

  • Staff

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