Associate Professor Jinxia Zhu

Associate Professor

Business School

School of Risk and Actuarial Studies

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, insurance risk models and risk theory.

Research Interests:

Stochastic control in insurance and finance
Insurance risk models and ruin theory

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Phone

+61 2 9385 7385

E-mail

jinxia.zhu@unsw.edu.au

Location

UNSW Business School

Journal articles | 2024

Feng Y; Siu TK; Zhu J, 2024, 'How Might Model Uncertainty and Transaction Costs Impact Retained Earning & Dividend Strategies? An Examination Through a Classical Insurance Risk Model', Insurance: Mathematics and Economics,

Journal articles | 2024

Feng Y; Siu TK; Zhu J, 2024, 'Optimal payout strategies when Bruno de Finetti meets model uncertainty', Insurance: Mathematics and Economics, 116, pp. 148 - 164,

Journal articles | 2024

Yao D; Zhu J, 2024, 'Optimal reinsurance under a new design: two layers and multiple reinsurers', Quantitative Finance, 24, pp. 655 - 676,

Journal articles | 2021

Feng Y; Zhu J; Siu TK, 2021, 'Optimal risk exposure and dividend payout policies under model uncertainty', Insurance: Mathematics and Economics, 100, pp. 1 - 29,

Journal articles | 2021

Zhu J, 2021, 'Optimal impulse control for growth-restricted linear diffusions with regime switching', SIAM Journal on Control and Optimization, 59, pp. 185 - 222,

Journal articles | 2020

Li X; Liu H; Tang Q; Zhu J, 2020, 'Liquidation risk in insurance under contemporary regulatory frameworks', Insurance: Mathematics and Economics, 93, pp. 36 - 49,

Journal articles | 2019

Siu TK; Zhu J; Yang H, 2019, 'A martingale approach for asset allocation with derivative security and hidden economic risk', Journal of Applied Probability, 56, pp. 723 - 749,

Journal articles | 2019

Zhu J; Siu TK; Yang H, 2019, 'Singular dividend optimization for a linear diffusion model with time-inconsistent preferences', European Journal of Operational Research, 285, pp. 66 - 80,

Journal articles | 2017

Zhu J, 2017, 'OPTIMAL FINANCING and DIVIDEND DISTRIBUTION with TRANSACTION COSTS in the CASE of RESTRICTED DIVIDEND RATES', ASTIN Bulletin, 47, pp. 239 - 268,

Journal articles | 2016

Zhu J; Yang H, 2016, 'Optimal capital injection and dividend distribution for growth restricted diffusion models with bankruptcy', Insurance: Mathematics and Economics, 70, pp. 259 - 271,

Journal articles | 2016

Zhu J; Yang H, 2016, 'Optimal financing and dividend distribution in a general diffusion model with regime switching', Advances in Applied Probability, 48, pp. 406 - 422,

Journal articles | 2015

Zhu J; Chen F, 2015, 'Dividend optimization under reserve constraints for the Cramér-Lundberg model compounded by force of interest', Economic Modelling, 46, pp. 142 - 156,

Journal articles | 2015

Zhu J, 2015, 'Dividend optimization for general diffusions with restricted dividend payment rates', Scandinavian Actuarial Journal, 2015, pp. 592 - 615,

Journal articles | 2014

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, 2014, pp. 282 - 282,

Journal articles | 2014

Zhu J, 2014, 'Dividend optimization for a regime-switching diffusion model with restricted dividend rates', ASTIN Bulletin, 44, pp. 459 - 494,

Journal articles | 2014

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, 257, pp. 212 - 239,

Journal articles | 2013

Zhu J; Chen F, 2013, 'Dividend optimization for regime-switching general diffusions', Insurance Mathematics and Economics, 53, pp. 439 - 456,

Journal articles | 2011

Zhu J; Yang H; Ng K, 2011, 'Ruin probabilities for the perturbed compound Poisson risk process with investment', Communications in Statistics: Theory and Methods, 40, pp. 3917 - 3934,

Journal articles | 2009

Zhu J; Yang H, 2009, 'On differentiability of ruin functions under Markov-modulated models', Stochastic Processes and their Applications, 119, pp. 1673 - 1695

Journal articles | 2008

Feng C; Zhu J; Li Z, 2008, 'Upper bounds for the ruin probabilities of the entrance-based risk model', Communications in Statistics - Theory and Methods, 37, pp. 2634 - 2652,

Journal articles | 2008

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, 45, pp. 818 - 830,

Journal articles | 2008

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, 45, pp. 818 - 830

Journal articles | 2008

Zhu J; Yang H, 2008, 'Ruin probabilities of a dual Markov-modulated risk model', Communications in Statistics - Theory and Methods, 37, pp. 3298 - 3307,

Journal articles | 2008

Zhu J; Yang H, 2008, 'Ruin theory for a Markov regime-switching model under a threshold dividend strategy', Insurance: Mathematics and Economics,

Journal articles | 2007

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, 10, pp. 116 - 118,

Journal articles | 2005

Li Z; Zhu J; Feng C, 2005, 'Study of a risk model based on the entrance process', Statistics and Probability Letters, 72, pp. 1 - 10,

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