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Jinxia Zhu

Senior Lecturer of Actuarial Studies, Undergraduate Actuarial Program Coordinator

School of Risk ＆ Actuarial - BSc, MSc, Lanzhou, China | PhD, Hong Kong

Expertise

Dr. Jinxia Zhu's main research interests lie in the areas of optimal control in insurance and finance, insurance risk models and risk theory. She has published in top international journals in the field of Actuarial Science, Applied Probability and Statistics including ASTIN Bulletin, Insurance: Mathematics and Economics, Journal of Applied Probability, Scandinavian Actuarial Journal and Stochastic Processes and their applications. She has taught a variety of courses in general and life insurance, statistics and stochastic processes at both undergraduate and postgraduate levels.

About Jinxia

Jinxia Zhu is a lecturer in the School of Risk and Actuarial Studies at the UNSW Australia Business School. She received a Bachelor's and Master's degrees in Mathematics from Lanzhou University in China and a PhD degree in Actuarial Science from the University of Hong Kong.

Selected Publications

Zhu J; Chen F, 2015, 'Dividend optimization under reserve constraints for the Cramér-Lundberg model compounded by force of interest' Economic Modelling, vol. 46, pp. 142 - 156, http://dx.doi.org/10.1016/j.econmod.2014.11.019
Zhu J; Chen F, 2013, 'Dividend optimization for regime-switching general diffusions' Insurance: Mathematics and Economics, vol. 53, pp. 439 - 456, http://dx.doi.org/10.1016/j.insmatheco.2013.07.006

Journal Articles

Zhu J, 2017, 'OPTIMAL FINANCING and DIVIDEND DISTRIBUTION with TRANSACTION COSTS in the CASE of RESTRICTED DIVIDEND RATES' ASTIN Bulletin, vol. 47, pp. 239 - 268, http://dx.doi.org/10.1017/asb.2016.29
Zhu J; Yang H, 2016, 'Optimal financing and dividend distribution in a general diffusion model with regime switching' Advances in Applied Probability, vol. 48, pp. 406 - 422, http://dx.doi.org/10.1017/apr.2016.7
Zhu J; Yang H, 2016, 'Optimal capital injection and dividend distribution for growth restricted diffusion models with bankruptcy' Insurance: Mathematics and Economics, vol. 70, pp. 259 - 271, http://dx.doi.org/10.1016/j.insmatheco.2016.05.011
Zhu J; Chen F, 2015, 'Dividend optimization under reserve constraints for the Cramér-Lundberg model compounded by force of interest' Economic Modelling, vol. 46, pp. 142 - 156, http://dx.doi.org/10.1016/j.econmod.2014.11.019
Zhu J, 2014, 'Singular optimal dividend control for the regime-switching Cramér-Lundberg model with credit and debit interest' Journal of Computational and Applied Mathematics, vol. 257, pp. 212 - 239, http://dx.doi.org/10.1016/j.cam.2013.08.033
Zhu J, 2014, 'DIVIDEND OPTIMIZATION FOR A REGIME-SWITCHING DIFFUSION MODEL WITH RESTRICTED DIVIDEND RATES' ASTIN Bulletin, http://dx.doi.org/10.1017/asb.2014.2
Zhu J, 2014, 'Dividend optimization for general diffusions with restricted dividend payment rates' Scandinavian Actuarial Journal, http://dx.doi.org/10.1080/03461238.2013.872174
Zhu J, 2014, 'Corrigendum to Errata for 'Optimal dividend control for a generalized risk model with investment incomes and debit interest' online version (Scandinavian Actuarial Journal, IFirst, (2012))' Scandinavian Actuarial Journal, vol. 2014, pp. 282 - 282, http://dx.doi.org/10.1080/03461238.2012.760254
Zhu J; Chen F, 2013, 'Dividend optimization for regime-switching general diffusions' Insurance: Mathematics and Economics, vol. 53, pp. 439 - 456, http://dx.doi.org/10.1016/j.insmatheco.2013.07.006
Zhu J; Yang H; Ng KW, 2011, 'Ruin probabilities for the perturbed compound Poisson risk process with investment' Communications in Statistics - Theory and Methods, vol. 40, pp. 3917 - 3934, http://dx.doi.org/10.1080/03610926.2010.501942
Zhu J; Yang H, 2009, 'On differentiability of ruin functions under Markov-modulated models' Stochastic Processes and their Applications, vol. 119, pp. 1673 - 1695, http://dx.doi.org/10.1016/j.spa.2008.08.007
Zhu J; Yang H, 2008, 'Ruin probabilities of a dual Markov-modulated risk model' Communications in Statistics - Theory and Methods, vol. 37, pp. 3298 - 3307, http://dx.doi.org/10.1080/03610920802117080
Zhu J; Yang H, 2008, 'Estimates for the absolute ruin probability in the compound Poisson risk model with credit and debit interest' Journal of Applied Probability, vol. 45, pp. 818 - 830
Zhu J; Yang H, 2008, 'Ruin theory for a Markov regime-switching model under a threshold dividend strategy' Insurance: Mathematics and Economics, vol. 42, pp. 311 - 318, http://dx.doi.org/10.1016/j.insmatheco.2007.03.004
Chen F; Zhu J; Li Z, 2008, 'Upper bounds for the ruin probabilities of the entrance-based risk model' Communications in Statistics - Theory and Methods, vol. 37, pp. 2634 - 2652, http://dx.doi.org/10.1080/03610920801942447
Zhu J, 2007, 'Discussion on: `Optimal dividends in an Ornstein-Uhlenbeck type model with credit and debt interest` by J. Cai, H. U. Gerber and H. Yang' North American Actuarial Journal, vol. 10, pp. 116 - 118, http://dx.doi.org/10.1080/10920277.2006.10596253
Li Z; Zhu J; Chen F, 2005, 'Study of a risk model based on the entrance process' Statistics and Probability Letters, vol. 72, pp. 1 - 10, http://dx.doi.org/10.1016/j.spl.2004.10.028