Projects per year
Personal profile
Personal profile
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.
Research interests
Investment strategy, including market efficiency, mean reversion behaviour
Actuarial mathematics, including risk theory, distribution theory, machine learning
Teaching
MTH312 Stochastic modelling in insurance and finance
MTH301 Final year project
MTH012 Introduction to insurance
MTH008 Calculus
Awards and honours
2020 Jiangsu Province Innovation Entrepreneurship Doctor-Talent Program
Person Types
- Staff
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Collaborations and top research areas from the last five years
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Integrating sustainability into the Accounting, Education and Actuarial Mathematics Curriculum
Huang, Z., Li, N., Zhang, Z. & Zhu, X.
1/02/23 → 1/01/26
Project: Internal Research Project
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The Renewal Sums of Discounted Claims with Applications to Insurance
1/08/20 → 31/07/24
Project: Internal Research Project
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The Distribution of the Discounted Claims under Renewal Sums
Zhang, Z. & Chen, G.
1/12/20 → 31/12/22
Project: Governmental Research Project
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Correlation-based investment strategies: A comparison between Chinese and US stock markets
Zhang, Z., Xing, R., Liu, J. & Shao, Y., Dec 2023, In: Pacific Basin Finance Journal. 82, 102167.Research output: Contribution to journal › Article › peer-review
Open Access -
Pingan General Insurance Exhibition
Zhang, Z. & Zhu, X., May 2023Research output: Practice-based research output › Exhibition/ Event/ Festival › Curated works: Physical Exhibition/ Event/ Festival
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A New Fractional Poisson Process Governed by a Recursive Fractional Differential Equation
Zhang, Z., Aug 2022, In: Fractal and Fractional. 6, 8, 418.Research output: Contribution to journal › Article › peer-review
Open Access1 Citation (Scopus) -
Some specific density functions of aggregated discounted claims with dependent risks
Zhang, Z. & Chen, G., Aug 2021, In: Results in Applied Mathematics. 11, 100168.Research output: Contribution to journal › Article › peer-review
Open Access -
Beta transform and discounted aggregate claims under dependency
Zhang, Z. & Li, S., 1 Sept 2019, In: Annals of Actuarial Science. 13, 2, p. 241-267 27 p.Research output: Contribution to journal › Article › peer-review
1 Citation (Scopus)
Activities
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Recent advances on reliability, statistical reliability and survival analysis
Xiaojun Zhu (Organiser), Zhehao Zhang (Organiser) & Mu He (Organiser)
4 Nov 2023 → 5 Nov 2023Activity: Participating in or organising an event › Participating in an event e.g. a conference, workshop, …
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On the distribution of the aggregated discounted sum
Zhehao Zhang (Speaker)
26 Jul 2023Activity: Talk or presentation › Invited talk
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A quantitative analysis of InsurTech-powered industry development in China
Stephen Gong (Speaker) & Zhehao Zhang (Speaker)
4 Jul 2023Activity: Talk or presentation › Presentation at conference/workshop/seminar
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Adaptive Pricing in Non-Life Insurance
Xiaojun Zhu (Supervisor), Zhehao Zhang (Co-supervisor), Mu He (Co-supervisor) & Zhiying Huang (Co-supervisor)
1 Jul 2023 → 31 Aug 2023Activity: Supervision › Completed SURF Project
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Quantitative Analysis on the Behavior of Financial Analysts
Zhehao Zhang (Supervisor), Xiaojun Zhu (Co-supervisor) & Zhiying Huang (Co-supervisor)
1 Jun 2023 → 31 Aug 2023Activity: Supervision › Completed SURF Project