Researcher

My Expertise

Collective risk theory

Biography

Jinxia Zhu is an Associate Professor in the School of Risk and Actuarial Studies at the University of New South Wales. She holds a Bachelor's and Master's degrees in Mathematics and a PhD degree in Actuarial Science. Her research interests lie in the areas of optimal control in insurance and finance, risk theory and modelling in these fields.  Her current research focuses on present-biased behavior issues and model uncertainty in control and...view more

Jinxia Zhu is an Associate Professor in the School of Risk and Actuarial Studies at the University of New South Wales. She holds a Bachelor's and Master's degrees in Mathematics and a PhD degree in Actuarial Science. Her research interests lie in the areas of optimal control in insurance and finance, risk theory and modelling in these fields.  Her current research focuses on present-biased behavior issues and model uncertainty in control and optimization. Additionally, she is working on applying machine learning techniques to credit default and cyber risk modelling,  and addressing optimal control and health insurance issues. 

Research Interests

 

  • Stochastic Control and Optimization  
  • Present-Biased Behavior  
  • Model Uncertainty  
  • Credit Default Modeling  
  • Health Insurance Optimization 
  • Risk Theory and Insurance Modeling 
  • Biodiversity and Morbidity 

 

 


My Research Supervision


Areas of supervision

  • Stochastic Control and Optimization

  • Present-Biased Behavior

  • Model Uncertainty

  • Credit Default Modeling

  • Health Insurance Optimization

  • Risk Theory, Risk Management, and Insurance Modeling

  • Pricing and Contract Design of Emerging Risks

  • Machine Learning and Data-Driven Modeling

  • Biodiversity and Morbidity

 


Currently supervising

I am currently supervising students on the following projects:

  • Optimal control problems incorporating behavioral issues.

  • Application of machine learning to generate synthetic health data and model health insurance.

  • Credit default modeling.

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Location

UNSW Business School

Contact

+61 2 9385 7385

Publications

by Associate Professor Jinxia Zhu