Projects per year
Personal profile
Personal profile
Zhehao (PhD, CERA, AIA) currently serves as the program director of the BSc actuarial science program of XJTLU. 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. 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:
- 2021SURF, 3rd Student-Nominated (Most Welcome) Winner, “The analysis and forecast of the Chinese market efficiency”
- 2022SURF, 1st Student-Nominated (Most Welcome) Winner, “An investment strategy based on the arrival process of abnormal accounting ratios”
- 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”
- 2022The 14th China Forum for Risk Management and Actuarial Science & International Conference on Actuarial Science and Insurance, 3rd prize, “Green bond protection insurance”
- 2023The 2nd Big Data Analysis Technology Skills Competition (Provincial), first prize for advisor of graduate students group, 1st and 2nd prizes for advisor of undergraduate students group
- 2023The 2nd Big Data Analysis Technology Skills Competition (Final), second prize for advisor of graduate students group, 3rd prize for advisor of undergraduate students group
- 2023The 1st Jiangsu Postgraduate Fintech Innovation competition, 2nd prize, “The impact of Fintech on Jiangsu Rural Revitalization”
- 2024The 7th Xinbao Cup, 2nd prize, “Intellectual Property Insurance”
- 2024SURF, Student-Nominated (Most Welcome) Winner, “Reliablity of Financial System Modelling”
- 2024SURF, Student-Nominated (Most Welcome) Winner, “Quantative analysis on the core competitiveness of insurance companies-a digial perspective”
- 2024SURF, Student-Nominated (Most Welcome) Winner, “Longevity risk modelling and management”
- 2024The 3rd Big Data Analysis Technology Skills Competition (Provincial), 1st prize for advisor of graduate students group, 1st and 3rd prizes for advisor of undergraduate students group
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Collaborations and top research areas from the last five years
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Stochastic modelling on the stability of financial system
Zhang, Z. & Xing, R.
1/07/24 → 1/07/26
Project: Governmental Research Project
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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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Some research problems in actuarial science using deep learning
Yang, H., Bai, L., Zhang, Z., Jin, Z. & Li, S.
1/01/25 → 31/12/28
Project: Governmental 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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The Renewal Sums of Discounted Claims with Applications to Insurance
1/08/20 → 31/07/24
Project: Internal Research Project
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Multivariate Hawkes process allowing for common shocks
Zhang, Z. & Xing, R., Jan 2025, In: Statistics and Probability Letters. 216, 110270.Research output: Contribution to journal › Article › peer-review
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Analyst network centrality, forecast accuracy, and persistent influence
Bai, Y., Zhang, Z., Chen, T. & Peng, W., 2024, In: Applied Economics. 56, 52, p. 6667-6689 23 p.Research output: Contribution to journal › Article › peer-review
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Bayesian inference for Laplace distribution based on complete and censored samples with illustrations
Sun, W., Zhu, X., Zhang, Z. & Balakrishnan, N., 2024, (Accepted/In press) In: Journal of Applied Statistics.Research output: Contribution to journal › Article › peer-review
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Equity-linked annuity valuation under fractional jump-diffusion financial and mortality models
Jiang, H. & Zhang, Z., 2024, (Accepted/In press) In: Scandinavian Actuarial Journal.Research output: Contribution to journal › Article › peer-review
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Stochastic mortality model with respect to mixed fractional Poisson process: Calibration and empirical analysis of long-range dependence in actuarial valuation
Jiang, H., Zhang, Z. & Zhu, X., Nov 2024, In: Insurance: Mathematics and Economics. 119, p. 64-92 29 p.Research output: Contribution to journal › Article › peer-review
1 Citation (Scopus)
Activities
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Quantative analysis on the core competitiveness of insurance companies-a digial perspective
Zhehao Zhang (Supervisor)
1 Jul 2024 → 31 Aug 2024Activity: Supervision › Completed SURF Project
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Reliablity of Financial System Modelling
Zhehao Zhang (Supervisor), Xiaojun Zhu (Co-supervisor) & Zhiying Huang (Co-supervisor)
1 Jul 2024 → 31 Aug 2024Activity: Supervision › Completed SURF Project
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Longevity risk modelling and management
Zhehao Zhang (Supervisor)
1 Jul 2024 → 31 Aug 2024Activity: Supervision › Completed SURF Project
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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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7th Xinbao Cup
Zhehao Zhang (Organiser)
1 Oct 2023 → 30 Jun 2024Activity: Participating in or organising an event › Organising an event e.g. a conference, workshop, …