Projects per year
Personal profile
Personal profile
Zhehao (PhD, FIA, FSA, CERA) was the program director of the BSc actuarial science program of XJTLU. Under his service, the program has been awarded Jiangsu Brand Programme Development Projects: Phase II (2022.09-2025.08) and Phase III (2024.01-2027.12, 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. In terms of teaching, he has been awarded the second prize in the Jiangsu Micro Lecture and Micro Module Competition, and the Teaching Innovation Award from the School. He designed the first course at the university to receive accreditation from the Institute and Faculty of Actuaries. He has also led students to achieve outstanding results in international and national competitions on multiple occasions, such as winning first prize (second place nationally) in the 2024 Big Data Analysis Technology Skills Competition.
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
MTH205Introduction to Statistical Methods
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”
2025Suzhou Mathematical Society Outstanding Young Paper Award, 1st prize
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), 1st prize for graduates, 1st and 2nd prizes for undergraduates
- 2023The 2nd Big Data Analysis Technology Skills Competition (Final), 2nd prize for graduates, 3rd prize for undergraduates
- 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 graduates, 1st and 3rd prizes for undergraduates
- 2024Global Trading Challenge, Global Top 100, 36th out of 2424 teams
- 2024The 3rd Big Data Analysis Technology Skills Competition (Final), 1st prize for graduates, 1st prizes for undergraduate
- 2025The 4th Big Data Analysis Technology Skills Competition (Provincial), 1st prizes for graduates, 1st, 2nd and 3rd prizes for undergraduates
- 2025The 4th Big Data Analysis Technology Skills Competition (Final), 1st and 3rd prizes for graduates, 2nd prize for undergraduate
Related documents
Education/Academic qualification
Chartered Enterprise Risk Actuary, CERA Global Association
Chartered Actuary Associate, Institute and Faculty of Actuaries
Chartered Actuary Fellow, Institute and Faculty of Actuaries
Actuary Fellow, Society of Actuaries
PhD, The University of Melbourne
Master, University of Kent
Research areas
- Stochastic modelling
Person Types
- Staff
Fingerprint
- 1 Similar Profiles
Collaborations and top research areas from the last five years
-
Some research problems in actuarial science using deep learning
Yang, H. (PI), Bai, L. (Team member), Zhang, Z. (Team member), Jin, Z. (Team member) & Li, S. (Team member)
1/01/25 → 31/12/28
Project: Governmental Research Project
-
Stochastic modelling on the stability of financial system
Zhang, Z. (PI) & Xing, R. (Team member)
1/07/24 → 1/07/26
Project: Governmental Research Project
-
TDF: Integrating sustainability into the Accounting, Education and Actuarial Mathematics Curriculum
Huang, Z. (PI), Li, N. (CoPI), Zhang, Z. (CoPI) & Zhu, X. (CoPI)
1/02/23 → 1/01/26
Project: Internal Research Project
-
The Distribution of the Discounted Claims under Renewal Sums
Zhang, Z. (PI) & Chen, G. (Team member)
1/12/20 → 31/12/22
Project: Governmental Research Project
-
The Renewal Sums of Discounted Claims with Applications to Insurance
Zhang, Z. (PI)
1/08/20 → 31/07/24
Project: Internal Research Project
-
Bayesian inference for Laplace distribution based on complete and censored samples with illustrations
Sun, W., Zhu, X., Zhang, Z. & Balakrishnan, N., Mar 2025, In: Journal of Applied Statistics. 52, 4, p. 914-935 22 p.Research output: Contribution to journal › Article › peer-review
-
Equity-linked annuity valuation under fractional jump-diffusion financial and mortality models
Jiang, H. & Zhang, Z., Mar 2025, In: Scandinavian Actuarial Journal. 2025, 3, p. 300-339 40 p.Research output: Contribution to journal › Article › peer-review
1 Citation (Scopus) -
Integrating sustainability into a curriculum (case of financial and actuarial mathematics course)
Huang, Z., Zhang, Z., Zhu, X. & Wakelin, R., 5 Feb 2025, THE Campus.Research output: Other contribution › peer-review
-
Jump Process
Zhang, Z., 2025, Cengage Learning Asia Pte Ltd. 212 p.Research output: Book/Report/Edited volume › Book › peer-review
-
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
2 Citations (Scopus)
Activities
-
Risk and Return of Market Portfolio
Zhang, Z. (Supervisor)
Jun 2025 → Aug 2025Activity: Supervision › Completed SURF Project
-
IFoA Career Share
Zhang, Z. (Organiser)
23 Apr 2025Activity: Participating in or organising an event › Organising an event e.g. a conference, workshop, …
-
8th Xinbao Cup
Zhang, Z. (Organiser)
Oct 2024 → Jun 2025Activity: Participating in or organising an event › Organising an event e.g. a conference, workshop, …
-
Quantative analysis on the core competitiveness of insurance companies-a digial perspective
Zhang, Z. (Supervisor)
1 Jul 2024 → 31 Aug 2024Activity: Supervision › Completed SURF Project
-
Longevity risk modelling and management
Zhang, Z. (Supervisor)
1 Jul 2024 → 31 Aug 2024Activity: Supervision › Completed SURF Project